| Fractionally integrated generalized autoregressive conditional heteroskedasticity RT Baillie, T Bollerslev, HO Mikkelsen Journal of econometrics 74 (1), 3-30, 1996 | 3440 | 1996 |
| Long memory processes and fractional integration in econometrics RT Baillie Journal of econometrics 73 (1), 5-59, 1996 | 2692 | 1996 |
| The message in daily exchange rates: a conditional-variance tale RT Baillie, T Bollerslev Journal of Business & Economic Statistics 20 (1), 60-68, 2002 | 1489 | 2002 |
| Stock returns and volatility RT Baillie, RP DeGennaro Journal of financial and Quantitative Analysis 25 (2), 203-214, 1990 | 1178 | 1990 |
| Bivariate GARCH estimation of the optimal commodity futures hedge RT Baillie, RJ Myers Journal of Applied Econometrics 6 (2), 109-124, 1991 | 1157 | 1991 |
| Common stochastic trends in a system of exchange rates RT Baillie, T Bollerslev the Journal of Finance 44 (1), 167-181, 1989 | 932 | 1989 |
| Analysing inflation by the fractionally integrated ARFIMA–GARCH model RT Baillie, CF Chung, MA Tieslau Journal of applied econometrics 11 (1), 23-40, 1996 | 876 | 1996 |
| Intra-day and inter-market volatility in foreign exchange rates RT Baillie, T Bollerslev The Review of Economic Studies 58 (3), 565-585, 1991 | 756 | 1991 |
| Price discovery and common factor models RT Baillie, GG Booth, Y Tse, T Zabotina Journal of financial markets 5 (3), 309-321, 2002 | 722 | 2002 |
| The foreign exchange market: Theory and econometric evidence RT Baillie, PC McMahon Cambridge University Press, 1989 | 528 | 1989 |
| Cointegration, fractional cointegration, and exchange rate dynamics RT Baillie, T Bollerslev The Journal of Finance 49 (2), 737-745, 1994 | 490 | 1994 |
| The forward premium anomaly is not as bad as you think RT Baillie, T Bollerslev Journal of International Money and Finance 19 (4), 471-488, 2000 | 458 | 2000 |
| A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets RT Baillie, T Bollerslev Journal of International Money and Finance 9 (3), 309-324, 1990 | 447 | 1990 |
| Prediction in dynamic models with time-dependent conditional variances RT Baillie, T Bollerslev Journal of Econometrics 52 (1-2), 91-113, 1992 | 431 | 1992 |
| Cointegration and models of exchange rate determination RT Baillie, DD Selover International Journal of Forecasting 3 (1), 43-51, 1987 | 398 | 1987 |
| Why do central banks intervene? RT Baillie, WP Osterberg Journal of International Money and Finance 16 (6), 909-919, 1997 | 318 | 1997 |
| The long memory of the forward premium RT Baillie, T Bollerslev Journal of international money and finance 13 (5), 565-571, 1994 | 305 | 1994 |
| Testing rational expectations and efficiency in the foreign exchange market RT Baillie, RE Lippens, PC McMahon Econometrica: Journal of the Econometric Society, 553-563, 1983 | 293 | 1983 |
| Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach RT Baillie, C Morana Journal of Economic Dynamics and Control 33 (8), 1577-1592, 2009 | 245 | 2009 |
| Central bank intervention and risk in the forward market RT Baillie, WP Osterberg Journal of International Economics 43 (3-4), 483-497, 1997 | 204 | 1997 |
