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Journal Articles

Analyzing the Network Structure of Spillover Connectedness Across Index Futures Markets During Market Distress Periods

Sang Hoon Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2019) 27 (2): 141–164.

https://doi.org/10.1108/JDQS-02-2019-B0001

Published: 31 May 2019

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Journal Articles

The Impact of Structural Breaks on Volatility Linkages between Asian Stock and Oil Futures Markets

Sang Hoon Kang, Seong-Min Yoon

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2016) 24 (1): 31–64.

https://doi.org/10.1108/JDQS-01-2016-B0002

Published: 29 February 2016

View article titled, The Impact of Structural Breaks on Volatility Linkages between Asian Stock and Oil Futures Markets

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Journal Articles

Regime Dependent Determinants of Credit Default Swap Spread

Hong-Bae Kim, Yeonjeong Lee, Sang Hoon Kang, Seong-Min Yoon

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2012) 20 (1): 41–64.

https://doi.org/10.1108/JDQS-01-2012-B0002

Published: 29 February 2012

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Journal Articles

Volatility Spillover between the KOSPI 200 Spot and Futures Markets Using the VECM-DCC-GARCH Model

Sang Hoon Kang, Seong-Min Yoon

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2011) 19 (3): 233–249.

https://doi.org/10.1108/JDQS-03-2011-B0001

Published: 31 August 2011

View article titled, Volatility Spillover between the KOSPI 200 Spot and Futures Markets Using the VECM-DCC-GARCH Model

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Journal Articles

Price Discovery and Transmission Mechanism between CDS and FX markets

Hong Bae Kim, Sang Hoon Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2011) 19 (1): 37–58.

https://doi.org/10.1108/JDQS-01-2011-B0002

Published: 28 February 2011

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Analyzing the Network Structure of Spillover Connectedness Across Index Futures Markets During Market Distress Periods

The Impact of Structural Breaks on Volatility Linkages between Asian Stock and Oil Futures Markets

Regime Dependent Determinants of Credit Default Swap Spread

Volatility Spillover between the KOSPI 200 Spot and Futures Markets Using the VECM-DCC-GARCH Model

Price Discovery and Transmission Mechanism between CDS and FX markets

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