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Asymmetric Price and Volatility Adjustments in Emerging Asian Stock Markets
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  • 2018Asymmetric effects of industrial production, money supply and exchange rate changes on stock returns in Turkey46 cited
  • 2017Stock prices, exchange rate and interest rate: evidence beyond symmetry45 cited
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  • 2006Comparison of nonnested asymmetric heteroskedastic models41 cited
  • 2008A double-threshold GARCH model of stock market and currency shocks on stock returns40 cited
  • 2003Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?39 cited

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2023
Do green bond and green stock markets boom and bust together? Evidence from China
34 cited
  • 2005Asymmetric responses of international stock markets to trading volume33 cited
  • 2019‘Indian Stock Market Volatility’: A Study of Inter-linkages and Spillover Effects32 cited