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The effect of money supply on the volatility of Korean stock market

Choi, Ki-hong; Yoon, Seong-min - In: Modern economy 6 (2015) 5, pp. 535-543

Persistent link: https://www.econbiz.de/10011384465

Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic

Mensi, Walid; Hanif, Waqas; Vo Xuan Vinh; Choi, Ki-hong; … - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-30

Persistent link: https://www.econbiz.de/10014484004

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

Price and volatility transmission between ADRs and their underlying stocks : evidence from the Korean case

Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 12 (2011) 1, pp. 99-116

Persistent link: https://www.econbiz.de/10009754257

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

The global financial crisis and the integration of emerging stock markets in Asia

Kang, Sang Hoon; Yoon, Seong-min - In: Dae oe gyeong je yeon gu 15 (2011) 4, pp. 49-73

Persistent link: https://www.econbiz.de/10009426743

How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 42 (2014), pp. 343-354

Persistent link: https://www.econbiz.de/10010503579

Asymmetric linkages between BRICS stock returns and country risk ratings : evidence from dynamic panel threshold models

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min; … - In: Review of international economics 24 (2016) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011524766

Modeling time-varying correlations in volatility between BRICS and commodity markets

Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1698-1723

Persistent link: https://www.econbiz.de/10011594437

Price and Volatility Transmission between ADRs and Their Underlying Stocks : Evidence from the Korean Case

Kang, Sang Hoon - 2016

This study investigates the spillover effect of price returns and volatility between ADRs and their underlying Korean stocks, employing a Granger causality test and a bivariate GARCH model. First, the empirical results of Granger causality test suggest bi-directional transmission of price...

Persistent link: https://www.econbiz.de/10013000615