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국제유가와 미국 달러화 가치 관계에 대한 실증연구
윤성민
2015년
활용도 Analysis
논문 Analysis
연구자 Analysis
활용도 Analysis
논문 Analysis
연구자 Analysis
활용도
공유도
영향력
논문상세정보
저자
윤성민
제어번호
101600976
학술지명
Journal of the Korean Data Analysis Society
권호사항
Vol. 17 No. 2 [ 2015 ]
발행처
한국자료분석학회
자료유형
학술저널
수록면
775-784
언어
Korean
출판년도
2015
등재정보
KCI등재
판매처
주제어
국제유가
미국 달러화 가치
장기기억 특성.
헤븐
헤지
참고문헌( 64)
유사주제 논문( 59)
헤지 30건
국제유가 29건
인용/피인용
국제유가와 미국 달러화 가치 관계에 대한 실증연구
' 국제유가와 미국 달러화 가치 관계에 대한 실증연구' 의 주제별 논문영향력
논문영향력 요약
주제
국제유가
미국 달러화 가치
장기기억 특성.
헤븐
헤지
동일주제 총논문수
논문피인용 총횟수
주제별 논문영향력의 평균
64
0
0.0%
자세히
주제별 논문영향력
논문영향력
주제
주제별 논문수
주제별 피인용횟수
주제별 논문영향력
주제어
국제유가
30
0
0.0%
미국 달러화 가치
1
0
0.0%
장기기억 특성.
1
0
0.0%
헤븐
1
0
0.0%
헤지
31
0
0.0%
계
64
0
0.0%
* 다른 주제어 보유 논문에서 피인용된 횟수
0
닫기
' 국제유가와 미국 달러화 가치 관계에 대한 실증연구'
의 참고문헌
한국주식시장의 확률적 변동성에 대한 장기기억 특성
이정형
Journal of The Korean Data Analysis Society 11 (4) : 1979 ~ 1990
[2009]
한국주식시장의 확률적 변동성에 대한 장기기억 특성
이정형
Journal of The Korean Data Analysis Society 11 4 1979-1990
[2009]
한국선물시장의 수익률과 변동성에 대한 장기기억 특성
이정형
Journal of The Korean Data Analysis Society 6 (4) : 1063 ~ 1072
[2004]
한국선물시장의 수익률과 변동성에 대한 장기기억 특성
이정형
Journal of The Korean Data Analysis Society 6 4 1063-1072
[2004]
Y2K fears and safe haven trading of the U. S. dollar
Kaul, A.
Journal of International Money and Finance 25 (5) : 760 ~ 779
[2006]
Y2K fears and safe haven trading of the U. S. dollar
Kaul, A.
Journal of International Money and Finance 25 5 760-779
[2006]
The curious case of the Yen as a safe haven currency: a forensic analysis
Botman, D.
[2013]
The curious case of the Yen as a safe haven currency: a forensic analysis
Botman, D.
-
[2013]
Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root?
Kwiatkowski, D.
Journal of Econometrics 54 1-3 159-178
[1992]
Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?
Kwiatkowski, D.
Journal of Econometrics 54 (1-3) : 159 ~ 178
[1992]
Testing for a unit root in time series regression
Phillips, P. C. B.
Biometrica 75 2 335-346
[1988]
Testing for a Unit Root in Time Series Regression
Phillips, P. C. B.
Biometrica 75 (2) : 335 ~ 346
[1988]
Safe haven currencies
Ranaldo, A.
Review of Finance 14 (3) : 385 ~ 407
[2010]
Safe haven currencies
Ranaldo, A.
Review of Finance 14 3 385-407
[2010]
On the economic determinants of the gold-inflation relation
Batten, J. A.
Resources Policy 41 : 101 ~ 108
[2014]
On the economic determinants of the gold-inflation relation
Batten, J. A.
Resources Policy 41 101-108
[2014]
On financial risk and the safe haven characteristics of Swiss franc exchange rates
Grisse, C.
[2013]
On financial risk and the safe haven characteristics of Swiss franc exchange rates
Grisse, C.
-
[2013]
On a measure of a lack of fit in time series models
Ljung, G. M.
Biometrika 65 (2) : 297 ~ 303
[1978]
On a measure of a lack of fit in time series models
Ljung, G. M.
Biometrika 65 2 297-303
[1978]
Oil and stock returns : frequency domain evidence, Journal of International Financial Markets
Ciner, C.
Institutions and Money 23 : 1 ~ 11
[2013]
Oil and stock returns : frequency domain evidence, Journal of International Financial Markets
Ciner, C.
Institutions and Money 23 1-11
[2013]
Modelling the persistence of conditional variances
Engle, R. F.
Econometric Reviews 5 (1) : 1 ~ 50
[1986]
Modelling the Persistence of Conditional Variances
Engle, R. F.
Econometric Reviews 5 1 1-50
[1986]
Modelling oil price and exchange rate co-movements
Reboredo, J. C.
Journal of Policy Modeling 34 (3) : 419 ~ 440
[2012]
Modelling oil price and exchange rate co-movements
Reboredo, J. C.
Journal of Policy Modeling 34 3 419-440
[2012]
Long-Run Economic Relationships: Readings in Cointegration
MacKinnon, J. G.
Oxford University Press : 266 ~ 276
[1991]
Long-Run Economic Relationships: Readings in Cointegration
MacKinnon, J. G.
266-276
[1991]
Is gold a safe haven? International evidence
Baur, D. G.
Journal of Banking & Finance 34 (8) : 1886 ~ 1898
[2010]
Is gold a safe haven? International evidence
Baur, D. G.
Journal of Banking & Finance 34 8 1886-1898
[2010]
Is gold a safe haven or a hedge for the US dollar? Implications for risk management
Reboredo, J. C.
Journal of Banking & Finance 37 (8) : 2665 ~ 2676
[2013]
Is gold a safe haven or a hedge for the US dollar? Implications for risk management
Reboredo, J. C.
Journal of Banking & Finance 37 8 2665-2676
[2013]
Is gold a hedge or a safe haven? Evidence from inflation and stock market
Dee, J.
International Journal of Development and Sustainability 2 (1) : 12 ~ 27
[2013]
Is gold a hedge or a safe haven? Evidence from inflation and stock market
Dee, J.
International Journal of Development and Sustainability 2 1 12-27
[2013]
Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold
Baur, D. G.
Financial Review 45 (2) : 217 ~ 229
[2010]
Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold
Baur, D. G.
Financial Review 45 2 217-229
[2010]
Impact of Sudden Changes on Volatility Persistence and Asymmetry in Chinese Stock Markets
윤성민
Journal of The Korean Data Analysis Society 14 (6) : 2877 ~ 2887
[2012]
Impact of Sudden Changes on Volatility Persistence and Asymmetry in Chinese Stock Markets
윤성민
Journal of The Korean Data Analysis Society 14 6 2877-2887
[2012]
Gold investment as an inflationary hedge: Cointegration evidence with allowance for endogenous structural breaks
Worthington, A. C.
Applied Financial Economics Letters 3 : 259 ~ 262
[2007]
Gold investment as an inflationary hedge : cointegration evidence with allowance for endogenous structural breaks
Worthington, A. C.
Applied Financial Economics Letters 3 259-262
[2007]
Gold as an inflation hedge in a time-varying coefficient framework
Beckmann, J.
North American Journal of Economics and Finance 24 : 208 ~ 222
[2013]
Gold as an inflation hedge in a time-varying coefficient framework
Beckmann, J.
North American Journal of Economics and Finance 24 208-222
[2013]
Gold as an inflation hedge : a comparative study of six major industrial countries
Chua, J.
Journal of Business Finance & Accounting 9 (2) : 191 ~ 197
[1982]
Gold as an inflation hedge : a comparative study of six major industrial countries
Chua, J.
Journal of Business Finance & Accounting 9 2 191-197
[1982]
Gold as a hedge against the dollar, Journal of International Financial Markets
Capie, F.
Institutions and Money 15 (4) : 343 ~ 352
[2005]
Gold as a hedge against the dollar, Journal of International Financial Markets
Capie, F.
Institutions and Money 15 4 343-352
[2005]
Gold and exchange rates : downside risk and hedging at different investment horizons
Reboredo, J. C.
International Review of Economics & Finance 34 : 267 ~ 279
[2014]
Gold and exchange rates : downside risk and hedging at different investment horizons
Reboredo, J. C.
International Review of Economics & Finance 34 267-279
[2014]
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T.
Journal of Econometrics 31 3 307-327
[1986]
Generalized Autoregressive Conditional Heteroskedasticity
Bollerslev, T.
Journal of Econometrics 31 (3) : 307 ~ 327
[1986]
Fractionally Integrated Generalized Autoregressive Conditional Heteroskedasticity
Baillie, R. T.
Journal of Econometrics 74 (1) : 3 ~ 30
[1996]
Fractionally Integrated Generalized Autoregressive Conditional Heteroskedasticity
Baillie, R. T.
Journal of Econometrics 74 1 3-30
[1996]
Forecasting Volatility of Korean Futures Market
강상훈
Journal of The Korean Data Analysis Society 11 (5) : 2357 ~ 2366
[2009]
Forecasting Volatility of Korean Futures Market
강상훈
Journal of The Korean Data Analysis Society 11 5 2357-2366
[2009]
Distribution of the estimators for autoregressive time series with a unit root
Dickey, D. A.
Journal of American Statistical Association 74 366 427-431
[1979]
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Dickey, D. A.
Journal of American Statistical Association 74 (366) : 427 ~ 431
[1979]
Changes in Long Memory Feature and Informational Efficiency of Energy Commodity Markets
강상훈
Journal of The Korean Data Analysis Society 15 (6) : 2923 ~ 2935
[2013]
Changes in Long Memory Feature and Informational Efficiency of Energy Commodity Markets
강상훈
Journal of The Korean Data Analysis Society 15 6 2923-2935
[2013]
Can gold hedge and preserve value when the US dollar depreciates?
Reboredo, J. C.
Economic Modelling 39 : 168 ~ 173
[2014]
Can gold hedge and preserve value when the US dollar depreciates?
Reboredo, J. C.
Economic Modelling 39 168-173
[2014]
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Engle, R. F.
Econometrica 50 (4) : 987 ~ 1007
[1982]
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Engle, R. F.
Econometrica 50 4 987-1007
[1982]
Analysis of the Intraday Volatility Spillover Effect between the KOSPI 200 Spot and Futures Markets using a FIGARCH-DCC Model
강상훈
윤성민
Journal of The Korean Data Analysis Society 16 (2) : 601 ~ 611
[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]
' 국제유가와 미국 달러화 가치 관계에 대한 실증연구'
의 유사주제(
) 논문