International Transmission of Stock Market Movements

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Macroeconomics and Reality

1980 • 12,249 citations

International Diversification of Investment Portfolios

1970 • 1,168 citations

Internationally Diversified Portfolios: Welfare Gains and Capital Flows

1968 • 1,034 citations

Vector Autoregressions and Reality

2002 • 439 citations

The Relationship Between Equity Indices on World Exchanges

1979 • 330 citations

World, Country, and Industry Relationships in Equity Returns: Implications for Risk Reduction through International Diversification

1976 • 307 citations

WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS

1974 • 289 citations

THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO‐MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN

1972 • 274 citations

Predictability of Stock Market Prices.

1971 • 252 citations

THE INTERDEPENDENCE OF INTERNATIONAL EQUITY MARKETS

1971 • 233 citations

Systematic Elements in the Linkage of National Stock Market Indices

1973 • 221 citations

Comovement of International Equity Markets: A Taxonomic Approach

1976 • 216 citations

Defining and Improving the Accuracy of Macroeconomic Forecasts: Contributions from a VAR Model

1986 • 65 citations

Country Risk: The Significance of the Country Factor for Share-Price Movements in the United Kingdom, Germany, and Japan

1973 • 53 citations