Narrow search
Showing 1 - 10 of 87
Cover Image
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi; Maitra, Debasish; McIver, Ron; Kang, Sang Hoon - In: Journal of commodity markets 30 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions
Ur Rehman, Mobeen; Vo Xuan Vinh; McIver, Ron; Kang, … - In: Energy economics 108 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013203096
Cover Image
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola; Shahzad, Syed Jawad Hussain; … - In: Energy economics 107 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Cover Image
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
Cover Image
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
Cover Image
Who leads the inflation cycle in Europe? : inflation cycle and spillover influence among Eurozone and non-Eurozone economies
Kang, Sang Hoon; Hernandez, Jose Arreola; Yoon, Seong-min - In: International economics : a journal published by CEPII … 160 (2019), pp. 56-71
Persistent link: https://www.econbiz.de/10012318865
Cover Image
Spillovers and diversification potential of bank equity returns from developed and emerging America
Hernandez, Jose Arreola; Kang, Sang Hoon; Shahzad, Syed … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012663713