Price volatility spillovers between supply chain and innovation of financial pledges in China

Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks

Junsoo Lee, Mark C. Strazicich · The Review of Economics and Statistics · 2003 · 2.3K citations · Full text

Social Sciences, Economics, Econometrics +12

Transmission of Volatility between Stock Markets

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

Business, Economics, Finance +17

International Transmission of Stock Market Movements

Cheol S. Eun, Sangdal Shim · Journal of Financial and Quantitative Analysis · 1989 · 1.4K citations

Business, Economics, Finance +15

On crises, contagion, and confusion

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

Social Sciences, Economics, Finance +17

A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations

Yiu‐Kuen Tse, Albert K. Tsui · Journal of Business and Economic Statistics · 2002 · 1.2K citations · Full text

Business, Economics, Finance +17