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Yoon, Seong-Min [Author] ; Kang, Sang-Hoon Kang [Other]

A Skewed Student-T Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets

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[S.l.]: SSRN, [2017]

Published in: East Asian Economic Review ; Vol. 11, No. 1, pp.211-240, June 2007
Kang, Sang Hoon [Author] ; Yoon, Seong-Min [Other]

Modeling and Forecasting the Volatility of Eastern European Emerging Markets (동유럽 신흥주식시장의 변동성 예측 모형)

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[S.l.]: SSRN, [2017]

Published in: East Asian Economic Review ; Vol. 13, No. 1, pp. 113-132, June 2009
Kang, Sang Hoon [Author] ; Yoon, Seong-Min [Other]

Price and Volatility Transmission between ADRs and Their Underlying Stocks : Evidence from the Korean Case

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[S.l.]: SSRN, [2016]
Kang, Sang Hoon [Author] ; Yoon, Seong-Min [Other]

The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia

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[S.l.]: SSRN, [2013]
Kang, Sang Yop [Author]; Chun, Kyung-Hoon [Author]

Korea’s Stewardship Code and the Rise of Shareholder Activism

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[S.l.]: SSRN, [2023]
Hanif, Waqas [Author]; Ko, Hee-Un [Author]; Pham, Linh [Author]; Kang, Sang Hoon [Author]

Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets

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2023

Published in: Financial innovation ; 9(2023), 1, Artikel-ID 84, Seite 1-40
Mensi, Walid [Author]; Maitra, Debasish [Author]; Vo Xuan Vinh [Author]; Kang, Sang Hoon [Author]

Asymmetric volatility connectedness among main international stock markets : a high frequency analysis

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2021

Published in: Borsa İstanbul: Borsa Istanbul Review ; 21(2021), 3 vom: Sept., Seite 291-306
Jiang, Zhuhua [Author]; Kang, Sang Hoon [Author]; Cheong, Chongcheul [Author]; Yoon, Seong-min [Author]

The effects of extreme weather conditions on Hong Kong and Shenzhen stock market returns

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2019

Published in: International Journal of Financial Studies ; 7(2019), 4/70, Seite 1-14
Jiang, Zhuhua [Author]; Kang, Sang Hoon [Author]; Cheong, Chongcheul [Author]; Yoon, Seong-min [Author]

The effects of extreme weather conditions on Hong Kong and Shenzhen stock market returns

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Basel: MDPI, 2019
Hanif, Waqas [Author]; Hernandez, Jose Arreola [Author]; Kang, Sang Hoon [Author]; Boako, Gideon [Author]; Yoon, Seong-min [Author]

Interdependence and spillovers between big oil companies and regional and global energy equity markets

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2024

Published in: International review of economics & finance ; 92(2024) vom: Apr., Seite 451-469
Mensi, Waild [Author]; Gubareva, Mariya [Author]; Al-Yahyaee, Khamis Hamed [Author]; Teplova, Tamara [Author]; Kang, Sang Hoon [Author]

Extreme connectedness between cryptocurrencies and non-fungible tokens : portfolio implications

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2024

Published in: Financial innovation ; 10(2024), Artikel-ID 71, Seite 1-27
Mensi, Walid [Author]; Ziadat, Salem Adel [Author]; Al Rababa'a, Abdel Razzaq [Author]; Vo Xuan Vinh [Author]; Kang, Sang Hoon [Author]

Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants

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2024

Published in: The quarterly review of economics and finance ; 95(2024) vom: Juni, Seite 1-17
Kang, Sang Hoon [Author]; Al Mamun, Md [Author]; Uddin, Gazi Salah [Author]; Yoon, Seong-Min [Author]

Network Connectedness, Uncertainty and Net Spillover between Financial and Commodity Markets

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[S.l.]: SSRN, [2023]
Hanif, Waqas [Author]; Arreola Hernández, José [Author]; Troster, Victor [Author]; Kang, Sang Hoon [Author]; Yoon, Seong-Min [Author]

Nonlinear Dependence and Spillovers between Cryptocurrency and Global/Regional Equity Markets

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[S.l.]: SSRN, [2023]
Mensi, Walid [Author]; Gubareva, Mariya [Author]; Ko, Hee-Un [Author]; Vo Xuan Vinh [Author]; Kang, Sang Hoon [Author]

Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets

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2023

Published in: Financial innovation ; 9(2023), 1, Artikel-ID 92, Seite 1-27
Arnell, Linn [Author]; Engström, Emma [Author]; Uddin, Mohammed Gazi Salah [Author]; Hasan, Md. Bokhtiar [Author]; Kang, Sang Hoon [Author]

Volatility spillovers, structural breaks and uncertainty in technology sector markets

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2023

Published in: Financial innovation ; 9(2023), 1, Artikel-ID 106, Seite 1-31
Mensi, Walid [Author]; Al Kharusi, Sami [Author]; Vo Xuan Vinh [Author]; Kang, Sang Hoon [Author]

Frequency connectedness and spillovers among oil and Islamic sector stock markets : portfolio hedging implications

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2022

Published in: Borsa İstanbul: Borsa Istanbul Review ; 22(2022), 6 vom: Nov., Seite 1098-1117
Shahzad, Syed Jawad Hussain [Author]; Bouri, Elie [Author]; Kang, Sang Hoon [Author]; Saeed, Tareq [Author]

Regime specific spillover across cryptocurrencies and the role of COVID-19

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2021

Published in: Financial innovation ; 7(2021), Artikel-ID 5, Seite 1-24
Shahzad, Syed Jawad Hussain [Author]; Bouri, Elie [Author]; Kang, Sang Hoon [Author]; Saeed, Tareq [Author]

Regime specific spillover across cryptocurrencies and the role of COVID-19

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Heidelberg: Springer, 2021
Adams, Don [Contributor]; Brandt, Vincent [Contributor]; Chang, Yun Shik [Contributor]; Cho, Kah-Kyung [Contributor]; Chung, Joseph Sang-hoon [Contributor]; Ch’oe, Yōng-ho [Contributor]; Ginsburgs, George [Contributor]; Kang, Hugh H. W. [Contributor]; Kim, C. I. Eugene [Contributor]; Kim, Chin [Contributor]; Kim, Chin-W [Contributor]; Kim, Han-Kyo [Contributor]; Kim, Han-Kyo [Editor]; Koh, B. C. [Contributor]; Lee, Lena Kim [Contributor]; Lee, Peter H. [Contributor]; Lew, Young Ick [Contributor]; Macmillan, Michael E. [Contributor]; McCune, Shannon [Contributor]; Park, Seong Rae [Contributor]; Pearson, Richard [Contributor]; Suh, Dae-Sook [Contributor]

Studies on Korea : A Scholar's Guide

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Honolulu: University of Hawaii Press, [2022]

Published in: Korean Studies

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