Standout Papers
- Extreme Correlation of International Equity Markets (2001)
- Is the correlation in international equity returns constant: 1960–1990? (1995)
- An equilibrium model of the international capital market (1974)
- Why Not Diversify Internationally Rather Than Domestically? (1974)
- The World Price of Foreign Exchange Risk (1995)
Immediate Impact
22 by Nobel laureates 2 from Science/Nature 134 standout
Citing Papers
International Liquidity and Exchange Rate Dynamics*
2015 Standout
Modeling financial contagion using mutually exciting jump processes
2015 Standout
Works of Bruno Solnik being referenced
Extreme Correlation of International Equity Markets
2001 Standout
Is the correlation in international equity returns constant: 1960–1990?
1995 Standout
Author Peers
| Author | Last Decade | Papers | Cites | |||
|---|---|---|---|---|---|---|
| Bruno Solnik | 7369 | 5660 | 2985 | 84 | 8.6k | |
| David A. Hsieh | 6702 | 5205 | 1978 | 60 | 8.1k | |
| Matthew Richardson | 5910 | 4110 | 1566 | 114 | 7.1k | |
| Turan G. Bali | 6903 | 4728 | 1178 | 176 | 7.7k | |
| Philippe Jorion | 7900 | 5734 | 3055 | 103 | 10.8k | |
| Pedro Santa‐Clara | 5195 | 3559 | 1614 | 51 | 6.1k | |
| Michael W. Brandt | 4916 | 3127 | 1623 | 72 | 5.6k | |
| Sydney C. Ludvigson | 7053 | 7227 | 4556 | 66 | 10.2k | |
| Robert J. Hodrick | 9804 | 8799 | 6180 | 54 | 13.8k | |
| David E. Runkle | 7400 | 7662 | 3489 | 44 | 10.1k | |
| Kenneth Froot | 5586 | 5470 | 2810 | 78 | 9.4k |
All Works
Login with ORCID to disown or claim papers
Loading papers...