References

• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
• 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
• 1995DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL685 cited
• 2006Connected Lending: Thailand before the Financial Crisis*411 cited
• 2003Evidence of predictability in the cross-section of bank stock returns152 cited
• 1993MACRO ECONOMETRICS OF STOCK PRICE FLUCTUATIONS146 cited
• 1995Stock returns, inflation, and the ‘proxy hypothesis’: A new look at the data81 cited
• 2003The impact of the Asian financial crisis on foreign exchange market efficiency: The case of East Asian countries61 cited
• 2001Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand54 cited
• 2003An analysis of industry and country effects in global stock returns: evidence from Asian countries and the U.S.38 cited
• 1998How Important Is the Inflation Risk Premium23 cited

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