금융시장 변동성과 실물경제-한국과 미국의 비교분석을 중심으로-

김규한

한국경제연구

2001 .12

Volatility Spillovers in Korean Financial Markets

강규호 ,  윤옥자

[BOK] Economic Papers

2004 .12

Analysis of spillover effects between stock market volatility and macroeconomic volatility using GARCH-MIDAS model

이영임 ,  이진

Journal of Economic Research (JER)

2018 .01

Contagion Effects and Volatility Impulse Responses between US and Asian Stock Markets

Sang Hoon Kang ,  Hee-un Ko ,  Seong-Min Yoon

Korea and the World Economy

2017 .08

코스닥시장은 유가증권시장 보다 큰 변동성을 갖는가?

정재엽

경영경제

2007 .08

투자자의 심리적 기준점이 내재변동성 및 주가수익률 변동성에 미치는 영향

이호 ,  이성균

국제회계연구

2014 .06

FINANCIAL DEREGULATION AND VOLATILITY IN EMERGING EQUITY MARKETS

WILLIAMMILES

Journal of Economic Development

2002 .01

Global Market Volatility and Portfolio Fund Flows in Emerging Market

Tae Soo Kang ,  Tae-Hoon Lim

Korea and the World Economy

2017 .04

THE VOLATILITY OF THE WON-DOLLAR EXCHANGE RATE DURING THE 2008-9 CRISIS

HYUN KOOK SHIN ,  유병학

Journal of Economic Development

2012 .01

What Causes the Volatility Asymmetry?

Woo Chang Kim ,  John M. Mulvey

한국경영학회 융합학술대회

2007 .08

Management of e-Business Risk

Sok-Tae Kim

e-비즈니스연구

2002 .12

Asymmetric Long Memory Feature in the Volatility of Asian Stock Markets

Sang Hoon Kang ,  Seong Min Yoon

한국증권학회지

2006 .10

Structural Change in Stock Price Volatility of Asian Financial Markets

김진웅 ,  서병선 ,  David J. Leatham

Journal of Economic Research (JER)

2010 .01

주식시장 변동성과 채권시장 변동성

유한수

기업경영연구

2008 .01

An Empirical Study for Measure of Volatility Clustering in International Financial Markets

Gab Jin Oh ,  Seung Hwan Kim ,  Cheol Jun Eom

한국경영학회 융합학술대회

2007 .08