References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1990The Excess Co-Movement of Commodity Prices769 cited
• 1995Asymmetric volatility transmission in international stock markets728 cited
• 1995Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets366 cited
• 1999Price discovery and volatility spillovers in the DJIA index and futures markets284 cited
• 1999Who Moves the Asia‐Pacific Stock Markets—US or Japan? Empirical Evidence Based on the Theory of Cointegration234 cited
• 2003Information Flows Between the U.S. and China Commodity Futures Trading95 cited
• 2003Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets85 cited
• 2001Asymmetric volatility spillover in the Tokyo stock exchange49 cited
• 2000Rational speculative bubbles in the gold futures market: An application of dynamic factor analysis47 cited
• 1997Information Flows Between Eurodollar Spot and Futures Markets35 cited

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