Access Statistics for Seong-Min Yoon

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric? 0 0 0 0 2 3 6 6
Dynamic spillovers among major energy and cereal commodity prices 0 0 2 45 1 5 21 136
Dynamical Behavior of Continuous Tick Data in Futures Exchange Market 0 0 0 14 0 0 0 79
Dynamical Minority Games in Futures Exchange Markets 0 0 0 8 0 0 1 39
Dynamical Stochastic Processes of Returns in Financial Markets 0 0 0 16 0 0 1 56
Dynamical Structures of High-Frequency Financial Data 0 0 0 31 0 0 3 85
Dynamical Volatilities for Yen-Dollar Exchange Rates 0 1 2 8 0 1 5 32
Herd Behavior of Returns in the Futures Exchange Market 0 0 0 12 0 0 2 51
Herd Behaviors in Financial Markets 0 0 1 8 0 0 5 40
Herd Behaviors in the Stock and Foreign Exchange Markets 1 2 2 11 1 2 4 45
Inflation cycle synchronization in ASEAN countries 0 0 0 0 1 6 6 6
Modelling and forecasting the volatility of petroleum futures prices 0 1 2 28 4 13 32 119
Multifractal Features in the Foreign Exchange and Stock Markets 0 0 0 25 0 0 3 58
Multifractal Measures for the Yen-Dollar Exchange Rate 0 0 0 10 0 0 2 43
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 0 2 33 0 2 38 102
OPEC News and Jumps in the Oil Market 1 15 15 15 1 8 8 8
OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 24 2 3 13 72
Phase Transition of Dynamical Herd Behaviors in Financial Markets 0 0 0 16 0 0 1 58
Power Law Distributions for Stock Prices in Financial Markets 0 1 1 44 0 2 3 106
Power Law Distributions in Korean Household Incomes 0 0 0 12 0 0 3 62
Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate 0 0 2 8 1 1 13 52
Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries 2 4 21 96 4 9 47 170
The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories 0 0 0 0 0 0 1 1
Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks 0 0 0 0 0 1 9 14
Volatility and Returns in Korean Futures Exchange Markets 0 0 0 14 0 0 1 55
Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies 0 0 0 0 0 0 2 2
Zipf's Law Distributions for Korean Stock Prices 0 1 1 13 0 2 9 61
Total Working Papers 4 25 51 491 17 58 239 1,558


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets 0 0 0 5 1 1 3 22
A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices 0 0 0 14 1 2 8 47
A wavelet analysis of co-movements in Asian gold markets 0 0 2 7 1 3 15 39
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 0 6 1 2 5 18
Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach 1 1 1 1 1 2 2 2
Are exchange rates interdependent? Evidence using wavelet analysis 0 0 2 7 0 1 9 24
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric? 0 2 2 2 2 7 9 9
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models 0 1 2 12 2 8 22 59
Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach 0 0 0 0 1 3 4 4
Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market 0 1 3 7 0 2 11 46
Can We Predict Exchange Rate Movements at Short Horizons? 0 0 0 0 0 0 3 49
Changes of firm size distribution: The case of Korea 0 0 0 21 0 0 1 58
Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market 0 0 0 1 0 1 5 46
Cross-country determinants of economic policy uncertainty spillovers 2 6 17 43 6 14 49 123
Directional spillover effects between ASEAN and world stock markets 0 2 4 4 2 5 13 13
Dynamic connectedness network in economic policy uncertainties 0 1 6 8 0 4 18 29
Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets 0 0 0 0 0 5 6 6
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets 0 3 23 58 2 13 63 198
Dynamic spillovers among major energy and cereal commodity prices 0 2 5 43 1 4 16 168
Dynamic spillovers between Shanghai and London nonferrous metal futures markets 0 2 2 5 2 5 6 36
Dynamical stochastic processes of returns in financial markets 0 0 0 3 0 0 1 17
Dynamical structures of high-frequency financial data 0 0 0 2 0 0 0 15
Dynamical volatilities for yen–dollar exchange rates 0 0 0 2 0 0 4 15
Dynamics of the minority game for patients 0 0 0 2 0 0 2 17
Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets 1 2 9 12 4 10 38 52
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 0 0 3 3 4 6 15 15
FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis 1 5 7 7 3 11 17 17
FORECASTING LONG-MEMORY VOLATILITY OF THE AUSTRALIAN FUTURES MARKET 0 0 0 25 0 0 0 70
Financial crises and dynamic spillovers among Chinese stock and commodity futures markets 0 0 0 0 0 1 2 2
Forecasting volatility of crude oil markets 2 5 21 258 4 10 61 679
Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis 1 2 6 21 2 6 24 59
Herd behaviors in the stock and foreign exchange markets 1 1 2 6 3 3 8 31
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process 0 0 4 43 0 2 27 186
Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching 0 2 5 12 0 4 11 37
Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea 0 5 69 78 25 88 413 450
Impact of oil price risk on sectoral equity markets: Implications on portfolio management 0 0 3 8 1 5 26 58
Inflation cycle synchronization in ASEAN countries 0 1 1 1 0 5 5 5
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 2 3 4 4 2 6 18 18
Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market 0 0 2 18 1 2 8 63
Investor Sentiment and Herding Behavior in the Korean Stock Market 0 2 2 2 1 9 9 9
Long memory features in the high frequency data of the Korean stock market 0 0 0 5 0 2 4 45
Long memory properties in return and volatility: Evidence from the Korean stock market 0 1 3 15 0 3 8 66
Long memory volatility in Chinese stock markets 0 0 0 8 0 2 5 55
Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets 0 0 5 9 1 2 12 33
Modeling and Forecasting the Volatility of Eastern European Emerging Markets 0 0 0 1 0 0 2 12
Modeling and forecasting the volatility of petroleum futures prices 0 0 4 77 1 3 24 252
Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets 0 0 0 8 0 1 9 47
Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets 0 1 2 4 0 5 15 27
Monotone strong increases in risk and their comparative statics 0 0 0 10 0 0 1 39
Multi-scale causality and extreme tail inter-dependence among housing prices 0 0 1 4 0 2 12 34
Multifractal features of financial markets 0 1 1 2 0 1 5 27
Network connectedness and net spillover between financial and commodity markets 0 1 9 11 3 8 39 47
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 2 11 11 2 12 44 44
OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach 0 0 1 3 0 2 12 26
Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates 0 0 0 2 0 2 6 24
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements 0 0 0 25 0 1 15 125
Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China 0 0 1 4 1 1 5 16
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate 0 1 1 52 4 7 15 146
Structural changes and volatility transmission in crude oil markets 0 1 1 15 0 2 12 59
Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns 0 0 0 4 0 1 12 36
The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns 0 3 6 6 1 10 26 26
The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia 0 0 1 3 0 0 6 27
The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories 0 0 2 2 1 2 11 11
Time-frequency co-movements between the largest nonferrous metal futures markets 0 0 3 4 0 2 22 23
Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks 0 1 2 7 0 4 19 44
VALUE-AT-RISK ANALYSIS OF KOSPI 200 SECTOR INDICES 0 0 0 28 0 0 4 110
VOLATILITY DYNAMICS OF EURO–DOLLAR FOREIGN EXCHANGE MARKET 0 0 2 29 0 0 3 99
Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation 0 0 0 5 0 1 8 36
Weather effects on returns: Evidence from the Korean stock market 1 1 2 32 1 3 25 109
Weather effects on the returns and volatility of the Shanghai stock market 0 0 2 18 0 5 18 91
What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach 0 1 7 9 1 2 30 36
Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies 0 0 0 0 0 2 3 3
Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies 0 0 1 1 0 2 7 7
Why cryptocurrency markets are inefficient: The impact of liquidity and volatility 0 0 1 1 3 9 12 12
Total Journal Articles 12 63 276 1,166 92 349 1,408 4,605


Statistics updated 2020-09-04