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~language:"eng"
~person:"Kang, Sang Hoon"
~person:"Serletis, Apostolos"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Übersichtsarbeit"
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Volatilität
Volatility
84
Theorie
82
Theory
82
Estimation
76
Schätzung
76
Spillover effect
69
Spillover-Effekt
69
USA
62
United States
62
ARCH model
53
ARCH-Modell
53
Welt
51
World
51
Oil price
45
Ölpreis
44
Aktienmarkt
43
Geldmenge
43
Money supply
43
Stock market
43
Canada
40
Kanada
40
Börsenkurs
30
Portfolio selection
30
Portfolio-Management
30
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30
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26
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26
VAR-Modell
26
Zeitreihenanalyse
26
Geldpolitik
25
Monetary policy
25
Hedging
24
Commodity derivative
21
Rohstoffderivat
21
Capital income
18
Kapitaleinkommen
18
Risiko
18
Risk
18
Business cycle
17
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Article
84
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Article in journal
Konferenzschrift
Übersichtsarbeit
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84
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
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1
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Language
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English
Author
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Kang, Sang Hoon
Serletis, Apostolos
Gupta, Rangan
154
Bouri, Elie
92
Ma, Feng
90
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
62
Bollerslev, Tim
52
Mensi, Walid
50
McMillan, David G.
49
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
41
Andersen, Torben
40
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
Liang, Chao
37
Salisu, Afees A.
36
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Roubaud, David
34
Todorov, Viktor
34
Ji, Qiang
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Hamori, Shigeyuki
31
Zhang, Jin E.
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
Ryu, Doojin
30
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Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
10
Macroeconomic dynamics
7
International review of economics & finance : IREF
5
Research in international business and finance
4
Financial innovation : FIN
3
Journal of economics and finance : JEF
3
Korea and the world economy
3
The Korean economic review
3
Applied economics
2
Borsa Istanbul Review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The energy journal
2
The journal of the Korean economy
2
Computational economics
1
Dae oe gyeong je yeon gu
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
International journal of emerging markets
1
International review of financial analysis
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Modern economy
1
OPEC review : energy economics and related issues
1
Open economies review
1
Pacific-Basin finance journal
1
The American economist : journal of the International Honor Society in Economics, Omicron Delta Epsilon
1
The quarterly review of economics and finance
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
84
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84
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
3
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
4
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
5
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
6
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
7
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
8
Oil price uncertainty and climate risks
Serletis, Apostolos
;
Xu, Libo
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 323-332
Persistent link: https://www.econbiz.de/10014252683
Saved in:
9
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
10
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi
;
Maitra, Debasish
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Saved in:
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