References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1988Testing for Common Trends1,894 cited
• 1992Common stochastic trends in international stock markets944 cited
• 2001Measuring Contagion: Conceptual and Empirical Issues514 cited
• 2000When Capital Inflows Come to a Sudden Stop: Consequences and Policy Options363 cited
• 1997Capital Flows to Developing Countries: Long- and Short-Term Determinants337 cited
• 1996The Surge in Capital Inflows to Developing Countries: An Analytical Overview295 cited
• 2005The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s248 cited
• 2002Emerging Market Spreads: Then versus Now235 cited
• 1996The Economic Content of Indicators of Developing Country Creditworthiness193 cited
• 2000What Explains Changing Spreads on Emerging Market Debt170 cited
• 2000A multivariate latent factor decomposition of international bond yield spreads141 cited
• 1997The Econometrics of Macroeconomic Forecasting116 cited
• 2001Modelling fundamentals for forecasting capital flows to emerging markets108 cited
• 1997A multivariate cointegration analysis of interest rates in the Eurocurrency market28 cited