| Heteroskedasticity in stock return data: volume versus GARCH effects CG Lamoureux, WD Lastrapes The Journal of Finance 45 (1), 221-229, 1990 | 1969 | 1990 |
| Persistence in variance, structural change, and the GARCH model CG Lamoureux, WD Lastrapes Journal of Business & Economic Statistics 8 (2), 225-234, 1990 | 1724 | 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 | 914 | 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 | 536 | 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 | 416 | 1993 |
| Sources of fluctuations in real and nominal exchange rates WD Lastrapes The review of economics and statistics, 530-539, 1992 | 343 | 1992 |
| Endogenous trading volume and momentum in stock-return volatility CG Lamoureux, WD Lastrapes Journal of Business & Economic Statistics 12 (2), 253-260, 1994 | 340 | 1994 |
| Exchange rate volatility and US monetary policy: An ARCH application WD Lastrapes Journal of Money, Credit and Banking 21 (1), 66-77, 1989 | 315 | 1989 |
| International evidence on equity prices, interest rates and money WD Lastrapes Journal of international money and finance 17 (3), 377-406, 1998 | 239 | 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 | 236 | 2002 |
| Has the Fed been a failure? G Selgin, WD Lastrapes, LH White Journal of Macroeconomics 34 (3), 569-596, 2012 | 186 | 2012 |
| Exchange rate volatility and US multilateral trade flows WD Lastrapes, F Koray Journal of Macroeconomics 12 (3), 341-362, 1990 | 154 | 1990 |
| The joint spillover index WD Lastrapes, TFP Wiesen Economic Modelling 94, 681-691, 2021 | 130 | 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 | 113 | 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 | 104 | 1990 |
| A prescription for unemployment? Recessions and the demand for mental health drugs WD Bradford, WD Lastrapes Health economics 23 (11), 1301-1325, 2014 | 95 | 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 | 87 | 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 | 77 | 1996 |
| Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions WD Lastrapes Economics letters 87 (1), 75-81, 2005 | 68 | 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 | 59 | 2012 |
Chris LamoureuxUniversity of ArizonaVerified email at arizona.edu
