Concepedia
Open Economies Review · 2000 · 43 citations · 18 references
18
Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model
Tim Bollerslev · The Review of Economics and Statistics · 1990 · 3.5K citations
Volatility Modeling, Macroeconomic Forecasting, Exchange Rate +16
International Transmission of Stock Market Movements
Cheol S. Eun, Sangdal Shim · Journal of Financial and Quantitative Analysis · 1989 · 1.4K citations
Economics, Financial Economics, International Finance +14
Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility
Wen-Ling Lin, Robert F. Engle, Takatoshi Ito · Review of Financial Studies · 1994 · 897 citations
Economics, Volatility Modeling, Financial Economics +15
A causality-in-variance test and its application to financial market prices
Yin‐Wong Cheung, Lilian Ng · Journal of Econometrics · 1996 · 522 citations
Empirical Finance, Economics, Volatility Modeling +9
A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada
George Andrew Karolyi · Journal of Business and Economic Statistics · 1995 · 508 citations