References

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• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 2001The Distribution of Realized Exchange Rate Volatility2,108 cited
• 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
• 2000Open-Economy Inflation Targeting1,428 cited
• 1998Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies1,186 cited
• 1999Inflation targeting as a monetary policy rule1,166 cited
• 1991Target Zones and Exchange Rate Dynamics1,089 cited
• 1976Studies of stock market volatility changes885 cited
• 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications860 cited
• 1995Predicting Volatility in the Foreign Exchange Market723 cited
• 2005Central Bank Communication and Policy Effectiveness438 cited
• 2005The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets