Sarno, Lucio and Thornton, Daniel L. "The Efficient Market Hypothesis and Identification in Structural VARs," in Federal Reserve Bank of St. Louis. "January/February 2004, Vol. 86, No. 1," Review (Federal Reserve Bank of St. Louis) (January 2004) : 49-60. https://fraser.stlouisfed.org/title/820/item/620726/toc/633885 , accessed on May 4, 2024.