References

• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 2002Dynamic Conditional Correlation7,126 cited
• 1986Economic Forces and the Stock Market5,258 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
• 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
• 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,108 cited
• 2008The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes878 cited
• 2005Stock Market Uncertainty and the Stock-Bond Return Relation655 cited
• 2000Further Evidence on the Integration of REIT, Bond, and Stock Returns318 cited
• 1999The Integration of Commercial Real Estate Markets and Stock Markets290 cited
• 2003The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns254 cited
• 1990The integration of the real estate market and the stock market: Some preliminary evidence216 cited
• 1997Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs?210 cited