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Non-periodic cycles and long memory property in the Korean stock market
Yoon, Seong-min; Kang, Sang Hoon - In: The journal of the Korean economy 9 (2008) 3, pp. 403-424
Persistent link: https://www.econbiz.de/10009776751
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Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon; Yoon, Seong-min - In: Energy economics 36 (2013), pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
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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
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Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas; Areola Hernandez, Jose; Troster, Victor; … - In: Pacific-Basin finance journal 74 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
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Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Mensi, Walid; Al-Yahyaee, Khamis Hamed; Kang, Sang Hoon - In: Finance research letters 29 (2019), pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
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Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid; Hkiri, Besma; Al-Yahyaee, Khamis Hamed; … - In: International review of economics & finance : IREF 54 (2018), pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
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Asymmetric multifractality and dynamic efficiency in DeFi markets
Mensi, Walid; Kumar, Anoop S.; Vo Xuan Vinh; Kang, Sang Hoon - In: Journal of economics and finance : JEF 48 (2024) 2, pp. 280-297
Persistent link: https://www.econbiz.de/10015097310
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The impact of COVID-19 on the G7 stock markets : a time-frequency analysis
Ur Rehman, Mobeen; Kang, Sang Hoon; Ahmad, Nasir; Vo … - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013187657
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Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcements
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: International review of economics & finance : IREF 30 (2014), pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
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How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 42 (2014), pp. 343-354
Persistent link: https://www.econbiz.de/10010503579