The 23 references without contexts in paper John Barkoulas, Christopher F. Baum (1996) “Time-Varying Risk Premia in the Foreign Currency Futures Basis” / RePEc:boc:bocoec:281

2
Commodity Futures Basis, Journal of Finance, 555-573.
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4
Futures Markets, Journal of Financial Economics, 32, 169-193.
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5
Berndt, E. K., B. H. Hall, R. E. Hall, and J. A. Hausman (1974), Estimation and Inference in
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6
Nonlinear Structural Models, Annals of Economic and Social Measurement, 653-665.
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8
Branson, W. A. (1969), The Minimum Covered Interest Differential Needed for International
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9
Arbitrage Activity, Journal of Political Economy, 77, 1028-1035.
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11
Cornell, B. and M. Reinganum (1981), Forward and Futures Prices: Evidence from the Foreign
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12
Exchange Markets, Journal of Finance, 36, 1035-1045.
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Cosander, P. A. and B. R. Laing (1981), Interest Rate Parity Tests: Switzerland and Some Major
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14
Western Countries, Journal of Banking and Finance, 5, 187-200.
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Dickey, D. and W. Fuller (1981), Likelihood Ratio Statistics for Autoregressive Time Series with a
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16
Unit Root, Econometrica 49, 1057-1072.
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American Statistical Association, Business and Economic Statistics Section, 323-328, Washington, D. C
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19
Engle, R. F. (1982), Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation, Econometrica, 50, 987-1008.
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21
Bonds, Journal of Financial Economics, 25, 23-50. _______ (1988b), Dividend Yields and Expected Stock Returns, Journal of Financial Economics, 22, 3-25. _______ (1993), Common Risk Factors in the Returns on Stocks and Bonds, Journal of Financial Economics, 33, 3-56.
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23
Fratianni, M. and L. M. Wakeman (1982), The Law of One Price in the Eurocurrency Market, Journal of International Money and Finance, 1, 307-323.
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25
Fuller, W. (1976), Introduction to Statistical Time Series. New York: Wiley.
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Financial Economics, 17, 357-390.
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32
Marston, R. C. (1976), Interest Arbitrage in the Euro-Currency Markets, European Economic Review, 7, 1-13.
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33
McCallum, B. (1994), A Reconsideration of the Uncovered Interest Parity Relationship, Journal of Monetary Economics, 33, 105-132.
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35
Futures Markets, Review of Financial Studies, 5, 65-83.
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36
Newey, W. and K. West (1987), A Simple Positive Definite Heteroskedastic and
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37
Autocorrelation Consistent Covariance Matrix, Econometrica 55, 703-708.
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