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Cointegrating behaviour between spot and forward exchange rates
McMillan, David G., (2005)
The forward premium anomaly : statistical artefact or economic puzzle? : New evidence from robust tests
Maynard, Alex, (2006)
Are dollar exchange rates cointegrated after all?
Girardin, Eric, (1997)
A basic approach to the choice of numeraire in models of trade with price risk
Britto, Ronald, (1983)
Durability and obsolescence in putty-clay models
Britto, Ronald, (1970)
Future markets and the supply of storage with rational expectations
Britto, Ronald, (1981)