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Volatility spillover structure of stock and foreign exchange market between Korea, Japan, and Hong Kong
Susai, Masayuki - In: Global information technology and competitive financial …, (pp. 162-181). 2006
Persistent link: https://www.econbiz.de/10003380440
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Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 15 (2014) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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Examining volatility spillover between Asian countries' stock markets
Jebran, Khalil; Iqbal, Amjad - In: China finance and economic review : CFER 4 (2016), pp. 1-13
.e., Pakistan, India, Sri Lanka, China, Japan, and Hong Kong. Methods: The daily data was considered from the period 4 January 1999 … show evidence of significant bidirectional spillover of return and volatility between China and Japan. The results also … flowing from India to China, Sri Lanka to Japan, Pakistan to Sri Lanka, and Hong Kong to India and Japan. Conclusions: These …
Persistent link: https://www.econbiz.de/10011499342
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Asset pricing model without consumption data : an empirical study of Pacific Basin equity markets
Chou, Peter Shyan-rong; Hung, Mao-Wei; Jan, Yin-ching - In: International journal of business 4 (1999) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10001445573
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Modelling return and nonlinear dynamics of Asia-5 markets
Sundar, Vijayalakshmi; Lazar, Daniel - In: Finance India : the quarterly journal of Indian … 34 (2020) 2, pp. 371-378
Persistent link: https://www.econbiz.de/10012669586
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Asymmetric volatility transmission across Northeast Asian stock markets
Lee, Woo Suk; Lee, Hahn-shik - In: Borsa Istanbul Review 22 (2022) 2, pp. 341-351
This paper investigates various aspects of asymmetric connectedness among the stock markets in China, Japan, and Korea …
Persistent link: https://www.econbiz.de/10013184285
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Modeling return and nonlinear dynamics of Asia-5 markets
Sundar, Vijayalakshmi; Lazar, Daniel - In: The IUP journal of financial risk management : IJFRM 14 (2017) 3, pp. 22-31
Persistent link: https://www.econbiz.de/10011749545
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On the relationship between economic policy uncertainty, geopolitical risk and stock market returns in South Korea : a quantile causality analysis
Adebayo, Tomiwa Sunday; Akadiri, Seyi; Rjoub, Husam - In: Annals of financial economics 17 (2022) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10013189195
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The impact of North Korea’s nuclear tests on Asian stock markets
Baek, Chung - In: Eurasian journal of business and economics : EJBE 14 (2021) 27, pp. 77-90
Persistent link: https://www.econbiz.de/10012608023