this work references cited by second hopReferences
- 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
- 2001Bounds testing approaches to the analysis of level relationships20,339 cited
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
- 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
- 2002Dynamic Conditional Correlation7,126 cited
- 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
- 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
- 1995Multivariate Simultaneous Generalized ARCH4,510 cited
- 2001The Determinants of Credit Spread Changes2,253 cited
- 2015Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence2,090 cited
- 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
- 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
- 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
- 2000
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work