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~accessRights:"restricted"
~person:"Kang, Sang Hoon"
~subject:"Börsenkurs"
~subject:"China"
~subject:"Theorie"
~subject:"Volatilität"
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Börsenkurs
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Volatilität
Spillover effect
53
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53
Volatility
27
Welt
24
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24
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21
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21
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21
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16
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29
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Kang, Sang Hoon
Mensi, Walid
27
Bouri, Elie
25
Xuan Vinh Vo
24
Hammoudeh, Shawkat
19
Tiwari, Aviral Kumar
19
Gupta, Rangan
17
Wang, Gang-Jin
14
Lau, Chi Keung
13
Ji, Qiang
12
Lucey, Brian M.
11
Umar, Zaghum
11
Yoon, Seong-min
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Yousaf, Imran
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Chi, Xie
10
Lee, Chien-chiang
10
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Yarovaya, Larisa
10
Balli, Faruk
9
Hamori, Shigeyuki
9
Maitra, Debasish
9
Naeem, Muhammad Abubakr
9
Ur Rehman, Mobeen
9
Goodell, John W.
8
Ngo Thai Hung
8
Roubaud, David
8
Uribe, Jorge
8
Corbet, Shaen
7
Li, Yanshuang
7
McAleer, Michael
7
Ning, Lutao
7
Sehgal, Sanjay
7
Wohar, Mark E.
7
Xiong, Xiong
7
Zhuang, Xintian
7
Adekoya, Oluwasegun B.
6
Ahmed, Abdullahi Dahir
6
Audretsch, David B.
6
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7
International review of economics & finance : IREF
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finance research letters
2
International journal of emerging markets
2
Research in international business and finance
2
Applied economics
1
International review of financial analysis
1
Journal of commodity markets
1
Journal of economics and finance : JEF
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29
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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 quantile connectedness and spillovers between oil and Vietnamese stock markets : a sectoral analysis
Mensi, Walid
;
Ziadat, Salem Adel
;
Xuan Vinh Vo
;
Kang, …
- In:
International journal of emerging markets
19
(
2024
)
6
,
pp. 1586-1625
Persistent link: https://www.econbiz.de/10014575558
Saved in:
4
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:
5
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi
;
Maitra, Debasish
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
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