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~isPartOf:"Korea and the world economy"
~person:"Andersen, Torben"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Commodity derivative"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"United States"
~subject:"Volatilität"
~subject:"Ölpreis"
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Commodity derivative
Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
United States
Volatilität
Ölpreis
South Korea
3
Spillover effect
3
Spillover-Effekt
3
Südkorea
3
Volatility
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Share price
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Correlation
1
Dual listing
1
Financial crisis
1
Finanzkrise
1
Japan
1
Korrelation
1
USA
1
VAR-GJR-GARCH-BEKK model
1
VAR-asymmetric BEKK GARCH model
1
Zweitlisting
1
cointegration
1
financial crisis
1
impulse response function
1
intraday volatility
1
spillover effect
1
stock-oriented approach
1
time-varying correlation coefficients
1
volatility asymmetry
1
volatility spillover
1
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Andersen, Torben
Degiannakis, Stavros
Hammoudeh, Shawkat
Yoon, Seong-min
Kang, Sang Hoon
3
Kim, Won Joong
2
Hahn, Guangsug
1
Jang, Byeongdeuk
1
Kang, Tae Soo
1
Kim, Yŏng-jae
1
Koo, Chung-mo
1
Kwon, Joon Yeop
1
Lee, Keun-yeong
1
Lim, Tae-Hoon
1
Mondi, Alberto
1
Park, Soo Nam
1
Piao, Chunyan
1
Ra, Hee-Ryang
1
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Korea and the world economy
Energy economics
26
Working paper / National Bureau of Economic Research, Inc.
15
Journal of econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
8
International review of financial analysis
8
CREATES research paper
6
Journal of international financial markets, institutions & money
6
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
International review of economics & finance : IREF
5
The energy journal
5
Working papers / Financial Institutions Center
5
Working Paper / Bank of Greece
4
Working paper
4
Bank of Greece Working Paper
3
Econometric Institute research papers
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic modelling
3
Finance research letters
3
Financial Institutions Center
3
Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Pacific-Basin finance journal
3
Research in international business and finance
3
The Korean economic review
3
Working papers / Federal Reserve Bank of Chicago
3
Applied financial economics
2
Dae oe gyeong je yeon gu
2
Energy policy
2
Foreign exchange markets
2
Global COE Hi-Stat discussion paper series
2
Handbook of financial time series
2
International economic review
2
Journal of empirical finance
2
Journal of financial economics
2
Journal of financial markets
2
The journal of the Korean economy
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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:
2
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:
3
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
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