this work references cited by second hopReferences
- 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
- 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
- 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
- 1980Macroeconomics and Reality12,826 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
- 1986Economic Forces and the Stock Market5,258 cited
- 2006Analysis of Financial Time Series2,348 cited
- 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
- 2002Analysis of Financial Time Series902 cited
- 2000Contagion: Understanding How It Spreads812 cited
- 1991The Pricing of Exchange Rate Risk in the Stock Market613 cited
- 1996Capital Flows to Latin America: Is There Evidence of Contagion Effects?476 cited
- 2002Stock market linkages: Evidence from Latin America421 cited
- 2002Vector Autoregressions and Reality413 cited
- 1997Elements of Forecasting
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work