1. and (1987), ‘Non-constant variances and foreign exchange risk: an empirical study’, Centre for Labour Economics, London School of Economics, Discussion Paper No. 285.
2. , and (1987) ‘Multivariate simultaneous generalized ARCH’, University of California, San Diego.
3. and , (1987a), ‘The message in daily exchange rates: a conditional variance tale’, Michigan State University.
4. and (1987b), ‘A multivariate generalized ARCH approach to modelling risk premia in forward foreign exchange rate markets’, Michigan State University.
5. (1973), ‘International money markets and flexible exchange rates’, Studies in International Finance, no. 25, Princeton University.