this work references cited by second hopReferences
- 1993Measuring and Testing the Impact of News on Volatility3,692 cited
- 1988Dividend yields and expected stock returns3,574 cited
- 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
- 1984Forward and spot exchange rates2,167 cited
- 1995Time‐Varying World Market Integration2,152 cited
- 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
- 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
- 2000Asymmetric Volatility and Risk in Equity Markets1,471 cited
- 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
- 1998The overvaluation of purchasing power parity1,208 cited
- 1991The World Price of Covariance Risk1,139 cited
- 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
- 1997International Asset Pricing and Portfolio Diversification with Time-Varying Risk812 cited
- 1981A model of international asset pricing807 cited
- 2002The Message in Daily Exchange Rates791 cited
- 1995
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work