On the measurement of the international propagation of shocks: is the transmission stable?

No Contagion, Only Interdependence: Measuring Stock Market Comovements

2002 • 4,246 citations

Transmission of Volatility between Stock Markets

1990 • 1,508 citations

The portfolio flows of international investors

2001 • 966 citations

Identification Through Heteroskedasticity

2003 • 872 citations

Contagious Currency Crises: First Tests

1996 • 871 citations

Capital Flows to Latin America: Is There Evidence of Contagion Effects?

1996 • 510 citations

Assessing Financial Vulnerability: An Early Warning System for Emerging Markets

2000 • 448 citations

Pitfalls in Tests for Changes in Correlations

1997 • 397 citations

Preventing Currency Crises in Emerging Markets

2002 • 383 citations

Contagion in Emerging Markets: When Wall Street is a Carrier

2004 • 362 citations

International Portfolio Flows and Security Markets

1999 • 298 citations

Identification, estimation and testing of conditionally heteroskedastic factor models

2001 • 278 citations

Evaluating Correlation Breakdowns During Periods of Market Volatility

2000 • 178 citations

Financial Market Contagion in the Asian Crisis

1999 • 168 citations

Financial market spillovers in transition economies

2001 • 137 citations

Crisis Transmission: Evidence from the Debt, Tequila, and Asian Flu Crises

2001 • 98 citations

Assessing financial vulnerability, an early warning system for emerging markets: Introduction

2000 • 75 citations

Evaluating 'Correlation Breakdowns' during Periods of Market Volatility

2000 • 64 citations

The Center and the Periphery: The Globalization of Financial Turmoil

2008 • 62 citations

The Russian Default and the Contagion to Brazil

2000 • 60 citations

Identification, Estimation And Testing Of Conditionally Heteroskedastic Factor Models

1998 • 59 citations

On Stock Market Return Co-Movements: Macroeconomic News, Dispersion of Beliefs, and Contagion

2000 • 49 citations

The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets

2009 • 47 citations

Informational Speculative Attacks: Good News is No News

1998 • 45 citations

Capital inflows to Latin America with reference to the Asian experience

1995 • 43 citations

Financial Market Spillovers in Transition Economies

2000 • 29 citations

Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model

1997 • 27 citations

The Russian default and the contagion to Brazil

2000 • 5 citations