Similar Search Results

Good and bad high-frequency volatility spillovers among developed and emerging stock markets

Mensi, Walid; Nekhili, Ramzi; Vo Xuan Vinh; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 9, pp. 2107-2132

Persistent link: https://www.econbiz.de/10014449774

Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation

Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 50 (2009) 2, pp. 387-411

Persistent link: https://www.econbiz.de/10003926834

Modeling and forecasting the volatility of Eastern European emerging markets

Kang, Sang Hoon; Yoon, Seong-min - In: Dae oe gyeong je yeon gu 13 (2009) 1, pp. 113-134

Persistent link: https://www.econbiz.de/10003866500

The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia

Kang, Sang Hoon - 2013

This study investigates the effects of volatility spillovers among five Asian stock markets (China, Hong Kong, Korea, Singapore, and Taiwan) and examines how the global financial crisis of 2008 has influenced volatility transmission among Asian stock markets. The results from a VAR(1)-bivariate...

Persistent link: https://www.econbiz.de/10013076925