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 1 43 1 4 10 115
Dynamical Behavior of Continuous Tick Data in Futures Exchange Market 0 0 0 14 0 0 1 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 0 55
Dynamical Structures of High-Frequency Financial Data 0 0 0 31 0 0 1 82
Dynamical Volatilities for Yen-Dollar Exchange Rates 0 0 0 6 0 0 0 27
Herd Behavior of Returns in the Futures Exchange Market 0 0 0 12 0 1 3 49
Herd Behaviors in Financial Markets 0 0 0 7 0 0 4 35
Herd Behaviors in the Stock and Foreign Exchange Markets 0 0 0 9 0 1 2 41
Modelling and forecasting the volatility of petroleum futures prices 0 0 2 26 0 0 13 87
Multifractal Features in the Foreign Exchange and Stock Markets 0 0 0 25 0 0 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 2 2 8 31 3 10 33 64
OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 24 1 1 9 59
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 1 1 3 103
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 1 4 6 0 2 23 39
Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries 3 13 54 75 7 36 112 123
Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks 0 0 0 0 1 2 5 5
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 1 2 4 52
Total Working Papers 5 16 69 440 15 60 230 1,319


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 1 5 1 1 2 19
A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices 0 0 3 14 2 2 12 39
A wavelet analysis of co-movements in Asian gold markets 0 1 2 5 1 3 13 24
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 0 6 0 1 3 13
Are exchange rates interdependent? Evidence using wavelet analysis 0 0 3 5 0 0 6 15
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models 0 0 1 10 1 1 8 37
Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market 0 0 1 4 1 3 6 35
Can We Predict Exchange Rate Movements at Short Horizons? 0 0 0 0 0 1 5 46
Changes of firm size distribution: The case of Korea 0 0 1 21 0 0 1 57
Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market 0 0 0 1 0 0 0 41
Cross-country determinants of economic policy uncertainty spillovers 1 2 11 26 2 5 32 74
Dynamic connectedness network in economic policy uncertainties 0 1 2 2 2 7 11 11
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets 1 4 9 35 3 10 38 135
Dynamic spillovers among major energy and cereal commodity prices 2 5 12 38 2 6 35 152
Dynamic spillovers between Shanghai and London nonferrous metal futures markets 0 0 1 3 1 3 11 30
Dynamical stochastic processes of returns in financial markets 0 0 0 3 0 0 0 16
Dynamical structures of high-frequency financial data 0 0 1 2 0 0 1 15
Dynamical volatilities for yen–dollar exchange rates 0 0 0 2 0 0 0 11
Dynamics of the minority game for patients 0 0 1 2 0 0 1 15
Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets 1 2 3 3 3 4 14 14
FORECASTING LONG-MEMORY VOLATILITY OF THE AUSTRALIAN FUTURES MARKET 0 0 1 25 0 0 2 70
Forecasting volatility of crude oil markets 1 4 25 237 4 16 77 618
Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis 1 1 5 15 2 2 10 35
Herd behaviors in the stock and foreign exchange markets 0 0 1 4 1 2 3 23
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process 0 1 3 39 3 7 19 159
Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching 0 0 3 7 1 1 12 26
Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea 7 8 9 9 16 30 37 37
Impact of oil price risk on sectoral equity markets: Implications on portfolio management 0 1 4 5 1 4 25 32
Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market 1 1 2 16 1 1 8 55
Long memory features in the high frequency data of the Korean stock market 0 0 0 5 0 1 1 41
Long memory properties in return and volatility: Evidence from the Korean stock market 0 0 2 12 0 0 5 58
Long memory volatility in Chinese stock markets 0 0 2 8 0 0 7 50
Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets 0 0 0 4 1 1 6 21
Modeling and Forecasting the Volatility of Eastern European Emerging Markets 0 1 1 1 1 2 3 10
Modeling and forecasting the volatility of petroleum futures prices 0 2 4 73 1 3 16 228
Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets 0 1 1 8 0 1 4 38
Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets 0 0 2 2 2 3 12 12
Monotone strong increases in risk and their comparative statics 0 0 0 10 0 1 4 38
Multi-scale causality and extreme tail inter-dependence among housing prices 1 1 1 3 2 3 12 22
Multifractal features of financial markets 0 0 1 1 0 1 2 22
Network connectedness and net spillover between financial and commodity markets 1 1 2 2 2 6 8 8
OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach 0 0 2 2 2 2 14 14
Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates 0 0 0 2 0 0 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 1 2 25 1 4 11 110
Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China 0 0 3 3 0 2 11 11
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate 0 1 3 51 0 3 8 131
Structural changes and volatility transmission in crude oil markets 0 0 0 14 1 1 3 47
Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns 0 0 0 4 6 6 7 24
The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia 0 0 1 2 1 3 5 21
Time-frequency co-movements between the largest nonferrous metal futures markets 1 1 1 1 1 1 1 1
Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks 0 0 2 5 0 3 15 25
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 1 1 96
Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation 1 1 1 5 4 4 6 28
Weather effects on returns: Evidence from the Korean stock market 0 0 3 30 0 0 7 84
Weather effects on the returns and volatility of the Shanghai stock market 0 0 1 16 3 3 10 73
What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach 0 1 2 2 2 5 6 6
Total Journal Articles 19 42 142 890 78 170 578 3,197


Statistics updated 2019-09-09