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Volatility
Volatilität
103
Spillover effect
101
Spillover-Effekt
100
Aktienmarkt
88
Stock market
88
Welt
66
World
66
Portfolio selection
62
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62
ARCH model
53
ARCH-Modell
53
Börsenkurs
49
Share price
49
Estimation
42
Schätzung
42
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39
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32
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32
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26
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26
Coronavirus
23
Theorie
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Theory
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20
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19
COVID-19
18
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18
Correlation
18
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18
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18
Rohstoffderivat
18
Time series analysis
18
Zeitreihenanalyse
18
South Korea
17
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Undetermined
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Free
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Article
97
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8
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94
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1
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English
103
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2
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Kang, Sang Hoon
77
Mensi, Walid
49
Yoon, Seong-min
44
Vo Xuan Vinh
21
Hammoudeh, Shawkat
13
Al-Yahyaee, Khamis Hamed
8
McIver, Ron
8
Hernandez, Jose Arreola
7
Maitra, Debasish
7
Alshater, Muneer Maher
5
Choi, Ki-hong
5
Ko, Hee-Un
5
Al-Jarrah, Idries Mohammad Wanas
4
Nekhili, Ramzi
4
Ur Rehman, Mobeen
4
Al Kharusi, Sami
3
Dash, Saumya Ranjan
3
El Khoury, Rim
3
Gemici, Eray
3
Jiang, Zhuhua
3
Nguyen, Duc Khuong
3
Sensoy, Ahmet
3
Tian, Maoxi
3
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3
Uddin, Mohammed Gazi Salah
3
Yoon, Seong-Min
3
Ziadat, Salem Adel
3
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2
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2
Bouri, Elie
2
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2
Gök, Remzi
2
Hasan, Mudassar
2
Jain, Prachi
2
Naeem, Muhammad Abubakr
2
Sadorsky, Perry A.
2
Shahzad, Syed Jawad Hussain
2
Suleman, Muhammad Tahir
2
Ahmadian-Yazdi, Farzaneh
1
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1
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Energy economics
20
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
9
Applied economics
5
Financial innovation : FIN
4
Research in international business and finance
4
Borsa Istanbul Review
3
Finance research letters
3
Korea and the world economy
3
The Korean economic review
3
Australian economic papers
2
Computational economics
2
Dae oe gyeong je yeon gu
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
International journal of emerging markets
2
Journal of international financial markets, institutions & money
2
Modern economy
2
Pacific-Basin finance journal
2
The journal of the Korean economy
2
Applied economics letters
1
East Asian Economic Review
1
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy Economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
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1
International money and finance
1
Journal of commodity markets
1
Journal of economics and finance : JEF
1
Physica A: Statistical Mechanics and its Applications
1
Review of international economics
1
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1
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ECONIS (ZBW)
103
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1
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:
2
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of international economics
30
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
Saved in:
3
Impact of food price volatility on the US restaurant sector
Uddin, Mohammed Gazi Salah
;
Hernandez, Jose Arreola
; …
- In:
Applied economics
52
(
2020
)
39
,
pp. 4250-4262
Persistent link: https://www.econbiz.de/10012259027
Saved in:
4
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
Saved in:
5
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
Saved in:
6
Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 387-411
Persistent link: https://www.econbiz.de/10003926834
Saved in:
7
Sudden changes and persistence in volatility of Korean equity sector returns
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
26
(
2010
)
2
,
pp. 431-451
Persistent link: https://www.econbiz.de/10009152033
Saved in:
8
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:
9
Index futures trading and asymmetric volatility : evidence from Asian stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
8
(
2007
)
2
,
pp. 273-293
Persistent link: https://www.econbiz.de/10009772044
Saved in:
10
Sudden changes in variance and volatility persistence in Asian foreign exchange markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
11
(
2010
)
1
,
pp. 129-143
Persistent link: https://www.econbiz.de/10009778114
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