1. Testing continuous-time models of the spot interest rate;Ait-Sahalia;The Review of Financial Studies,1996
2. The BIS Statistics on International Banking and Financial Market Activity, Monetary and Economic Department;Bank for International Settlements (BIS),1997
3. Quarterly Review;Bank for International Settlements (BIS),1999
4. The statistical significance of canonical correlations;Bartlett;Biometrika,1941
5. Co-movement in the price of risk of aggregate equity markets;Bhar;Economic Systems,2007