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~isPartOf:"China economic review : an international journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The Korean economic review"
~person:"Beverly, Josh"
~person:"Degiannakis, Stavros"
~person:"Spagnolo, Nicola"
~person:"Yoon, Seong-min"
~subject:"1990-2010"
~subject:"Capital income"
~subject:"Emerging economies"
~subject:"Equity fund flows"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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1990-2010
Capital income
Emerging economies
Equity fund flows
Oil price
Prognoseverfahren
Risk
South Korea
Stock market
Time series analysis
Ölpreis
Volatility
7
Volatilität
7
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Börsenkurs
2
Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Schätzung
2
Share price
2
Südkorea
2
Zeitreihenanalyse
2
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1
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ARMA-Modell
1
Aktienfonds
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Ankündigungseffekt
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Announcement effect
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Appalachia
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Asia
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Asien
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Bayes-Statistik
1
Bayesian analysis
1
Bayesian inference
1
China
1
Devisenmarkt
1
Dual long memory
1
Dynamic factor model (DFM)
1
Employment
1
Equity fund
1
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1
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7
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7
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Beverly, Josh
Degiannakis, Stavros
Spagnolo, Nicola
Yoon, Seong-min
Ma, Feng
9
Gupta, Rangan
7
Hammoudeh, Shawkat
6
Kang, Sang Hoon
6
McAleer, Michael
5
Abakah, Emmanuel Joel Aikins
4
Liang, Chao
4
Mensi, Walid
4
Tiwari, Aviral Kumar
4
Yin, Libo
4
Balcilar, Mehmet
3
Brooks, Robert
3
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Chen, Jinyu
3
Chen, Wang
3
Gil-Alaña, Luis A.
3
Huang, Dengshi
3
Kumar, Dilip
3
Lu, Xinjie
3
Malik, Farooq
3
Wang, Jiqian
3
Wang, Yudong
3
Wohar, Mark E.
3
Wu, Chunchi
3
Balli, Faruk
2
Bohl, Martin T.
2
Caporale, Guglielmo Maria
2
Chang, Kuang-Liang
2
Chen, Chun-nan
2
Cho, Dooyeon
2
Cuñado Eizaguirre, Juncal
2
Do, Hung Xuan
2
Feng, Jiabao
2
Han, Liyan
2
Ho, Kin-Yip
2
Huang, Alex
2
Huang, Jianbai
2
Hueng, C. James
2
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China economic review : an international journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
The Korean economic review
Economics and finance working paper series
13
CESifo working papers
12
Energy economics
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
CESifo Working Paper Series
6
DIW Berlin Discussion Paper
5
International review of financial analysis
5
Applied economics
4
The energy journal
4
Bank of Greece Working Paper
3
Global finance journal
3
Journal of international money and finance
3
Korea and the world economy
3
Research in international business and finance
3
Working Paper / Bank of Greece
3
Applied financial economics
2
Dae oe gyeong je yeon gu
2
Economics letters
2
Finance research letters
2
Journal of international financial markets, institutions & money
2
Review of international economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Australian economic papers
1
CESifo Working Paper
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
ECB Working Paper
1
Economic modelling
1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
1
IMF working paper
1
IMF working papers
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
International money and finance
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ECONIS (ZBW)
7
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1
The dynamics of labor force participation : is all quiet on the Appalachian front?
Beverly, Josh
;
Stewart, Shamar L.
;
Neill, Clinton L.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2867-2898
Persistent link: https://www.econbiz.de/10014388998
Saved in:
2
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:
3
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:
4
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
5
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:
6
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:
7
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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