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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"Journal of financial intermediation"
~isPartOf:"The journal of the Korean economy"
~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Kang, Sang Hoon"
~person:"Parsons, Christopher A."
~person:"Subrahmanyam, Avanidhar"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"VAR-Modell"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
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VAR-Modell
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Wirkungsanalyse
Volatilität
7
Aktienmarkt
4
Spillover effect
4
Spillover-Effekt
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Kang, Sang Hoon
Parsons, Christopher A.
Subrahmanyam, Avanidhar
Gupta, Rangan
11
Wohar, Mark E.
10
Ma, Feng
8
Chan, Kam C.
7
Hammoudeh, Shawkat
7
Salisu, Afees A.
7
Xuan Vinh Vo
7
Kim, Won Joong
6
Balcilar, Mehmet
5
Fung, Hung-gay
5
Gao, Shenghao
5
Gil-Alaña, Luis A.
5
Kutan, Ali Mustafa
5
Lien, Da-hsiang Donald
5
Liu, Dehong
5
Lung, Peter P.
5
Mensi, Walid
5
Shi, Yanlin
5
Wu, Chunchi
5
Yin, Libo
5
Abakah, Emmanuel Joel Aikins
4
Arize, Augustine Chuck
4
Bouri, Elie
4
Brooks, Robert
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Caporin, Massimiliano
4
Chao, Chi-Chur
4
Cheng, Louis T. W.
4
Fletcher, Jonathan
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Li, Steven
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Liang, Chao
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Malik, Farooq
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McAleer, Michael
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McMillan, David G.
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Tiwari, Aviral Kumar
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Tse, Yiuman
4
Vortelinos, Dimitrios I.
4
Zhang, Yue-jun
4
Zhang, Zhaoyong
4
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International review of economics & finance : IREF
Journal of economics and finance : JEF
Journal of financial intermediation
The journal of the Korean economy
Energy economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
The review of financial studies
10
Journal of financial economics
8
The journal of finance : the journal of the American Finance Association
8
Journal of financial and quantitative analysis : JFQA
6
Journal of banking & finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Pacific-Basin finance journal
4
Finance research letters
3
Financial innovation : FIN
3
Korea and the world economy
3
The Korean economic review
3
Applied economics
2
Borsa Istanbul Review
2
European financial management : the journal of the European Financial Management Association
2
International journal of emerging markets
2
Research in international business and finance
2
Stock market liquidity : implications for market microstructure and asset pricing
2
The journal of business : B
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
1
Cuadernos de economía
1
Dae oe gyeong je yeon gu
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International review of finance
1
International review of financial analysis
1
Journal of accounting & economics
1
Journal of commodity markets
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Modern economy
1
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ECONIS (ZBW)
7
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1
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
2
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
3
Dynamic volatility spillover and network connectedness across ASX sector markets
Choi, Ki-hong
;
McIver, Ron
;
Ferraro, Salvatore
;
Xu, Lei
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
4
,
pp. 677-691
Persistent link: https://www.econbiz.de/10012656361
Saved in:
4
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
5
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
6
Sudden changes in variance and volatility persistence in Asian foreign exchange markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
11
(
2010
)
1
,
pp. 129-143
Persistent link: https://www.econbiz.de/10009778114
Saved in:
7
Index futures trading and asymmetric volatility : evidence from Asian stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
8
(
2007
)
2
,
pp. 273-293
Persistent link: https://www.econbiz.de/10009772044
Saved in:
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