1. Abuaf, Niso, and Philippe Jorion, (1990) ‘Purchasing Power Parity in the Long Run’, Journal of Finance, Vol. 45, pp. 157–74.
2. Arnold, I., R. MacDonald and C. de Vries (2005) ‘Fundamental volatility is regime specific’ mimeo, University of Glasgow.
3. Baillie, Richard T., and David D. Selover, ‘Cointegration and Models of Exchange Rate Determination’, International Journal of Forecasting, Vol. 3, No. 1 (1987), pp. 43–51.
4. Balassa, B. (1964), ‘The Purchasing Power Parity Doctrine: A Reappraisal’, Journal of Political Economy, 72, 584–596.
5. Banerjee, Anindya, and others, ‘Exploring Equilibrium Relationships in Econometrics Through Static Models: Some Monte Carlo Evidence’, Oxford Bulletin of Economics and Statistics, Vol. 48 (August 1986), pp. 253–77.