연구동향 분석

The Impact of Global Volatility on Asian Financial Markets

윤성민 강상훈 최기홍 2014년

논문상세정보
인용/피인용
' The Impact of Global Volatility on Asian Financial Markets' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • asianfinancialmarkets
  • impulseresponsefunction.
  • var model
  • volatility index
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
76 1

0.0%

' The Impact of Global Volatility on Asian Financial Markets' 의 참고문헌

  • 유가 충격에 따른 국내주식시장의 비대칭적 변동성과 요인분석
    정세미 Journal of The Korean Data Analysis Society 13 6 3153-3162 [2011]
  • 옵션내재변동성의 정보효과에 관한 실증연구
    김태우 Journal of The Korean Data Analysis Society 7 5 1801-1823 [2005]
  • 선물거래가 주식시장 변동성의 크기 및 비대칭성에 미치는 영향
    강상훈 Journal of The Korean Data Analysis Society 10 3 1629-1643 [2008]
  • Understanding the VIX
    Whaley, R. E. Journal of Portfolio Management 35 3 98-105 [2009]
  • The Investor Fear Gauge
    Whaley, R. E. Journal of Portfolio Management 26 3 12-17 [2000]
  • The Greek Implied Volatility Index: Construction and Properties
    Skiadopoulos, G. Applied Financial Economics 14 16 1187-1196 [2004]
  • Predicting Regime Switches in the VIX Index with Macroeconomic Variables
    Baba, N. Applied Economics Letters 18 15 1415-1419 [2011]
  • Nonlinear Dynamics Between the Investor Fear Gauge and Market Index in the Emerging Taiwan Equity Market
    Lu, Y. -C. Emerging Markets Finance and Trade 48 171-191 [2012]
  • Modelling the Risk-Return Relation for the S&P 100: The Role of VIX
    Kanas, A. Economic Modelling 29 3 795-809 [2012]
  • Is VIX an Investor Fear Gauge in BRIC Equity Markets?
    Sarwar, G. Journal of Multinational Financial Management 22 3 55-65 [2012]
  • Investor Sentiment and Stock Returns : Evidence from Turkey
    Canbaş, S. Emerging Markets Finance & Trade 45 4 36-52 [2009]
  • Exchange Rates and Global Volatility: Implications for Asia-Pacific Currencies
    Cairns, J. BIS Quarterly Review 41-52 [2007]
  • Examining the Return-Volatility Relation for Foreign Exchange : Evidence from the Euro VIX
    Daigler, R. T. Journal of Futures Markets 34 1 74-92 [2014]
  • Analysis of the Intraday Volatility Spillover Effect between the KOSPI 200 Spot and Futures Markets using a FIGARCH-DCC Model
    강상훈 Journal of The Korean Data Analysis Society 16 2 601-611 [2014]
  • A Jump Diffusion Model for VIX Volatility Options and Futures
    Psychoyios, D. Review of Quantitative Finance and Accounting 35 3 245-269 [2010]