Sang Hoon Kang

Pusan National University

mulgeumup beomyeli

Pusan 609-735, 50612

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

5

DOWNLOADS

204

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (5)

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 175 (183,793)

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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 23 (538,373)

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

3.

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
Sang Hoon Kang and Seong-Min Yoon
Pusan National University and Department of Economics, Pusan National University
Downloads 6 (649,754)
Citation 1

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Eastern European, Emerging Market, Volatility, Long Memory, FIGARCH, DM Test

4.

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

Posted: 14 Jun 2018
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

5.

Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting

The World Economy, Vol. 39, Issue 11, pp. 1703-1727, 2016
Number of pages: 25 Posted: 10 Nov 2016
Montpellier Business School, Pusan National University and IPAG Business School
Downloads 0 (711,284)
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