References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1993Common risk factors in the returns on stocks and bonds26,615 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
• 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
• 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,380 cited
• 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
• 2000The affect heuristic in judgments of risks and benefits2,870 cited
• 2009Expected Stock Returns and Variance Risk Premia1,776 cited
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,399 cited
• 2000Emotions in Economic Theory and Economic Behavior1,359 cited
• 1998