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ECONIS (ZBW)
7,583
EconStor
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1
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1
Asset market correlation and stress testing : cases for housing and stock markets
Cho, Man
;
Min, Insik
-
2010
-type stress testing by using the fitted asset price models. In so doing, we use data from
Korea
and U.S. so that asset price …
Persistent link: https://www.econbiz.de/10008735767
Saved in:
2
Essays on saving and investment
Jahan, Sarwat
-
2004
Persistent link: https://www.econbiz.de/10003549592
Saved in:
3
Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 827-835
Persistent link: https://www.econbiz.de/10003537981
Saved in:
4
Price and volatility transmission between ADRs and their underlying stocks : evidence from the Korean case
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
12
(
2011
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10009754257
Saved in:
5
Stock returns and implied volatility : a new VAR approach
Lee, Bong-soo
;
Ryu, Doojin
-
2013
the recently published VKOSPI (in
Korea
) – and their stock market indices, the authors find an asymmetric volatility …
Persistent link: https://www.econbiz.de/10009700253
Saved in:
6
Stock returns and implied volatility : a new VAR approach
Lee, Bong-soo
;
Ryu, Doojin
-
2012
model-free implied volatility indices - VIX (the U.S.) and VKOSPI (
Korea
) - and their corresponding stock market indices, we …
Persistent link: https://www.econbiz.de/10009628165
Saved in:
7
Who has more influence on Asian stock markets around the subprime mortgage crisis : the US or China?
Nieh, Chien-chung
;
Yang, Chao-hsiang
;
Kao, Yu-sheng
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 329-335
Persistent link: https://www.econbiz.de/10009630208
Saved in:
8
Are commodity futures prices barometers of the global economy?
Hu, Conghui
;
Xiong, Wei
-
2013
Persistent link: https://www.econbiz.de/10010227314
Saved in:
9
Investor overreaction in Asian and US stock markets : evidence from the 2008 financial crisis
Tai, Yu-nan
- In:
The international journal of business and finance …
8
(
2014
)
3
,
pp. 71-93
Persistent link: https://www.econbiz.de/10010241914
Saved in:
10
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
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