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~isPartOf:"China economic review : an international journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Korea and the world economy"
~isPartOf:"The Korean economic review"
~person:"Degiannakis, Stavros"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Emerging economies"
~subject:"Equity fund flows"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Ölpreis"
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Degiannakis, Stavros
Spagnolo, Nicola
Yin, Libo
Yoon, Seong-min
Kang, Sang Hoon
6
Caporale, Guglielmo Maria
2
Kim, Won Joong
2
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China economic review : an international journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Korea and the world economy
The Korean economic review
Energy economics
15
Economics and finance working paper series
10
CESifo working papers
9
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7
International review of financial analysis
6
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5
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4
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4
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4
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2
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2
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2
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2
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2
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1
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Economics : the open-access, open-assessment e-journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
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:
2
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:
3
Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
15
(
2014
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
Saved in:
4
Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
14
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10010227761
Saved in:
5
Price and volatility transmission between ADRs and their underlying stocks : evidence from the Korean case
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
12
(
2011
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10009754257
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
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:
8
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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