References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 2004The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices561 cited
• 2009The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis526 cited
• 2002The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices319 cited
• 2010What Explains the Surge in Euro Area Sovereign Spreads during the Financial Crisis of 2007–09?312 cited
• 2010Government bond risk premiums in the EU revisited: The impact of the financial crisis267 cited
• 2002Exchange-Traded Funds: A New Investment Option for Taxable Investors245 cited
• 2010Conventional mutual index funds versus exchange-traded funds206 cited
• 2011What Explains the Surge in Euro Area Sovereign Spreads During the Financial Crisis of 2007–2009?165 cited
• 2023Practical Portfolio Performance Measurement and Attribution156 cited
• 1994Discovering Errors in Tracking Error145 cited
• 2003Index Mutual Funds and Exchange-Traded Funds137 cited
• 2004The Benchmark Index ETF Performance Problem120 cited
• 2012Practical Portfolio Performance Measurement and Attribution