References

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• 2002Dynamic Conditional Correlation7,126 cited
• 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
• 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
• 1990Precautionary Saving in the Small and in the Large1,850 cited
• 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
• 1997Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis1,706 cited
• 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
• 1988Intertemporal Substitution in Consumption1,567 cited
• 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
• 1989Precautionary Saving in the Small and in the Large1,498 cited