The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach

Pitfalls in Tests for Changes in Correlations

Brian H. Boyer, Michael S. Gibson, Mico Loretan · International Finance Discussion Paper · 1997 · 381 citations · Full text

Management, Finance, Risk Management +15

The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence

Yu-Hon Lui, David Mole · Journal of International Money and Finance · 1998 · 348 citations

Business, Business Economics, Economics +9

The Asian flu and Russian virus: the international transmission of crises in firm-level data

Kristin J. Forbes · Journal of International Economics · 2003 · 230 citations

Social Sciences, Economics, International Economics +7

Every minute counts in financial markets

Charles Goodhart, Lorenzo Figliuoli · Journal of International Money and Finance · 1991 · 193 citations

Business, Economics, Finance +12

Agent-based simulation of a financial market

Physica A Statistical Mechanics and its Applications · 2001 · 190 citations · Full text

Business, Economics, Finance +14