References

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• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
• 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
• 2021NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic274 cited
• 2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness204 cited
• 2021Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies111 cited
• 2023Responses of US equity market sectors to the Silicon Valley Bank implosion91 cited
• 2023Did the collapse of Silicon Valley Bank catalyze financial contagion?89 cited
• 2023Repercussions of the Silicon Valley Bank collapse on global stock markets87 cited
• 2023Too big to fail: The aftermath of Silicon Valley Bank (SVB) collapse and its impact on financial markets73 cited
• 2023The impact of the SVB collapse on global financial markets: Substantial but narrow