Pacific-Basin Finance Journal · 2022 · 48 citations · 56 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInternational FinanceCapital MarketsFinancial CrisesFinancial RiskFinancial StabilityMarket RiskVolatility ModelingCross-border Financial StabilityFinancial Market FragilityFinancial Market VolatilityMacroeconomic Vulnerability Analysis
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Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
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Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
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Financial markets under the global pandemic of COVID-19
Dayong Zhang, Min Hu, Qiang Ji · Finance research letters · 2020 · 2.3K citations · Full text
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.3K citations
The Unprecedented Stock Market Reaction to COVID-19
Scott Baker, Nicholas Bloom, Steven J. Davis et al. · The Review of Asset Pricing Studies · 2020 · 1.5K citations · Full text