International Review of Financial Analysis · 2017 · 26 citations · 29 references
Social SciencesBusiness EconomicsEconomicsEconometricsFinancial EconomicsCapital Markets
29
James H. Stock, Mark W. Watson · Journal of the American Statistical Association · 1988 · 1.9K citations
Common stochastic trends in international stock markets
Kenneth Kasa · Journal of Monetary Economics · 1992 · 955 citations · Full text
Social Sciences, Economics, Finance +11