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~isPartOf:"China economic review : an international journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"The Korean economic review"
~person:"Baillie, Richard"
~person:"Degiannakis, Stavros"
~person:"Serletis, Apostolos"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Börsenkurs"
~subject:"Emerging economies"
~subject:"Equity fund flows"
~subject:"Exchange rate"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Börsenkurs
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Time series analysis
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Volatility
9
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9
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4
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Baillie, Richard
Degiannakis, Stavros
Serletis, Apostolos
Spagnolo, Nicola
Yin, Libo
Yoon, Seong-min
Kang, Sang Hoon
3
Caporale, Guglielmo Maria
2
Cho, Dooyeon
2
Rho, Seunghwa
2
Xu, Libo
2
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China economic review : an international journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
The Korean economic review
Energy economics
19
Economics and finance working paper series
13
CESifo working papers
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
International review of financial analysis
8
Economics letters
6
The energy journal
6
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5
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5
Research in international business and finance
5
DIW Berlin Discussion Paper
4
International review of economics & finance : IREF
4
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4
The North American journal of economics and finance : a journal of financial economics studies
4
Bank of Greece Working Paper
3
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3
Finance research letters
3
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3
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3
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3
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3
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2
Dae oe gyeong je yeon gu
2
Journal of economics and finance : JEF
2
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2
Review of international economics
2
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2
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1
Australian economic papers
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper
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Discussion paper / Department of Business and Management Science
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
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
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
4
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
5
Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets
Baillie, Richard
;
Han, Young Wook
- In:
The Korean economic review
35
(
2019
)
1
,
pp. 183-203
Persistent link: https://www.econbiz.de/10012217148
Saved in:
6
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:
7
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:
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
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