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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

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

Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Energy economics 62 (2017), pp. 19-32

Persistent link: https://www.econbiz.de/10011748013

Global financial crisis and spillover effects among the U.S. and BRICS stock markets

Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: International review of economics & finance : IREF 42 (2016), pp. 257-276

Persistent link: https://www.econbiz.de/10011625114

Dynamic spillovers between Shanghai and London nonferrous metal futures markets

Kang, Sang Hoon; Yoon, Seong-min - In: Finance research letters 19 (2016), pp. 181-188

Persistent link: https://www.econbiz.de/10011657617

Multifractality during upside/downside trends in the MENA stock markets : the effects of the global financial crisis, oil crash and COVID-19 pandemic

Mensi, Walid; Yousaf, Imran; Vo Xuan Vinh; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 10, pp. 4408-4435

Persistent link: https://www.econbiz.de/10014456152

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

Financial crises and the dynamics of the spillovers between the US and BRICS stock markets

McIver, Ron; Kang, Sang Hoon - In: Research in international business and finance 54 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012581346

Directional spillover effects between ASEAN and world stock markets

Kang, Sang Hoon; Uddin, Mohammed Gazi Salah; Troster, Victor - In: Journal of multinational financial management 52/53 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012314802

Dynamic volatility spillover and network connectedness across ASX sector markets

Choi, Ki-hong; McIver, Ron; Ferraro, Salvatore; Xu, Lei; … - In: Journal of economics and finance : JEF 45 (2021) 4, pp. 677-691

Persistent link: https://www.econbiz.de/10012656361