Detecting shift-contagion in currency and bond markets

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

James D. Hamilton · Econometrica · 1989 · 9.7K citations

Social Sciences, Business Economics, Economics +17

Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

Bruce E. Hansen · Econometrica · 1996 · 2.3K citations

Natural Sciences, Economics, Econometrics +15

Time‐Varying World Market Integration

Geert Bekaert, Campbell R. Harvey · The Journal of Finance · 1995 · 2.1K citations · Full text

Business, Economics, Finance +16

Transmission of Volatility between Stock Markets

Mervyn King, Sushil Wadhwani · Review of Financial Studies · 1990 · 1.6K citations

Business, Economics, Finance +17

On crises, contagion, and confusion

Graciela Kaminsky, Carmen Reinhart · Journal of International Economics · 2000 · 1.2K citations

Social Sciences, Economics, Finance +17