References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
• 1988Testing for a Unit Root in Time Series Regression19,420 cited
• 1980Macroeconomics and Reality12,826 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1998Generalized impulse response analysis in linear multivariate models6,129 cited
• 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
• 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,380 cited
• 2010Critical Values for Cointegration Tests2,587 cited
• 1990Transmission of Volatility between Stock Markets1,588 cited
• 1989Transmission of Volatility Between Stock Markets1,516 cited
• 2005