References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1993Measuring and Testing the Impact of News on Volatility3,692 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
• 1990The Exchange-Rate Exposure of U.S. Multinationals1,149 cited
• 1980Exchange Rates and the Current Account.1,042 cited
• 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
• 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
• 1996An Analysis of the Real Interest Rate Under Regime Shifts779 cited
• 1995The World Price of Foreign Exchange Risk765 cited
• 1993