References

• 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
• 1995Multivariate Simultaneous Generalized ARCH4,510 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
• 1981Correlation and Causation2,028 cited
• 2000On crises, contagion, and confusion1,270 cited
• 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
• 2002A Rational Expectations Model of Financial Contagion1,080 cited
• 2003Identification Through Heteroskedasticity922 cited
• 2014Correlation and Causation796 cited
• 1989The dynamics of exchange rate volatility: A multivariate latent factor ARCH model723 cited
• 1990Volatiltiy and Links Between National Stock Markets709 cited
• 1994Volatility and Links between National Stock Markets679 cited
• 1988Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills587 cited
• 1990Asset pricing with a factor-arch covariance structure542 cited