References

• 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
• 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
• 1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market840 cited
• 1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market786 cited
• 2006Transmission of Information across International Equity Markets220 cited
• 2010Stock market integration and volatility spillover: India and its major Asian counterparts132 cited
• 2005Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets117 cited
• 2012Impact of global financial crisis on stock markets: Evidence from Pakistan and India89 cited
• 2013The relationship between macroeconomic volatility and the stock market volatility: Empirical evidence from Pakistan42 cited
• 2010Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns17 cited

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