Journal of International Money and Finance . Mathematical Postscript to Chapter 22. Forthcoming, Journal of Empirical Finance. The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets . Harwood Academic Publishers, Chapters 1-4.
Rest is recommended.
Liu, Peter and G.S. Madalla. Rationality of Survey Data and Tests for Market Efficiency in the Foreign Exchange Markets. On the Foreign Exchange Risk Premium in a General Equilibrium Model. Purchasing Power Parity IETP, Chapter 16. Handbook of International Economics , Vol.