this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 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
- 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
- 1987Parsimonious Modeling of Yield Curves2,918 cited
- 2015Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence2,090 cited
- 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
- 1991Common Factors Affecting Bond Returns1,796 cited
- 2000Specification Analysis of Affine Term Structure Models1,708 cited
- 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
- 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
- 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
- 2005The macroeconomy and the yield curve: a dynamic latent factor approach967 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work