articleTop 1% cited
International stock market linkages: Evidence from the pre- and post-October 1987 period
Journal of Banking & Finance · 1993 · Vol. 17(1) · pp. 193–208
Bala Arshanapalli(Indiana University Northwest)John A. Doukas✉(Old Dominion University)
Market Dynamics and VolatilityMonetary Policy and Economic ImpactFinancial Risk and Volatility ModelingStock marketEquity (law)Stock market crashStock market bubbleStock (firearms)Financial economicsEconomicsCrashStock market indexCointegration
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References
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
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Econometrica · 1981 · 14,430 citations
Co-Integration and Error Correction: Representation, Estimation, and Testing
Econometrica · 1987 · 31,692 citations
Transmission of Volatility between Stock Markets
Review of Financial Studies · 1990 · 1,591 citations
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
Econometrica · 1969 · 22,554 citations
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Journal of the American Statistical Association · 1979 · 9,000 citations
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