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subject:"Japan"
~accessRights:"restricted"
~person:"Kang, Sang Hoon"
~subject:"United States"
~subject:"Volatility"
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Volatility
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28
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28
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21
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21
Volatilität
15
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11
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Kang, Sang Hoon
Gupta, Rangan
81
Bahmani-Oskooee, Mohsen
30
Ma, Feng
26
Balcilar, Mehmet
25
Wohar, Mark E.
24
Bouri, Elie
22
Pierdzioch, Christian
20
Xuan Vinh Vo
20
Marcellino, Massimiliano
18
Tiwari, Aviral Kumar
18
Todorov, Viktor
17
Apergēs, Nikolaos
15
Gil-Alaña, Luis A.
15
Mensi, Walid
15
Yoon, Seong-min
14
Bollerslev, Tim
13
Hammoudeh, Shawkat
13
Li, Jia
13
Massa, Massimo
13
Wei, Yu
13
Wu, Xinyu
13
Lee, Chien-chiang
12
Wang, Yudong
12
Zhu, Huiming
12
Gambetti, Luca
11
Jawadi, Fredj
11
Kelly, Bryan T.
11
Kumar, Dilip
11
Nonejad, Nima
11
Salisu, Afees A.
11
Timmermann, Allan
11
Zhang, Yaojie
11
Brooks, Robert
10
Chevallier, Julien
10
Demirer, Rıza
10
Forni, Mario
10
Ghysels, Eric
10
Heckman, James J.
10
Ji, Qiang
10
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The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
3
Applied economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
International journal of emerging markets
1
International review of financial analysis
1
Pacific-Basin finance journal
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Research in international business and finance
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ECONIS (ZBW)
16
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
3
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
4
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
5
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
6
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
7
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
8
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of international economics
30
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
Saved in:
9
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
10
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
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