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Cited by

• 2002Price discovery in floor and screen trading systems109 cited
• 2005Financial Integration for India Stock Market, a Fractional Cointegration Approach89 cited
• 1993A Common Trends Model : Identification, Estimation and Inference87 cited
• 1991Cointegration in Recursive Systems77 cited
• 1998Spurious regression theory with nonstationary fractionally integrated processes68 cited
• 1988Error correction models, cointegration and the internal model principle48 cited
• 1995Introduction42 cited
• 1991The Power Function of the Likelihood Ratio Test for Cointegration40 cited
• 1996International evidence on the sources of macroeconomic fluctuations36 cited
• 2006DO MONEY AND INTEREST RATES MATTER FOR STOCK PRICES? AN ECONOMETRIC STUDY OF SINGAPORE AND USA34 cited
• 1991THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS33 cited
• 1998Representations of I(2) cointegrated systems using the Smith-McMillan form31 cited
• 1991Long—run relations in a well—defined statistical model for the data generating process. Cointegration analysis of the PPP and the UIP relations for Denmark and Germany30 cited
• 2010Money, Interest Rate, and Stock Prices: New Evidence from Singapore and the United States