The effects of geopolitical risks on the stock dynamics of China's rare metals: A TVP-VAR analysis

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Francis X. Diebold, Kamil Yılmaz · The Economic Journal · 2008 · 3K citations

Business, Economics, Finance +15

Time Varying Structural Vector Autoregressions and Monetary Policy

Giorgio E. Primiceri · The Review of Economic Studies · 2005 · 2.9K citations

Social Sciences, Economics, Econometrics +16

Range‐Based Estimation of Stochastic Volatility Models

Sassan Alizadeh, Michael W. Brandt, Francis X. Diebold · The Journal of Finance · 2002 · 1.2K citations · Full text

Business, Economics, Finance +17

Estimating global bank network connectedness

Mert Demirer, Francis X. Diebold, Laura Liu et al. · Journal of Applied Econometrics · 2017 · 591 citations

Social Sciences, Business Economics, Economics +17

Measuring Geopolitical Risk

Dario Caldara, Matteo Iacoviello · International Finance Discussion Paper · 2018 · 591 citations · Full text

Social Sciences, International Relations, Political Science +17