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1. Nonstandard Errors

3. Non-Standard Errors

5. Non-Standard Errors

8. Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies.

11. Non-Standard Errors

12. Non-Standard Errors

15. The Dynamics of Short-Term Interest Rate Volatility Reconsidered

19. Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach.

41. FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS.

42. Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns.

43. Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models.

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