References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
• 1996Making wald tests work for cointegrated VAR systems900 cited
• 1997Monte Carlo Evidence on Cointegration and Causation498 cited
• 1999Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets339 cited
• 2000Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle214 cited
• 2002The Asian financial crisis and the co-movement of Asian stock markets165 cited
• 1990Benefits of international diversification160 cited
• 2003Was financial market contagion the source of economic crisis in Asia?120 cited
• 1997Weak-form Efficiency and Causality Tests in Chinese Stock Markets