this work references cited by second hopReferences
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 1999An Introduction to Copulas7,743 cited
- 1993Measuring and Testing the Impact of News on Volatility3,692 cited
- 1980Domestic Saving and International Capital Flows2,767 cited
- 1995Time‐Varying World Market Integration2,152 cited
- 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
- 2004Copula Methods in Finance2,013 cited
- 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
- 1991The Variation of Economic Risk Premiums1,740 cited
- 1974An equilibrium model of the international capital market1,130 cited
- 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
- 1992Common stochastic trends in international stock markets944 cited
- 1995The World Price of Foreign Exchange Risk765 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work