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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

Are exchange rates interdependent? : evidence using wavelet analysis

Kumar, Satish; Pathak, Rajesh; Tiwari, Aviral Kumar; … - In: Applied economics 49 (2017) 31/33, pp. 3231-3245

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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

Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60

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Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks

Xiong, Youlin; Shen, Jun; Yoon, Seong-min; Dong, Xiyong - In: Finance research letters 61 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014490845

Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets

Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: Applied economics 52 (2020) 43, pp. 4745-4764

Persistent link: https://www.econbiz.de/10012298738

Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries : two types of wavelet analysis

Jiang, Zhuhua; Yoon, Seong-min - In: Energy economics 90 (2020), pp. 1-16

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How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons

Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19

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Exogenous Shocks, Dynamic Correlations, and Portfolio Risk Management for the Asian Emerging and Other Global Developed and Emerging Stock Markets

Dong, Xiyong; Li, Changhong; Yoon, Seong-min - 2023

This study examines the potential influence of exogenous shocks on time-varying correlations and portfolio strategies between the Asian emerging and other global stock markets including developed and other emerging markets. Using the ARMA-cDCC-FIEGARCH model with and without exogenous shocks,...

Persistent link: https://www.econbiz.de/10014351309