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Non-Linear Dependence of Exchange Rate Changes and International Interest Rate Differentials: An Empirical Investigation
Kugler, Peter, (1991)
Chaos, Arch and the Foreign Exchange Market: Empirical Results from Weekly Data
Kugler, Peter, (1990)
The Dynamic Covariance Structure of Exchange Rate Changes: Empirical Results from a Factor GARCH Model
Kugler, Peter, (1992)