Seong-Min Yoon

Department of Economics, Pusan National University

Professor

IPAG Business School

184 BD Saint Germain

Paris, 75006

France

SCHOLARLY PAPERS

4

DOWNLOADS

29

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

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 (537,832)

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

2.

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 (649,177)
Citation 1

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

3.

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

4.

Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models

Review of International Economics, Vol. 24, Issue 1, pp. 1-19, 2016
Number of pages: 19 Posted: 20 Jan 2016
Al-Imam Muhammad Ibn Saud Islamic University, Montpellier Business School, Department of Economics, Pusan National University and IPAG Business School
Downloads 0 (710,365)
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