Work

Overseas market shocks and VKOSPI dynamics: A Markov-switching approach

Year: 2015

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2015.12.007

Authors: Wonho Song, Doojin Ryu, Robert I. Webb

Institutions: Chung-Ang University, Sungkyunkwan University, University of Virginia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Innovative Research Group Project of the National Natural Science Foundation of China, Chung-Ang University

OpenAlex ID: W2209731979

FWCI: 14.68

Cites: 29

Cited by: 49

Related to: 10