| Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model E Elyasiani, I Mansur Journal of banking & finance 22 (5), 535-563, 1998 | 432 | 1998 |
| Oil price shocks and industry stock returns E Elyasiani, I Mansur, B Odusami Energy Economics 33 (5), 966-974, 2011 | 409 | 2011 |
| Volatility persistence in metal returns: A FIGARCH approach SJ Cochran, I Mansur, B Odusami Journal of Economics and Business 64 (4), 287-305, 2012 | 110 | 2012 |
| Interest rate risk and equity values of life insurance companies: A GARCH–M model E Brewer III, JM Carson, E Elyasiani, I Mansur, WL Scott Journal of Risk and Insurance 74 (2), 401-423, 2007 | 107 | 2007 |
| Convergence and risk-return linkages across financial service firms E Elyasiani, I Mansur, MS Pagano Journal of Banking & Finance 31 (4), 1167-1190, 2007 | 100 | 2007 |
| Bank stock return sensitivities to the long‐term and short‐term interest rates: a multivariate GARCH spproach E Elyasiani, I Mansur Managerial Finance 30 (9), 32-55, 2004 | 84 | 2004 |
| International spillover of risk and return among major banking institutions: A bivariate GARCH model E Elyasiani, I Mansur Journal of Accounting, Auditing & Finance 18 (2), 303-330, 2003 | 84 | 2003 |
| Market risk, interest rate risk, and interdependencies in insurer stock returns: A system‐GARCH model JM Carson, E Elyasiani, I Mansur Journal of Risk and Insurance 75 (4), 873-891, 2008 | 80 | 2008 |
| The association between banks' performance ratios and market-determined measures of risk I Mansur, H Zangeneh, MS Zitz Applied Economics 25 (12), 1503-1510, 1993 | 79 | 1993 |
| The association between market and exchange rate risks and accounting variables: A GARCH model of the Japanese banking institutions E Elyasiani, I Mansur Review of Quantitative Finance and Accounting 25, 183-206, 2005 | 61 | 2005 |
| Sensitivity of bank equity returns to the level and volatility of interest rates I Mansur, E Elyasiani Managerial Finance 21 (7), 57-77, 1995 | 41 | 1995 |
| Real-estate risk effects on financial institutions’ stock return distribution: a bivariate GARCH analysis E Elyasiani, I Mansur, JL Wetmore The Journal of Real Estate Finance and Economics 40, 89-107, 2010 | 34 | 2010 |
| Information transmission and spillover in currency markets: A generalized variance decomposition analysis E Elyasiani, AE Kocagil, I Mansur The Quarterly Review of Economics and Finance 47 (2), 312-330, 2007 | 31 | 2007 |
| Sectoral stock return sensitivity to oil price changes: A double-threshold FIGARCH model E Elyasiani, I Mansur, B Odusami Commodities, 359-388, 2022 | 29 | 2022 |
| The interrelationships between US and foreign equity market yields: tests of Granger causality SJ Cochran, I Mansur Journal of International Business Studies 22, 723-736, 1991 | 24 | 1991 |
| The relationship between the equity return levels of oil companies and unanticipated events: the case of the Exxon Valdez accident I Mansur, SJ Cochran, JE Phillips Logistics and Transportation Review 27 (3), 241, 1991 | 21 | 1991 |
| Foreign exchange volatility shifts and futures hedging: an ICSS-GARCH approach I Mansur, SJ Cochran, D Shaffer Review of Pacific Basin Financial Markets and Policies 10 (03), 349-388, 2007 | 19 | 2007 |
| Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model E Elyasiani, I Mansur Journal of financial Stability 28, 49-65, 2017 | 18 | 2017 |
| Equity market implied volatility and energy prices: A double threshold GARCH approach SJ Cochran, I Mansur, B Odusami Energy Economics 50, 264-272, 2015 | 16 | 2015 |
| The Relationship Between The Equity Return Levels Of Airlin I Mansur, SJ Cochran, GL Froio Logistics and Transportation Review 25 (4), 355, 1989 | 13 | 1989 |
