this work references cited by second hopReferences
- 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
- 2016Measuring Economic Policy Uncertainty*12,311 cited
- 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
- 2022Measuring Geopolitical Risk3,788 cited
- 1996A test for independence based on the correlation dimension3,526 cited
- 1994Autoregressive Conditional Density Estimation1,580 cited
- 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
- 2000Rational contagion and the globalization of securities markets952 cited
- 2000Contagion: Understanding How It Spreads812 cited
- 2011Corporate bond liquidity before and after the onset of the subprime crisis787 cited
- 1999Autoregressive Conditional Skewness761 cited
- 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
- 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
- 2018Dynamic connectedness and integration in cryptocurrency markets627 cited
- 2003Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work