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The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997

Kim, J.; Kartsaklas, A.; Karanasos, Menelaos - In: Asia-Pacific financial markets 12 (2005) 3, pp. 245-271

Persistent link: https://www.econbiz.de/10003407437

Alternative GARCH in mean models : an application to the Korean stock market

Karanasos, Menelaos; Kim, J. - 2000

Persistent link: https://www.econbiz.de/10001488604

Dual long-memory, structural breaks and the link between turnover and the range-based volatility

Karanasos, Menelaos; Kartsaklas, A. - In: Journal of empirical finance 16 (2009) 5, pp. 838-851

Persistent link: https://www.econbiz.de/10003900413

Investors' trading behaviour and stock market volatility during crisis periods : a dual long-memory model for the Korean stock exchange

Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - 2019

This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis events, the Asian crisis of 1997 and the 2008 global financial crash. We investigate the trading behaviour of domestic vs. foreign and institutional vs. individual investors. Our...

Persistent link: https://www.econbiz.de/10012138660

Investors' Trading Behaviour and Stock Market Volatility During Crisis Periods : A Dual Long-Memory Model for the Korean Stock Exchange

Caporale, Guglielmo Maria - 2020

Persistent link: https://www.econbiz.de/10012845690

A re-evaluation of housing wealth effect in Korea

Kim, Jangryoul; Lee, Hangyong - In: Han gug gae bal yeon gu 30 (2008) 2, pp. 1-25

Persistent link: https://www.econbiz.de/10003797561

Which method should the central bank choose to estimate the model economy? : a Korean monetary policy example

Kim, Jangryoul; Lim, Gieyoung - In: Global economic review 37 (2008) 4, pp. 487-495

Persistent link: https://www.econbiz.de/10003824759

Complementary resources, web-based applications, and the development of web-enabled supply chain : a case study of paint supply chain

Lee, Yoo-taek; Kim, Jay S.; Miller, Jeffrey G. - In: Innovations in supply chain management for information …, (pp. 159-175). 2010

Persistent link: https://www.econbiz.de/10003913273

House prices and the stance of monetary policy : the Case of Korea

Kim, Jangryoul; Lim, Gieyoung - In: Global economic review 38 (2009) 4, pp. 371-384

Persistent link: https://www.econbiz.de/10003938629

Impact of gender inequality on the Republic of Korea's long-term economic growth : an application of the theoretical model of gender inequality and economic growth

Kim, Jinyoung; Lee, Jong-Wha; Shin, Kwanho - 2016

This paper presents a theoretical model that can analyze the impact of gender inequality on long-term economic growth. The model is calibrated to fit to Korean data. We find that gender equality policies that lower discrimination in the labor market or that increase the time spent by a father on...

Persistent link: https://www.econbiz.de/10011416953