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Unit roots and the estimation of interest rate dynamics

, and . Journal of Empirical Finance, 3 (2): 215--238 (June 1996)

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Stochastic correlation across international stock markets, and . Journal of Empirical Finance, 7 (3-4): 373--388 (November 2000)A jump diffusion model for the European monetary system, and . Journal of International Money and Finance, 12 (5): 475--492 (October 1993)Target zone modelling and estimation for European Monetary System exchange rates, and . Journal of Empirical Finance, 1 (3-4): 385--420 (July 1994)On inferring standard deviations from path dependent options, , and . Economics Letters, 18 (4): 377--380 (1985)An empirical investigation of the EOE gold options market, , and . Journal of Banking & Finance, 9 (1): 101--113 (March 1985)Unit roots and the estimation of interest rate dynamics, and . Journal of Empirical Finance, 3 (2): 215--238 (June 1996)Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism, and . Applied Mathematical Finance, 5 (1): 1--15 (1998)Investigating security-price performance in the presence of event-date uncertainty, and . Journal of Financial Economics, 22 (1): 123--153 (October 1988)