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Cited by

• 2000Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle214 cited
• 1976Comovement of International Equity Markets: A Taxonomic Approach208 cited
• 1990The Intertemporal Relation Between the U. S. and Japanese Stock Markets189 cited
• 1992The international transmission of stock market fluctuation between the developed markets and the Asian—Pacific markets177 cited
• 2002Interrelationships among regional stock indices157 cited
• 1988Stability and forecasting of the comovement measures of international stock market returns131 cited
• 1997Co-Movements of European Equity Markets Before and After the 1987 Crash125 cited
• 2002Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns115 cited
• 2019Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets113 cited
• 2004The Relationship Between Stock Markets Of Major Developed Countries And Asian Emerging Markets109 cited
• 2005Financial Integration for India Stock Market, a Fractional Cointegration Approach89 cited
• 1996Short-run and long-run dynamic linkages among international stock markets83 cited
• 2003The interdependence of share markets in the developed economies of East Asia