Sang Hoon Kang

Pusan National University

mulgeumup beomyeli

Pusan 609-735, 50612

Korea, Republic of (South Korea)

  • Pusan National University

SCHOLARLY PAPERS

6

DOWNLOADS

409

TOTAL CITATIONS

1

Scholarly Papers (6)

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1.

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

Journal of East Asian Economic Integration, Vol. 15, No. 4, Winter 2011
Number of pages: 26 Posted: 30 Aug 2013
Sang Hoon Kang and Seong-Min Yoon
Pusan National University and Pusan National University
Downloads 246 (253,120)

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Bivariate GARCH-BEKK model, Global financial crisis, Stock market integration, Stock market linkage, Volatility spillover

2.

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

Korea and the World Economy, Vol. 12, No. 1 (April 2011) 1-18.
Number of pages: 18 Posted: 25 Jan 2016
Sang Hoon Kang and Seong-Min Yoon
Pusan National University and Department of Economics, Pusan National University
Downloads 57 (735,810)

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Return and volatility transmission, ADRs, Granger causality, Bivariate GARCH

3.

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

Pacific-Basin Finance Journal, Vol. 74, No. 101822, 2022
Number of pages: 62 Posted: 10 Apr 2023
Waqas Hanif, José Arreola Hernández, Victor Troster, Sang Hoon Kang and Seong-Min Yoon
University of Algarve, Tecnologico de Monterrey (ITESM), Universitat de les Illes Balears, Pusan National University and Department of Economics, Pusan National University
Downloads 49 (786,932)

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Cryptocurrency; copula; conditional value-at-risk; equity market; nonlinear dependence; spillover

4.

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

East Asian Economic Review, Vol. 13, No. 1, pp. 113-132, June 2009
Number of pages: 22 Posted: 28 Nov 2017 Last Revised: 29 Mar 2023
Sang Hoon Kang and Seong-Min Yoon
Pusan National University and Department of Economics, Pusan National University
Downloads 38 (870,065)
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Eastern European, Emerging Market, Volatility, Long Memory, FIGARCH, DM Test

5.

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

2017 Financial Markets & Corporate Governance Conference , 8th Conference on Financial Markets and Corporate Governance (FMCG) 2017
Number of pages: 23 Posted: 23 Jan 2017
Sang Hoon Kang, Md Al Mamun, Gazi Salah Uddin and Seong-Min Yoon
Pusan National University, La Trobe University - Department of Economics and Finance, Linkoping University - Department of Management and Engineering Division and Department of Economics, Pusan National University
Downloads 19 (1,062,022)

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Network connectedness analysis, Market linkages, US policy uncertainty

6.

Contagion Effects and Volatility Impulse Responses between US and Asian Stock Markets

Posted: 14 Jun 2018 Last Revised: 28 Mar 2023
Sang Hoon Kang, Hee-un Ko and Seong-Min Yoon
Pusan National University, Pusan National University - College of Business and Department of Economics, Pusan National University

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Asian stock markets, volatility spill over, volatility impulse response analysis, financial crisis