China's financial network with international spillovers: A first look

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 6K citations

Natural Sciences, Biostatistics, Statistical Modeling +8

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations

Business, Economics, Finance +17

Law, finance, and economic growth in China

Fred H. Allen, Jun Qian, Meijun Qian · Journal of Financial Economics · 2005 · 4.4K citations

Social Sciences, Economics, Finance +12

CoVaR

Tobias Adrian, Markus K. Brunnermeier · American Economic Review · 2016 · 2.3K citations

Computing, Visualization, Human-computer Interaction +16

The Determinants of Credit Spread Changes

Pierre Collin-Dufresn, Robert S. Goldstein, J. Spencer Martin · The Journal of Finance · 2001 · 2.2K citations · Full text

Business, Economics, Finance +16