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Cited by

• 2005Implied volatility linkages among major European currencies84 cited
• 1994Sources of meteor showers and heat waves in the foreign exchange market82 cited
• 2006Testing for volatility spillover between the British pound and the euro79 cited
• 2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission55 cited
• 2004Information transmission between the NASDAQ and Asian second board markets55 cited
• 1991Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns53 cited
• 1993The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risks51 cited
• 1999Local and global price memory of international stock markets49 cited
• 2004International Transmission of Stock Returns and Volatility : Empirical Comparison Between Friends and Foes46 cited
• 1997Co-movements of major European community stock markets: A vector autoregression analysis46 cited
• 1998Asymmetric volatility spillovers in deutsche mark exchange rates44 cited
• 2006The Euro and Other Major Currencies Floating Against the U.S. Dollar42 cited
• 1991Market Structure and Inefficiency in the Foreign Exchange Market42 cited
• 2018