연구동향 분석

금과 KOSPI 및 VKOSPI간의 상호 관계에 관한 실증적 분석

이상원(Sang-Won Lee) 2014년

논문상세정보
인용/피인용
' 금과 KOSPI 및 VKOSPI간의 상호 관계에 관한 실증적 분석' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • 산업경제 일반
  • gold
  • granger causality
  • impulse response function
  • variance decomposition
  • vecm
  • vkospi
  • 그랜저 인과관계
  • 금(gold)
  • 분산분해 분석
  • 충격반응 함수
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
1,868 2

0.0%

' 금과 KOSPI 및 VKOSPI간의 상호 관계에 관한 실증적 분석' 의 참고문헌

  • 금융시장과 실물경제간의 파급효과 : 주식, 채권, 유가, BDI를 대상으로
    한덕희 金融工學硏究 8 (4) : 1 ~ 23 [2009]
  • 금융시계열분석
    김명직 경문사 [2002]
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    문규현 산업경제연구 22 (3) : 1423 ~ 1438 [2009]
  • 구조변화시점을 중심으로 금시장의 현선물간 선도/지연효과
    황인태 산업경제연구 23 (4) : 1665 ~ 1684 [2010]
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    홍은주 여성경제연구 9 (2) : 127 ~ 162 [2012]
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    Anand, R. Procedia Economics and Finance 1 : 24 ~ 33 [2012]
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    Granger, W. C. Econometrica : 424 ~ 438 [1969]
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    Miyazaki, T. Economics Bulletin 32 (1) : 37 ~ 50 [2012]
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    Chang, C. North American Journal of Economics and Finance 26 : 227 ~ 235 [2013]
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    Chan, K. F. Journal of Banking and Finance 35 : 1415 ~ 1426 [2011]
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    Shafiee, S. Resource Policy 35 : 178 ~ 189 [2010]