1. Does the stock index futures market tend to lead the cash?;Abhyankar,1996
2. Baek, E., Brock, W., 1992. A general test for non-linear Granger causality: bivariate model. Working paper, Iowa State University and University of Wisconsin, Madison, WI.
3. Are petroleum futures prices good predictors of cash value?;Bopp;The Journal of Futures Markets,1987
4. A test for independence based on the correlation dimension;Brock;Econometric Reviews,1996
5. Testing for nonlinearities in daily pound exchange rates;Brooks;Applied Financial Economics,1996