Heteroskedasticity in stock return data: volume versus GARCH effects CG Lamoureux, WD Lastrapes The Journal of Finance 45 (1), 221-229, 1990 | 1942 | 1990 |
Persistence in variance, structural change, and the GARCH model CG Lamoureux, WD Lastrapes Journal of Business & Economic Statistics 8 (2), 225-234, 1990 | 1700 | 1990 |
Forecasting stock-return variance: Toward an understanding of stochastic implied volatilities CG Lamoureux, WD Lastrapes The Review of Financial Studies 6 (2), 293-326, 1993 | 919 | 1993 |
Real exchange rate volatility and US bilateral trade: a VAR approach F Koray, WD Lastrapes The Review of Economics and Statistics, 708-712, 1989 | 528 | 1989 |
The impact of exchange rate volatility on international trade: reduced form estimates using the GARCH-in-mean model KF Kroner, WD Lastrapes Journal of International Money and Finance 12 (3), 298-318, 1993 | 413 | 1993 |
Sources of fluctuations in real and nominal exchange rates WD Lastrapes The review of economics and statistics, 530-539, 1992 | 340 | 1992 |
Endogenous trading volume and momentum in stock-return volatility CG Lamoureux, WD Lastrapes Journal of Business & Economic Statistics 12 (2), 253-260, 1994 | 335 | 1994 |
Exchange rate volatility and US monetary policy: An ARCH application WD Lastrapes Journal of Money, Credit and Banking 21 (1), 66-77, 1989 | 318 | 1989 |
International evidence on equity prices, interest rates and money WD Lastrapes Journal of international money and finance 17 (3), 377-406, 1998 | 237 | 1998 |
The real price of housing and money supply shocks: time series evidence and theoretical simulations WD Lastrapes Journal of Housing Economics 11 (1), 40-74, 2002 | 230 | 2002 |
Has the Fed been a failure? G Selgin, WD Lastrapes, LH White Journal of Macroeconomics 34 (3), 569-596, 2012 | 185 | 2012 |
Exchange rate volatility and US multilateral trade flows WD Lastrapes, F Koray Journal of Macroeconomics 12 (3), 341-362, 1990 | 153 | 1990 |
The joint spillover index WD Lastrapes, TFP Wiesen Economic Modelling 94, 681-691, 2021 | 113 | 2021 |
Inflation and the distribution of relative prices: the role of productivity and money supply shocks WD Lastrapes Journal of Money, Credit and Banking, 2159-2198, 2006 | 111 | 2006 |
International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985 WD Lastrapes, F Koray Journal of international money and finance 9 (4), 402-423, 1990 | 105 | 1990 |
A prescription for unemployment? Recessions and the demand for mental health drugs WD Bradford, WD Lastrapes Health economics 23 (11), 1301-1325, 2014 | 94 | 2014 |
The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions WD Lastrapes, G Selgin Journal of Macroeconomics 17 (3), 387-404, 1995 | 88 | 1995 |
The dynamic responses of crop and livestock prices to money‐supply shocks: A Bayesian analysis using long‐run identifying restrictions JH Dorfman, WD Lastrapes American Journal of Agricultural Economics 78 (3), 530-541, 1996 | 76 | 1996 |
Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions WD Lastrapes Economics letters 87 (1), 75-81, 2005 | 65 | 2005 |
Home equity lending and retail spending: Evidence from a natural experiment in Texas CS Abdallah, WD Lastrapes American Economic Journal: Macroeconomics 4 (4), 94-125, 2012 | 58 | 2012 |