International Review of Economics & Finance · 2013 · 156 citations · 32 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInternational FinanceCapital MarketsExchange Rate DeterminationExchange Rate PolicyExchange RatesForeign Exchange MarketsInternational Financial MarketsReal Effective Exchange RateReal Exchange Rate DeterminationReal Exchange Rate DynamicsReal Exchange Rate Fluctuations
32
Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
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Mean reversion in stock prices
James M. Poterba, Lawrence H. Summers · Journal of Financial Economics · 1988 · 1.9K citations
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