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• 2003The response of real estate investment trust returns to macroeconomic shocks120 cited
• 2002Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period99 cited
• 2003Terms of trade shocks and the balance of trade: there is a Harberger-Laursen-Metzler effect78 cited
• 2012Modeling Supply-Side Dynamics of IT Components, Products, and Infrastructure: An Empirical Analysis Using Vector Autoregression75 cited
• 2013The impact of global oil price shocks on the Lebanese stock market71 cited
• 1990Vector Autoregression Evidence on Monetarism: Another Look at the Robustness Debate68 cited
• 2003The effects of macroeconomic shocks on sector-specific returns68 cited
• 1994Understanding the price puzzle64 cited
• 2000How accurate are confidence intervals for impulse responses in large VAR models?49 cited
• 2003Shocks to macroeconomic state variables and the risk premium of REITs38 cited
• 2000Macroeconomic modeling with asymmetric vector autoregressions34 cited
• 2004Are emerging equity markets responsive to cross-country macroeconomic movements?33 cited
• 2001Response asymmetries in the Latin American equity markets33 cited
• 1993