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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
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Ryu, Doojin
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Energy economics
642
Finance research letters
589
International review of financial analysis
419
Applied economics
380
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
318
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Research in international business and finance
255
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
171
The European journal of finance
156
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
International journal of forecasting
145
Journal of forecasting
130
The review of financial studies
126
Computational economics
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The journal of finance : the journal of the American Finance Association
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109
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
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ECONIS (ZBW)
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1
Short-term external debt and foreign exchange rate
volatility
in emerging economies : evidence from the Korea market
Sung, Tae Yoon
;
Park, Danbee
;
Park, Ki Young
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 138-157
Persistent link: https://www.econbiz.de/10011339539
Saved in:
2
Implied
volatility
index of KOSPI200 : information contents and properties
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
Saved in:
3
Information content in sneer asymmetry : an application to out-of-sample implied
volatility
forecasting
Choi, Youngsoo
;
Jordan, Steven J.
;
Lee, Wonchang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
3
,
pp. 34-51
Persistent link: https://www.econbiz.de/10011404184
Saved in:
4
Application of Heston's model to the Chinese stock market
Liu, Guifang
;
Xu, Weijun
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1749-1763
Persistent link: https://www.econbiz.de/10011824755
Saved in:
5
Regime-dependent relationships between the implied
volatility
index and stock market index
Lee, Jaeram
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
5
,
pp. 5-17
Persistent link: https://www.econbiz.de/10010485198
Saved in:
6
Degree of integration between brent oil spot and futures markets : intraday evidence
Inci, Ahmet Can
;
Seyhun, H. Nejat
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1808-1826
Persistent link: https://www.econbiz.de/10012124554
Saved in:
7
Comovement of exchange rates : a wavelet analysis
Andrieş, Alin Marius
;
Ihnatov, Iulian
;
Tiwari, Aviral Kumar
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 574-588
Persistent link: https://www.econbiz.de/10011562523
Saved in:
8
Modeling time-varying
volatility
and expected returns : evidence from the GCC and MENA regions
Janabi, Mazin A. M. al
;
Hatemi-J, Abdulnasser
; …
- In:
Emerging markets finance & trade : a journal of the …
46
(
2010
)
5
,
pp. 39-47
Persistent link: https://www.econbiz.de/10009238997
Saved in:
9
The Stock Exchange of Suriname : returns,
volatility
, correlations, and weak-form efficiency
Bodeutsch, Denice
;
Franses, Philip Hans
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
1
,
pp. 130-139
Persistent link: https://www.econbiz.de/10011344353
Saved in:
10
An empirical analysis of the
volatility
in the open-end fund market : evidence from China
Xie, Shiqing
;
Huang, Xichen
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 150-162
Persistent link: https://www.econbiz.de/10010258917
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