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The troika of business cycle, efficiency and volatility. An East Asian perspective
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 2000Investor protection and corporate governance6,847 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1999Stock Markets, Banks, and Economic Growth2,881 cited
  • 1997Determinants of Economic Growth: A Cross-Country Empirical Study1,953 cited
  • 1999The Band Pass Filter1,909 cited

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  • 1998Corporate Ownership Around the World1,902 cited
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