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Stationary time-varying risk premia in forward foreign exchange rates. Journal of International Money and Finance, 19 (2): 273--288 (April 2000)Threshold nonlinear interest rates. Economics Letters, 88 (3): 313--317 (September 2005)A test of long-run purchasing power parity. Economics Letters, 73 (2): 201--205 (November 2001)Asymmetric temporary and permanent stock-price innovations. Journal of Empirical Finance, 14 (1): 120--130 (January 2007)An exact invariant variance ratio test. Economics Letters, 75 (3): 347--353 (May 2002)