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How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid; Ur Rehman, Mobeen; Hammoudeh, Shawkat; Vo … - In: International economics : a journal published by CEPII … 173 (2023), pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
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Exchange rate volatility, trade, export price and exchange rate pass-through in Korea
Kim, Won Joong - In: The journal of the Korean economy 8 (2007) 1, pp. 39-68
Persistent link: https://www.econbiz.de/10009771404
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A time-varying connectedness analysis of the Korean economy
Kim, Won Joong; Piao, Chunyan - In: Korea and the world economy 23 (2022) 3, pp. 185-195
Persistent link: https://www.econbiz.de/10013490765
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The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin; Kim, Won Joong; Gupta, Rangan; Ji, Qiang - In: International review of economics & finance : IREF 85 (2023), pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
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Oil shocks and the world rice market puzzle : a structural VAR analysis
Mondi, Alberto; Koo, Chung-mo; Kim, Won Joong - In: Korea and the world economy 12 (2011) 2, pp. 281-325
Persistent link: https://www.econbiz.de/10009755163
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The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
Balcilar, Mehmet; Gupta, Rangan; Kim, Won Joong; Kyei, … - In: International review of economics & finance : IREF 59 (2019), pp. 150-163
Persistent link: https://www.econbiz.de/10012202500
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Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh; Hammoudeh, Shawkat; Santos, Paulo … - In: Journal of international financial markets, … 32 (2014), pp. 368-396
Persistent link: https://www.econbiz.de/10011299784
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Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
Hammoudeh, Shawkat; Li, Huimin; Jeon, Bang-nam - In: The North American journal of economics and finance : a … 14 (2003) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10001763330
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The effects of global factors on the Saudi Arabia equity market by firm size : Implications for risk management based on quantile analysis and frequency domain causality
Alqahtani, Faisal; Hamdi, Besma; Hammoudeh, Shawkat - In: Journal of multinational financial management 61 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012887968
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Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
Hammoudeh, Shawkat - 2009
This study examines the conditional volatility and correlation dependency and interdependency for the four major precious metals (that is, gold, silver, platinum and palladium), while accounting for geopolitics within a multivariate system. The implications of the estimated results for portfolio...
Persistent link: https://www.econbiz.de/10013155236