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
Dynamic spillovers among major energy and cereal commodity prices 0 0 3 43 0 1 13 111
Dynamical Behavior of Continuous Tick Data in Futures Exchange Market 0 0 0 14 0 0 2 79
Dynamical Minority Games in Futures Exchange Markets 0 0 0 8 0 0 2 38
Dynamical Stochastic Processes of Returns in Financial Markets 0 0 0 16 0 0 1 55
Dynamical Structures of High-Frequency Financial Data 0 0 0 31 0 0 2 82
Dynamical Volatilities for Yen-Dollar Exchange Rates 0 0 0 6 0 0 1 27
Herd Behavior of Returns in the Futures Exchange Market 0 0 0 12 0 0 2 48
Herd Behaviors in Financial Markets 0 0 0 7 1 1 4 35
Herd Behaviors in the Stock and Foreign Exchange Markets 0 0 0 9 1 1 2 40
Modelling and forecasting the volatility of petroleum futures prices 0 0 6 26 0 6 25 87
Multifractal Features in the Foreign Exchange and Stock Markets 0 0 0 25 0 1 2 55
Multifractal Measures for the Yen-Dollar Exchange Rate 0 0 0 10 0 0 0 41
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 1 9 29 2 7 35 54
OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 24 1 4 14 58
Phase Transition of Dynamical Herd Behaviors in Financial Markets 0 0 0 16 0 0 0 57
Power Law Distributions for Stock Prices in Financial Markets 0 0 0 43 0 0 2 102
Power Law Distributions in Korean Household Incomes 0 0 0 12 0 0 2 59
Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate 0 0 4 5 1 11 26 37
Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries 4 26 62 62 11 47 87 87
Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks 0 0 0 0 2 3 3 3
Volatility and Returns in Korean Futures Exchange Markets 0 0 0 14 0 0 1 54
Zipf's Law Distributions for Korean Stock Prices 0 0 0 12 0 0 3 50
Total Working Papers 4 27 84 424 19 82 229 1,259


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 1 1 5 0 1 2 18
A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices 1 1 5 14 1 2 17 37
A wavelet analysis of co-movements in Asian gold markets 0 0 2 4 0 2 12 21
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 1 6 0 2 5 12
Are exchange rates interdependent? Evidence using wavelet analysis 0 2 4 5 0 2 7 15
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models 0 1 1 10 3 6 8 36
Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market 1 1 1 4 1 2 3 32
Can We Predict Exchange Rate Movements at Short Horizons? 0 0 0 0 0 1 4 45
Changes of firm size distribution: The case of Korea 0 1 1 21 0 1 2 57
Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market 0 0 0 1 0 0 1 41
Cross-country determinants of economic policy uncertainty spillovers 1 4 12 24 2 11 37 69
Dynamic connectedness network in economic policy uncertainties 0 0 1 1 0 1 4 4
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets 0 1 11 31 1 7 49 125
Dynamic spillovers among major energy and cereal commodity prices 0 2 9 33 2 9 36 146
Dynamic spillovers between Shanghai and London nonferrous metal futures markets 1 1 1 3 2 3 10 27
Dynamical stochastic processes of returns in financial markets 0 0 0 3 0 0 1 16
Dynamical structures of high-frequency financial data 0 0 1 2 0 0 2 15
Dynamical volatilities for yen–dollar exchange rates 0 0 0 2 0 0 1 11
Dynamics of the minority game for patients 1 1 1 2 1 1 1 15
Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets 0 0 1 1 2 7 10 10
FORECASTING LONG-MEMORY VOLATILITY OF THE AUSTRALIAN FUTURES MARKET 0 1 1 25 0 1 2 70
Forecasting volatility of crude oil markets 3 7 22 233 7 24 65 602
Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis 0 1 5 14 0 2 10 33
Herd behaviors in the stock and foreign exchange markets 0 0 1 4 0 0 2 21
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process 1 1 2 38 1 3 15 152
Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching 1 2 4 7 7 9 17 25
Impact of oil price risk on sectoral equity markets: Implications on portfolio management 0 0 4 4 2 6 28 28
Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market 0 1 1 15 0 1 8 54
Long memory features in the high frequency data of the Korean stock market 0 0 1 5 0 0 1 40
Long memory properties in return and volatility: Evidence from the Korean stock market 0 0 2 12 2 2 5 58
Long memory volatility in Chinese stock markets 0 0 2 8 0 1 7 50
Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets 0 0 0 4 1 1 5 20
Modeling and Forecasting the Volatility of Eastern European Emerging Markets 0 0 0 0 1 1 2 8
Modeling and forecasting the volatility of petroleum futures prices 1 2 4 71 1 4 25 225
Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets 0 0 0 7 1 1 4 37
Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets 0 2 2 2 2 6 9 9
Monotone strong increases in risk and their comparative statics 0 0 0 10 0 2 4 37
Multi-scale causality and extreme tail inter-dependence among housing prices 0 0 1 2 0 2 14 19
Multifractal features of financial markets 1 1 1 1 1 1 1 21
OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach 0 2 2 2 1 7 12 12
Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates 0 0 0 2 0 1 1 18
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 1 24 1 3 7 106
Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China 2 2 3 3 2 5 9 9
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate 0 1 4 50 0 2 9 128
Structural changes and volatility transmission in crude oil markets 0 0 0 14 0 1 2 46
Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns 0 0 0 4 0 0 1 18
The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia 0 0 1 2 0 1 5 18
Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks 0 1 4 5 0 6 16 22
VALUE-AT-RISK ANALYSIS OF KOSPI 200 SECTOR INDICES 0 0 0 28 0 0 0 106
VOLATILITY DYNAMICS OF EURO–DOLLAR FOREIGN EXCHANGE MARKET 0 0 0 27 0 0 1 95
Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation 0 0 0 4 0 1 2 24
Weather effects on returns: Evidence from the Korean stock market 2 2 3 30 4 4 7 84
Weather effects on the returns and volatility of the Shanghai stock market 1 1 1 16 1 3 11 70
Total Journal Articles 17 43 125 845 50 159 519 3,017


Statistics updated 2019-06-03