References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1994Comparing Predictive Accuracy5,495 cited
• 2007The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–20042,533 cited
• 2006Tests of Conditional Predictive Ability1,667 cited
• 2005Market Integration and Contagion1,061 cited
• 2004The Elusive Gains From International Financial Integration514 cited
• 2006The External Wealth of Nations Mark II489 cited
• 2006Growth volatility and financial liberalization434 cited
• 2006EMU and European Stock Market Integration*379 cited
• 2003Stock market integration and financial crises: the case of Asia307 cited
• 2005Stock market integration in ASEAN after the Asian financial crisis294 cited
• 2003Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis223 cited
• 2002Asian Economic Integration and Stock Market Comovement143 cited
• 2001Asian Economic Integration and Stock Market Comovement113 cited
• 2004Information leadership in the advanced Asia–Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan