References

• 1992Interpreting the macroeconomic time series facts1,858 cited
• 1989International Transmission of Stock Market Movements1,412 cited
• 1996What Does Monetary Policy Do?1,081 cited
• 1992Common stochastic trends in international stock markets944 cited
• 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
• 1993International stock market linkages: Evidence from the pre- and post-October 1987 period561 cited
• 1994The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification435 cited
• 2002International portfolio diversification: US and Central European equity markets267 cited
• 2000Output and the real exchange rate in developing countries: an application to Mexico240 cited
• 1999Who Moves the Asia‐Pacific Stock Markets—US or Japan? Empirical Evidence Based on the Theory of Cointegration234 cited
• 1997Mean and Volatility Spillover Effects in the U.S. and Pacific–Basin Stock Markets205 cited
• 1998Linkages between the US and European equity markets: further evidence from cointegration tests180 cited
• 1992The international transmission of stock market fluctuation between the developed markets and the Asian—Pacific markets177 cited
• 1999Block recursion and structural vector autoregressions165 cited