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~isPartOf:"International money and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~language:"und"
~person:"McAleer, Michael"
~person:"Seok, Sang Ik"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Mispricing"
~subject:"Schätzung"
~subject:"Stock market"
~subject:"Transnational corporation"
~subject:"Wirkungsanalyse"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Rezension"
~type_genre:"Textbook"
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ARCH model
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Volatility
11
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McAleer, Michael
Seok, Sang Ik
Yoon, Seong-min
Gupta, Rangan
21
Kang, Sang Hoon
13
Lee, Chien-chiang
12
Mensi, Walid
12
Xuan Vinh Vo
11
Wohar, Mark E.
10
Zhu, Huiming
10
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7
Hau, Liya
7
Ur Rehman, Mobeen
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6
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6
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6
Pierdzioch, Christian
6
Ryu, Doojin
6
Salisu, Afees A.
6
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5
Cho, Hoon
5
Yin, Libo
5
Zhuang, Xintian
5
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4
Beckmann, Joscha
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4
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4
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4
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International money and finance
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
16
Applied economics
15
Journal of risk and financial management : JRFM
8
International review of economics & finance : IREF
7
Econometric reviews
6
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5
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The Korean economic review
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3
Dae oe gyeong je yeon gu
3
Econometric theory
3
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3
International journal of forecasting
3
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3
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3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Tourism economics : the business and finance of tourism and recreation
3
Economics letters
2
International review of financial analysis
2
Issues in finance : credit, crises and policies
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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2
Journal of multinational financial management
2
Pacific-Basin finance journal
2
Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Australian economic papers
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Computational economics
1
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1
Economia : revista da ANPEC
1
Economics of innovation and new technology
1
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ECONIS (ZBW)
18
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1
Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic
Mensi, Walid
;
Hanif, Waqas
;
Xuan Vinh Vo
;
Choi, Ki-hong
; …
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014484004
Saved in:
2
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
3
How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186604
Saved in:
4
How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?
Dong, Xiyong
;
Song, Li
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013188194
Saved in:
5
Stock Market's responses to intraday investor sentiment
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013187639
Saved in:
6
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
Saved in:
7
Asymmetric dependence structures for regional stock markets : an unconditional quantile regression approach
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656873
Saved in:
8
The information content of funds from operations and net income in real estate investment trusts
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012659559
Saved in:
9
Spillovers and diversification potential of bank equity returns from developed and emerging America
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Shahzad, Syed …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012663713
Saved in:
10
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
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