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A Study on the Structural Change of Asian Stock Market after Global Financial Crisis
홍성주
임상수
2022년
활용도 Analysis
논문 Analysis
연구자 Analysis
활용도 Analysis
논문 Analysis
연구자 Analysis
활용도
공유도
영향력
논문상세정보
저자
홍성주
임상수
제어번호
108193422
학술지명
질서경제저널
권호사항
Vol. 25 No. 2 [ 2022 ]
발행처
한국질서경제학회
자료유형
학술저널
수록면
23-47 ( 25쪽)
언어
English
출판년도
2022
등재정보
KCI등재
판매처
주제어
Asymmetry
Spillover Effect
GJR-GARCH
Global Financial Crisis
글로벌 금융위기
비대칭성
유출효과
참고문헌( 21)
유사주제 논문( 581)
글로벌 금융위기 159건
global financial crisis 138건
비대칭성 123건
Asymmetry 99건
Spillover Effect 41건
gjr-garch 18건
유출효과 3건
인용/피인용
A Study on the Structural Change of Asian Stoc ...
' A Study on the Structural Change of Asian Stock Market after Global Financial Crisis' 의 주제별 논문영향력
논문영향력 요약
주제
Asymmetry
Spillover Effect
gjr-garch
global financial crisis
글로벌 금융위기
비대칭성
유출효과
동일주제 총논문수
논문피인용 총횟수
주제별 논문영향력의 평균
586
0
0.0%
자세히
주제별 논문영향력
논문영향력
주제
주제별 논문수
주제별 피인용횟수
주제별 논문영향력
주제어
Asymmetry
100
0
0.0%
Spillover Effect
42
0
0.0%
gjr-garch
19
0
0.0%
global financial crisis
139
0
0.0%
글로벌 금융위기
160
0
0.0%
비대칭성
124
0
0.0%
유출효과
4
0
0.0%
계
588
0
0.0%
* 다른 주제어 보유 논문에서 피인용된 횟수
0
닫기
' A Study on the Structural Change of Asian Stock Market after Global Financial Crisis'
의 참고문헌
“Equity market contagion during the global financial crisis”, Evidence from the world’s eight largest economies
Dungey, M.
[2014]
Who moves East Asian stock markets? The role of the 2007–2009global financial crisis
Wang, L.
[2014]
Volatility spillovers across stock index futures in asian markets: evidence from range volatility estimators
Yarovaya, L.
[2016]
Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis
NATALIA VALLS
[2012]
The impact of the US economy on the Asia-Pacific region: does it matter?
Hsiao Frank, S. T.
[2003]
Testing for a unit root in time series regression
Phillips, P. C.
[1988]
Response Asymmetry in Return and Volatility Spillover from the US to Indian Stock Market
Badhani, K. N.
[2009]
Quantitative easing and volatility spillovers across countries and asset classes
Yang, Z.
[2016]
Portfolio Selection
Markowitz , H.
[1952]
On the relation between expected value and the volatility of the nominal excess return on stocks
Glosten, L.
[1993]
On a measure of lack of fit in time series models
Ljung, G. M.
[1978]
Modelling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Y.
[2013]
Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence
Theodossiou, P.
[1993]
International Transmission of Stock Market Movements
Eun, C. S.
[1989]
Financial comovement and spillover effect of global financial crisis: A study of emerging Asian financial markets
Gulzar, S.
[2019]
Distribution of the estimators for autoregressive time series with a unit root
Dickey, D. A.
[1979]
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Engle , R. F.
[1982]
Asymmetries in the Conditional Mean and the Conditional Variance: Evidence from Nine Stock Markets
Koutmos, G.
[1998]
Asymmetric Reverting Behavior of Short-Horizon Stock Returns: An Evidence of Stock Market Overreaction
Nam, K.
[2001]
An empirical examination of linkages between Pacific-Basin stock markets
Janakiramanan, S.
[1998]
An Investigation of Return and Volatility Linkages among Stock Markets: A Study of Emerging Asian and Selected Developed Countries
Roni Bhowmik
[2018]
' A Study on the Structural Change of Asian Stock Market after Global Financial Crisis'
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