References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
• 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
• 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
• 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
• 1990Transmission of Volatility between Stock Markets1,588 cited
• 1989Transmission of Volatility Between Stock Markets1,516 cited
• 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
• 2007A GUIDE TO WAVELETS FOR ECONOMISTS*422 cited
• 2004Multiscale systematic risk316 cited
• 2001Long and short term dynamic causal transmission amongst international stock markets290 cited
• 2011Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets218 cited