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Inflations and real stock returns in Asian stock markets

Jung, Chulho; Shambora, William - In: Journal of emerging markets 10 (2005) 3, pp. 48-54

Persistent link: https://www.econbiz.de/10003304290

Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment

Choi, Kyongwook; Hammoudeh, Shawkat - In: Energy policy 38 (2010) 8, pp. 4388-4399

Persistent link: https://www.econbiz.de/10008655098

Forecasting UK stock prices

Jung, Chulho - In: Applied financial economics 6 (1996) 3, pp. 279-286

Persistent link: https://www.econbiz.de/10001202670

Forecasting movements in the stock market : a comparison between static and dynamic models

Jung, Chulho - In: The southern business & economic journal 17 (1994) 4, pp. 297-315

Persistent link: https://www.econbiz.de/10001166047

Time-Varying Co-Movements and Contagion Effects In Asian Sovereign CDS Markets

Cho, Daehyoung - 2016

We investigate interconnectedness and the contagion effect of default risk in Asian sovereign CDS markets since the global financial crisis. Using dynamic conditional correlation analysis, we find that there are significant co-movements in Asian sovereign CDS markets; that such co-movements tend...

Persistent link: https://www.econbiz.de/10012996343