References

• 2016Measuring Economic Policy Uncertainty*12,311 cited
• 1998Generalized impulse response analysis in linear multivariate models6,129 cited
• 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
• 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
• 1991Investor Diversification and International Equity Markets2,542 cited
• 2015Policy Uncertainty and Corporate Investment2,524 cited
• 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
• 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
• 1999Trying to Explain Home Bias in Equities and Consumption1,364 cited
• 1992Common stochastic trends in international stock markets944 cited
• 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets896 cited
• 1990Volatiltiy and Links Between National Stock Markets709 cited
• 1994Volatility and Links between National Stock Markets