22 results on '"Park, Sung Y."'
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2. Quantile connectedness between cryptocurrency and commodity futures
3. Modeling an early warning system for household debt risk in Korea: A simple deep learning approach
4. Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach
5. Optimal portfolio selection using a simple double-shrinkage selection rule
6. Causal relationship among cryptocurrencies: A conditional quantile approach
7. The impact of oil price volatility on stock markets: Evidences from oil-importing countries
8. Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries
9. Oil prices and stock markets: Does the effect of uncertainty change over time?
10. Optimal conditional hedge ratio: A simple shrinkage estimation approach
11. Crude oil and stock markets: Causal relationships in tails?
12. Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach
13. Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations
14. The role of financial speculation in the energy future markets: A new time-varying coefficient approach
15. Do net positions in the futures market cause spot prices of crude oil?
16. Multivariate density forecast evaluation: A modified approach
17. Resource abundance and economic growth in China
18. Money demand in China and time-varying cointegration
19. Maximum entropy autoregressive conditional heteroskedasticity model
20. Generalized empirical likelihood specification test robust to local misspecification
21. Nonlinear dependence between stock and real estate markets in China
22. A simple spatial dependence test robust to local and distributional misspecifications
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