Revisited return and volatility spillover effect in Korea
Sang Hoon Kang; Seong-Min Yoon
| Alternative title: | Volatility spillover between exchange rate and stock price : evidence from Korea |
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| Year of publication: |
2013
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| Authors: | Kang, Sang Hoon ; Yoon, Seong-min |
| Published in: |
Korea and the world economy. - Seoul : [Verlag nicht ermittelbar], ISSN 2234-2346, ZDB-ID 2704224-8. - Vol. 14.2013, 1, p. 121-145
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| Subject: | cointegration | financial crisis | VAR-GJR-GARCH-BEKK model | volatility spillover | volatility asymmetry | stock-oriented approach | Volatilität | Volatility | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Südkorea | South Korea | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Extent: | Graph. Darst. |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010227761