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~isPartOf:"China economic review : an international journal"
~isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
~isPartOf:"Economics and Business Letters : EBL"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"The Korean economic review"
~person:"Chang, Chia-Lin"
~person:"Costola, Michele"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Equity fund flows"
~subject:"International tourism"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Südkorea"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Chang, Chia-Lin
Costola, Michele
Degiannakis, Stavros
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Yin, Libo
Yoon, Seong-min
Kang, Sang Hoon
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China economic review : an international journal
Discussion papers / Adam Smith Business School, University of Glasgow
Economics and Business Letters : EBL
Empirical economics : a quarterly journal of the Institute for Advanced Studies
The Korean economic review
Energy economics
29
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ECONIS (ZBW)
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1
Forecasting VIX : the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
- In:
Economics and Business Letters : EBL
12
(
2023
)
3
,
pp. 231-240
Persistent link: https://www.econbiz.de/10014448444
Saved in:
2
Global risks, the macroeconomy, and asset prices
Costola, Michele
;
Donadelli, Michael
;
Gerotto, Luca
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2357-2388
Persistent link: https://www.econbiz.de/10013440484
Saved in:
3
Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
Saved in:
4
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
5
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
China economic review : an international journal
34
(
2015
),
pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
Saved in:
6
Sudden changes and persistence in volatility of Korean equity sector returns
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
26
(
2010
)
2
,
pp. 431-451
Persistent link: https://www.econbiz.de/10009152033
Saved in:
7
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
8
Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 387-411
Persistent link: https://www.econbiz.de/10003926834
Saved in:
9
Asymmetry and long memory features in volatility : evidence from Korean stock market
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
24
(
2008
)
2
,
pp. 383-412
Persistent link: https://www.econbiz.de/10003795500
Saved in:
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