연구동향 분석

국제유가와 미국 달러화 가치 관계에 대한 실증연구

윤성민 2015년

논문상세정보
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' 국제유가와 미국 달러화 가치 관계에 대한 실증연구' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • 국제유가
  • 미국 달러화 가치
  • 장기기억 특성.
  • 헤븐
  • 헤지
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
64 0

0.0%

' 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]