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~subject:"Spillover effect"
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Spillover effect
Volatility
49
Volatilität
47
Aktienmarkt
42
Stock market
42
Spillover-Effekt
40
ARCH model
30
ARCH-Modell
30
Welt
25
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25
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24
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23
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18
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18
South Korea
17
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10
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9
Asien
9
Capital income
9
China
9
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9
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9
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9
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9
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34
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English
40
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Yoon, Seong-min
37
Kang, Sang Hoon
24
Hanif, Waqas
8
Mensi, Walid
8
Hernandez, Jose Arreola
7
Alshater, Muneer Maher
5
Uddin, Mohammed Gazi Salah
4
Choi, Ki-hong
3
Tian, Maoxi
3
Troster, Victor
3
Vo Xuan Vinh
3
Yoon, Seong-Min
3
Areola Hernandez, Jose
2
Arreola Hernández, José
2
El Khoury, Rim
2
Hammoudeh, Shawkat
2
Jiang, Zhuhua
2
McIver, Ron
2
Shahzad, Syed Jawad Hussain
2
Tiwari, Aviral Kumar
2
Al Kharusi, Sami
1
Al Mamun, Md
1
Al Mamun, Md.
1
Albulescu, Claudiu Tiberiu
1
Arreola Hernandez, Jose
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Lee, Yeonjeong
1
Litimi, Houda
1
Mudassar, Hasan
1
Nasreen, Samia
1
Nekhili, Ramzi
1
Nguyen, Duc Khuong
1
Polat, Onur
1
Uddin, Gazi Salah
1
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Energy economics
7
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3
Korea and the world economy
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
International review of economics & finance : IREF
2
Pacific-Basin finance journal
2
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Economics letters
1
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1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of financial analysis
1
Journal of economics and finance : JEF
1
Journal of multinational financial management
1
Physica A: Statistical Mechanics and its Applications
1
Review of international economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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40
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1
Systemic risk-sharing between natural gas, oil, and stock markets in top energy producer and consumer countries
Choi, Ki-hong
;
Nekhili, Ramzi
;
Mensi, Walid
;
Boubaker, …
- In:
International review of economics & finance : IREF
96
(
2024
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10015202585
Saved in:
2
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
Saved in:
3
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
4
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Mensi, Walid
; …
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161674
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
10
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
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