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Option implied tail index and volatility based on heavy-tailed distributions : evidence from KOSPI 200 index options market
Kim, Joocheol; Kim, Hyun-Oh - In: Global economic review 43 (2014) 3, pp. 269-284
Persistent link: https://www.econbiz.de/10010509739
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An equity market perspective on the Korean financial crisis
Sohn, Wook; Choi, Bobae - In: Global economic review 39 (2010) 1, pp. 83-90
Persistent link: https://www.econbiz.de/10003997776
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Level and volatility of stock prices and aggregate investment : the case of Thailand
Ibrahim, Mansor Haji - In: Global economic review 40 (2011) 4, pp. 445-461
Persistent link: https://www.econbiz.de/10009511005
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Tsunami market tightness and asset price volatility
Kim, Yong - In: Global economic review 43 (2014) 4, pp. 355-380
Persistent link: https://www.econbiz.de/10010511617
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The interactions of stock prices and exchange rates in the ASEAN-5 countries : new evidence using a bootstrap panel Granger causality approach
Liang, Chin Chia; Chen, Ming-Yung; Yang, Cheng-Hua - In: Global economic review 44 (2015) 3, pp. 324-334
Persistent link: https://www.econbiz.de/10011345087
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Reexamining the exchange rate exposure puzzle by classifying exchange rate risks into two types
Kang, Sam-mo; Kim, Soyoung; Lee, Jeong Wook - In: Global economic review 45 (2016) 2, pp. 116-133
Persistent link: https://www.econbiz.de/10011565902
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Dynamics of idiosyncratic volatility and market volatility : an emerging market perspective
Tan, Pei Pei; Galagedera, Don U. A. - In: Global economic review 44 (2015) 1, pp. 74-100
Persistent link: https://www.econbiz.de/10010509116
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Transmission of stock prices and volatility from the influential major markets on the emerging market : a case study of the Korean stock market
Kim, Joon Young; Kim, Jungryol; Kim, Sang Bong - In: Global economic review 39 (2010) 3, pp. 247-268
Persistent link: https://www.econbiz.de/10008936716
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Examining stock volatility in the segmented Chinese stock markets : a SWARCH approach
Qiao, Zhuo; Qiao, Weiwei; Wong, Wing Keung - In: Global economic review 39 (2010) 3, pp. 225-246
Persistent link: https://www.econbiz.de/10008936717
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Market risk in demutualized self-listed stock exchanges : an international analysis of selected time-varying betas
Worthington, Andrew Charles; Higgs, Helen - In: Global economic review 35 (2006) 3, pp. 239-257
Persistent link: https://www.econbiz.de/10003396273