The 1 linked reference in paper John T. Barkoulas, Christopher F. Baum, Mustafa Caglayan, Atreya Chakraborty (1998) “Persistent Dependence in Foreign Exchange Rates? A Reexamination” / RePEc:boc:bocoec:377

  1. Booth, G. G., F. R. Kaen and P. E. Koveos (1982), R/S analysis of foreign exchange markets under two international monetary regimes, Journal of Monetary Economics, 10, 407-415.