References

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• 2002Dynamic Conditional Correlation7,126 cited
• 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
• 1998Leading Indicators of Currency Crises1,857 cited
• 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH1,401 cited
• 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
• 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,109 cited
• 2008Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads805 cited
• 2006Towards a new early warning system of financial crises714 cited
• 2008Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market713 cited
• 2012Financialization, crisis and commodity correlation dynamics650 cited
• 1999Credit Swap Valuation636 cited
• 2004The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices561 cited
• 1999Predicting currency crises:500 cited
• 1999Are Currency Crises Predictable? A Test472 cited