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Behavior of GCC stock markets and impacts of US oil and financial markets

Hammoudeh, Shawkat; Choi, Kyongwook - In: Research in international business and finance 20 (2006) 1, pp. 22-44

Persistent link: https://www.econbiz.de/10003374204

Long memory versus structural breaks in modeling and forecasting realized volatility

Choi, Kyongwook; Yu, Wei-choun; Zivot, Eric - In: Journal of international money and finance 29 (2010) 5, pp. 857-875

Persistent link: https://www.econbiz.de/10003989920

Revisiting structural change and market integration in late 19th century American capital markets

Choi, Kyongwook; Dupont, Brandon - In: Applied economics 39 (2007) 19/21, pp. 2733-2741

Persistent link: https://www.econbiz.de/10003609508

Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets : the case of GCC countries

Hammoudeh, Shawkat; Choi, Kyongwook - In: Journal of international financial markets, … 17 (2007) 3, pp. 231-245

Persistent link: https://www.econbiz.de/10003499624

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

Structural change in the forward discount : implications for the forward rate unbiasedness hypothesis

Sakoulis, Georgios; Zivot, Eric; Choi, Kyongwook - In: Journal of empirical finance 17 (2010) 5, pp. 957-966

Persistent link: https://www.econbiz.de/10009267231

Effects of US macroeconomic shocks on international commodity prices

Kim, Won Joong; Hammoudeh, Shawkat; Choi, Kyongwook - In: Korea and the world economy 15 (2014) 1, pp. 45-85

Persistent link: https://www.econbiz.de/10010359831

Time-varying co-movements and contagion effects in Asian sovereign CDS markets

Cho, Daehyoung; Choi, Kyongwook - In: Journal of East Asian economic integration 19 (2015) 4, pp. 357-379

Persistent link: https://www.econbiz.de/10011434876

Long memory and structural changes in the forward discount : an empirical investigation

Choi, Kyongwook; Zivot, Eric - 2003

Many empirical studies find a negative correlation between the returns on the nominal spot exchange rate and the lagged forward discount. This forward discount anomaly implies that the current forward rate is a biased predictor of the future spot rate. A large number of studies in the existing...

Persistent link: https://www.econbiz.de/10011512994

Long memory in oil and refined products markets

Choi, Kyongwook; Hammoudeh, Shawkat - In: The energy journal 30 (2009) 2, pp. 97-116

Persistent link: https://www.econbiz.de/10003842673

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