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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Korea and the world economy"
~person:"Al-Deehani, Talla"
~person:"Ma, Feng"
~person:"Sadorsky, Perry A."
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"China"
~subject:"Hedging"
~subject:"Portfolio selection"
~subject:"Stock market"
~subject:"multivariate DCC-FIAPARCH model"
~subject:"Ölpreis"
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China
Hedging
Portfolio selection
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multivariate DCC-FIAPARCH model
Ölpreis
Volatility
6
Volatilität
6
Aktienmarkt
5
Börsenkurs
4
Share price
4
Spillover effect
4
Spillover-Effekt
4
ARCH model
3
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International stock market volatility
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Japan
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Markov-regime switching
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Oil price
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Oil shock
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Al-Deehani, Talla
Ma, Feng
Sadorsky, Perry A.
Yin, Libo
Yoon, Seong-min
Kang, Sang Hoon
3
Li, Shaoyu
2
Ryu, Doojin
2
Xie, Shiqing
2
Ajayi, Richard A.
1
Ali, Sara
1
Amin, Abu S.
1
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1
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1
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1
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1
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1
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1
Bley, Jorg
1
Bo, Shiyu
1
Bodeutsch, Denice
1
Będowska-Sójka, Barbara
1
Cai, Weixian
1
Cao, Guangxi
1
Cao, Hong
1
Catik, A. Nazif
1
Chan, Shu Hui
1
Chancharoenchai, Kanokwan
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1
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1
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1
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1
Chen, Zhian
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of economic behavior & organization : JEBO
Korea and the world economy
Energy economics
36
Applied economics
11
International review of financial analysis
10
International review of economics & finance : IREF
9
Economic modelling
7
International journal of finance & economics : IJFE
5
International journal of forecasting
3
Journal of empirical finance
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
China finance review international
2
Finance research letters
2
Pacific-Basin finance journal
2
The Korean economic review
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International money and finance
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Modern economy
1
Quantitative finance
1
Review of financial economics : RFE
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of futures markets
1
The journal of the Korean economy
1
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ECONIS (ZBW)
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1
International stock market volatility : a data-rich environment based on oil shocks
Lu, Xinjie
;
Ma, Feng
;
Wang, Tianyang
;
Wen, Fenghua
- In:
Journal of economic behavior & organization : JEBO
214
(
2023
),
pp. 184-215
Persistent link: https://www.econbiz.de/10014478333
Saved in:
2
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
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
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:
5
Volatility spillover in regional emerging stock markets : a structural time-series approach
Al-Deehani, Talla
;
Moosa, Imad A.
- In:
Emerging markets finance & trade : a journal of the …
42
(
2006
)
4
,
pp. 78-89
Persistent link: https://www.econbiz.de/10003377925
Saved in:
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