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Publisher: Routledge, part of the Taylor & Francis Group

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Volume 10, Number 4, 1 August 2000

Are forward premia mean reverting?
pp. 343-350(8)
Authors: Hejazi, Walid; Li, Zhixin

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Exchange risk premia in the European monetary system
pp. 351-360(10)
Authors: Nieuwland, Frederick G. M. C.; Verschoor, Willem F. C.; Wolff, Christian C. P.

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Black and official exchange rates in the Pacific Basin: some tests of dynamic behaviour
pp. 361-369(9)
Authors: Moore, Michael; Phylaktis, Kate

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Forward foreign exchange rates and expected future spot rates
pp. 371-377(7)
Author: Wolff, Christian C. P.

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Stock returns and real activity: is there still a connection?
pp. 379-387(9)
Author: Binswanger, Mathias

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Fiscal policy and the term premium in real interest rate differentials
pp. 413-417(5)
Authors: Flavin, T. J.; Limosani, M. G.

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Testing for price bubbles: the case of transition economy
pp. 419-422(4)
Author: Garvalova, Maria N.

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Forecasting UK stock market volatility
pp. 435-448(14)
Authors: McMillan, David; Speight, Alan; Apgwilym, Owain

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The P* model and its performance for the Spanish economy
pp. 449-459(11)
Authors: Pallardo, Vicente J.; Esteve, Vicente

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