Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Hee-Un Ko"'
Publikováno v:
Financial Innovation, Vol 9, Iss 1, Pp 1-27 (2023)
Abstract This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin, Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity markets. Using the cross-quantilogram method and quantile
Externí odkaz:
https://doaj.org/article/57d3357469864c33be539711e35a3b6e
Publikováno v:
Financial Innovation, Vol 9, Iss 1, Pp 1-40 (2023)
Abstract This study examines the connectedness in high-order moments between cryptocurrency, major stock (U.S., U.K., Eurozone, and Japan), and commodity (gold and oil) markets. Using intraday data from 2020 to 2022 and the time and frequency connect
Externí odkaz:
https://doaj.org/article/fe5a0b0e2faf480bba1fec5e79241186
Publikováno v:
Economic Analysis and Policy. 77:558-580
This paper examines frequency dynamic spillovers in return and volatility and the hedging ability of Green Bonds, gold, silver, oil, the US dollar index, and volatility index against downside US stock prices before and during the COVID-19 pandemic ou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::619125dae40cf82b4207403f46f2bd41
https://doi.org/10.1016/j.eap.2022.12.010
https://doi.org/10.1016/j.eap.2022.12.010
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fb8f0a37ca9be8327b1688e7053f638f
https://doi.org/10.2139/ssrn.4135103
https://doi.org/10.2139/ssrn.4135103
Publikováno v:
Research in International Business and Finance. 64:101810
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c62e5fb4c133c1f1e91083843bc96a9
https://doi.org/10.1016/j.ribaf.2022.101810
https://doi.org/10.1016/j.ribaf.2022.101810
Autor:
Kang Sang Hoon, Hee-Un Ko
Publikováno v:
Korean Journal of Financial Engineering. 17:37-59
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4857afcbc72035cf51d3a99afd3b7fe3
https://doi.org/10.35527/kfedoi.2018.17.4.002
https://doi.org/10.35527/kfedoi.2018.17.4.002
Autor:
Hee-Un Ko, Kang Sang Hoon
Publikováno v:
THE KOREAN JOURNAL OF FINANCIAL MANAGEMENT. 35:273-294
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dfe883bb22c35e711088aaf461010f12
https://doi.org/10.22510/kjofm.2018.35.4.011
https://doi.org/10.22510/kjofm.2018.35.4.011
Gangnam is a prime district in Korea known for its expensive real estate market due to convenient transportation, shopping and business centers, and elite schools and academies in the area. This paper examines spillovers and network connectedness in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6720e5d3c5180265816fd39fab218d36
https://hdl.handle.net/11541.2/144793
https://hdl.handle.net/11541.2/144793
Autor:
Hee-Un Ko, Kang Sang Hoon
Publikováno v:
Korean Journal of Financial Engineering. 16:25-52
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e40aa00faf0bcc56f936e8a0e14cb05d
https://doi.org/10.35527/kfedoi.2017.16.4.002
https://doi.org/10.35527/kfedoi.2017.16.4.002
Autor:
Hee-Un Ko, Kang Sang Hoon
Publikováno v:
Korean Journal of Financial Engineering. 15:117-143
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d369862720b7280f472587d58ecbedcd
https://doi.org/10.35527/kfedoi.2016.15.3.005
https://doi.org/10.35527/kfedoi.2016.15.3.005