Journal of International Financial Markets Institutions and Money · 2014 · 85 citations · 44 references
Social SciencesEconomicsFinanceBankingFinancial EconomicsMacroeconomicsCapital MarketsFinancial CrisesFinancial DevelopmentFinancial RiskFiscal StressSpillover EffectsInternational Financial SpilloversLiquidity SpilloversMacro-financial SpilloversMacroeconomic Spillover EffectsReturn Spillover Effects
44
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
Business, Finance, Econometrics +16