Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~person:"Kang, Sang Hoon"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
9
Volatilität
9
ARCH model
5
ARCH-Modell
5
Aktienmarkt
4
Estimation
4
Portfolio selection
4
Portfolio-Management
4
Schätzung
4
Spillover effect
4
Spillover-Effekt
4
Stock market
4
Börsenkurs
3
Capital income
3
Hedging
3
Kapitaleinkommen
3
Risikomaß
3
Risk measure
3
Share price
3
Welt
3
World
3
Bitcoin
2
Downside risk
2
Edelmetall
2
Precious metal
2
Precious metals
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Spillovers
2
Stock markets
2
USA
2
United States
2
Virtual currency
2
Virtuelle Währung
2
Aktienindex
1
Arbeitszeit
1
Asymmetric spillovers
1
Asymmetric volatility connectedness
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
Author
All
Kang, Sang Hoon
Aizenman, Joshua
20
Andersen, Torben
15
Gupta, Rangan
14
Diebold, Francis X.
12
Bekaert, Geert
10
Mensi, Walid
10
Bollerslev, Tim
9
Aït-Sahalia, Yacine
8
Chaloupka, Frank J.
8
Edwards, Sebastian
8
Hammoudeh, Shawkat
8
Itō, Takatoshi
8
Schwert, George William
8
Zhu, Huiming
8
Balcilar, Mehmet
7
Glaeser, Edward L.
7
Ma, Feng
7
Wohar, Mark E.
7
Xuan Vinh Vo
7
Zhang, Yaojie
7
Caballero, Ricardo J.
6
Campbell, John Y.
6
Comin, Diego
6
Davis, Steven J.
6
Gorodnichenko, Yuriy
6
Lustig, Hanno
6
McAleer, Michael
6
Pierdzioch, Christian
6
Rose, Andrew
6
Ang, Andrew
5
Ashenfelter, Orley
5
Bansal, Ravi
5
Bloom, Nicholas
5
Chang, Chia-Lin
5
Christiano, Lawrence J.
5
Engel, Charles
5
Engle, Robert F.
5
Fernández-Villaverde, Jesús
5
Giglio, Stefano
5
more ...
less ...
Published in...
All
Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
Energy economics
11
International review of economics & finance : IREF
5
Financial innovation : FIN
3
Korea and the world economy
3
Research in international business and finance
3
The Korean economic review
3
Applied economics
2
Borsa Istanbul Review
2
Finance research letters
2
The journal of the Korean economy
2
Dae oe gyeong je yeon gu
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Global finance journal
1
International journal of emerging markets
1
International review of financial analysis
1
Journal of commodity markets
1
Journal of economics and finance : JEF
1
Journal of international financial markets, institutions & money
1
Modern economy
1
Pacific-Basin finance journal
1
The quarterly review of economics and finance
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
2
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:
3
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
4
The impact of COVID-19 on the G7 stock markets : a time-frequency analysis
Ur Rehman, Mobeen
;
Kang, Sang Hoon
;
Ahmad, Nasir
;
Xuan …
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013187657
Saved in:
5
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
6
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
7
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
8
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Mensi, Walid
;
Sensoy, Ahmet
;
Aslan, Aylin
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012203700
Saved in:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
