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Some tests of market microstructure hypotheses in the foreign exchange market

, and . Journal of Multinational Financial Management, 7 (3): 203--229 (October 1997)

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The monetary approach to the exchange rate : Long-run relationships and coefficient restrictions, and . Economics Letters, 37 (2): 179--185 (October 1991)Currency forecasters are heterogeneous: confirmation and consequences, and . Journal of International Money and Finance, 15 (5): 665--685 (October 1996)The norman conquest of \$4.86 and the asset approach to the exchange rate. Journal of International Money and Finance, 4 (3): 373--387 (September 1985)Fatal attraction: Using distance to measure contagion in good times as well as bad, , , and . Review of Financial Economics, 16 (3): 259--273 (2007)Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues*, , and . Journal of Economic Surveys, 20 (2): 257--324 (91 04 2006)doi: 10.1111/j.0950-0804.2006.00281.x.International money and finance, and . Blackwell, Malden, Mass. u.a., 3. ed. edition, (2000)Models of exchange rate expectations: how much heterogeneity?, , and . Journal of International Financial Markets, Institutions and Money, 13 (2): 113--136 (April 2003)Exchange rate modelling, and . Advanced studies in theoretical and applied econometrics Kluwer Acad. Publ., Boston, Mass. u.a., (1999)Exchange rates, financial innovation and divisia money: the sterling/dollar rate 1972-1990, and . Journal of International Money and Finance, 14 (4): 493--513 (August 1995)Towards the fundamentals of technical analysis: analysing the information content of High, Low and Close prices, and . Economic Modelling, 19 (3): 353--374 (May 2002)