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~language:"eng"
~person:"Brooks, Robert D."
~person:"Yoon, Seong-min"
~subject:"1986-1993"
~subject:"Singapore"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Subject
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1986-1993
Singapore
Volatilität
Volatility
37
Aktienmarkt
31
Spillover effect
31
Spillover-Effekt
31
Stock market
31
Estimation
28
Schätzung
28
ARCH model
23
ARCH-Modell
23
Börsenkurs
19
Portfolio selection
19
Portfolio-Management
19
Share price
19
Capital income
16
Kapitaleinkommen
16
Welt
16
World
16
Oil price
14
Ölpreis
14
South Korea
12
Südkorea
12
Hedging
10
Time series analysis
9
Zeitreihenanalyse
9
Financial crisis
8
Finanzkrise
8
Oil market
8
Commodity derivative
7
Rohstoffderivat
7
Ölmarkt
7
Asia
6
Asien
6
Correlation
6
Exchange rate
6
Korrelation
6
Multivariate Verteilung
6
Multivariate distribution
6
Theorie
6
Theory
6
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Undetermined
21
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Article
39
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Article in journal
Aufsatz in Zeitschrift
39
Aufsatz im Buch
1
Book section
1
Language
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English
Author
All
Brooks, Robert D.
Yoon, Seong-min
Gupta, Rangan
157
Bouri, Elie
93
Ma, Feng
92
Bahmani-Oskooee, Mohsen
79
McAleer, Michael
74
Tiwari, Aviral Kumar
65
Hammoudeh, Shawkat
64
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
51
McMillan, David G.
50
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
44
Pierdzioch, Christian
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Andersen, Torben
39
Demirer, Rıza
39
Lucey, Brian M.
39
Wei, Yu
39
Liang, Chao
37
Salisu, Afees A.
37
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Hamori, Shigeyuki
34
Ji, Qiang
34
Roubaud, David
34
Todorov, Viktor
34
Brooks, Robert
33
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Ryu, Doojin
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
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Published in...
All
Energy economics
9
Applied economics
5
The North American journal of economics and finance : a journal of financial economics studies
4
Finance research letters
3
Korea and the world economy
3
The Korean economic review
3
Australian economic papers
2
Dae oe gyeong je yeon gu
2
The journal of the Korean economy
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Modern economy
1
Pacific-Basin finance journal
1
The journal of futures markets
1
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ECONIS (ZBW)
39
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1
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10
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39
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date (oldest first)
1
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
2
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
3
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
4
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
5
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
6
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:
7
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:
8
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
9
Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
Saved in:
10
Impact of food price volatility on the US restaurant sector
Uddin, Mohammed Gazi Salah
;
Hernandez, Jose Arreola
; …
- In:
Applied economics
52
(
2020
)
39
,
pp. 4250-4262
Persistent link: https://www.econbiz.de/10012259027
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