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ARCH model
Spillover effect
79
Spillover-Effekt
79
Volatility
79
Volatilität
79
Aktienmarkt
61
Stock market
61
Welt
51
World
51
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Oil price
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Commodity derivative
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Rohstoffderivat
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Spillovers
14
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Gold
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Financial crisis
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Finanzkrise
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Article
38
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English
39
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Kang, Sang Hoon
39
Mensi, Walid
15
Yoon, Seong-min
14
Vo Xuan Vinh
8
McIver, Ron
6
Al-Yahyaee, Khamis Hamed
5
Bouri, Elie
3
Hammoudeh, Shawkat
3
Shahzad, Syed Jawad Hussain
3
Uddin, Mohammed Gazi Salah
3
Al Kharusi, Sami
2
Al-Jarrah, Idries Mohammad Wanas
2
Choi, Ki-hong
2
Hernandez, Jose Arreola
2
Ko, Hee-Un
2
Nekhili, Ramzi
2
Saeed, Tareq
2
Ur Rehman, Mobeen
2
Areola Hernandez, Jose
1
Arnell, Linn
1
Asghar, Nadia
1
Aslan, Aylin
1
Dutta, Anupam
1
El Khoury, Rim
1
Engström, Emma
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Ferraro, Salvatore
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Gubareva, Mariya
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Hamdi, Atef
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Hanif, Waqas
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Hasan, Md. Bokhtiar
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Jain, Prachi
1
Jiang, Zhu-hua
1
Kang, Sang-mok
1
Kumar, Anoop S.
1
Maitra, Debasish
1
Moon, Seong-min
1
Nguyen, Duc Khuong
1
Sadorsky, Perry A.
1
Sensoy, Ahmet
1
Suleman, Muhammad Tahir
1
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The North American journal of economics and finance : a journal of financial economics studies
5
Energy economics
4
Financial innovation : FIN
3
Pacific-Basin finance journal
3
Dae oe gyeong je yeon gu
2
International review of economics & finance : IREF
2
Korea and the world economy
2
Research in international business and finance
2
The Korean economic review
2
Applied economics
1
Blockchain, crypto assets, and financial innovation : a decade of insights and advances
1
Borsa Istanbul Review
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance research letters
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1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
Journal of commodity markets
1
Journal of economics and finance : JEF
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Journal of international financial markets, institutions & money
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Modern economy
1
The journal of the Korean economy
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ECONIS (ZBW)
39
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1
Asymmetric volatility connectedness between Islamic stock and commodity markets
Suleman, Muhammad Tahir
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Global finance journal
49
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012887176
Saved in:
2
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi
;
Maitra, Debasish
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Saved in:
3
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Vo Xuan Vinh
; …
- In:
International economics : the quarterly journal in …
180
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015166867
Saved in:
4
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Vo Xuan Vinh
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
5
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Vo Xuan Vinh
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
6
Sudden changes and persistence in volatility of Korean equity sector returns
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
26
(
2010
)
2
,
pp. 431-451
Persistent link: https://www.econbiz.de/10009152033
Saved in:
7
Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
14
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10010227761
Saved in:
8
Sudden changes in variance and volatility persistence in Asian foreign exchange markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
11
(
2010
)
1
,
pp. 129-143
Persistent link: https://www.econbiz.de/10009778114
Saved in:
9
Relationship between trading volume and asymmetric volatility in the Korean stock market
Choi, Ki-hong
;
Jiang, Zhu-hua
;
Kang, Sang Hoon
;
Moon, …
- In:
Modern economy
3
(
2012
)
5
,
pp. 584-589
Persistent link: https://www.econbiz.de/10009720531
Saved in:
10
Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
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