Kyung Hwan Yoon

Western Sydney University - Department of Economics & Finance

Sydney, NSW 1797

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

668

SSRN CITATIONS
Rank 46,881

SSRN RANKINGS

Top 46,881

in Total Papers Citations

13

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship

Number of pages: 39 Posted: 12 Nov 2014 Last Revised: 13 Nov 2014
Wensheng Kang, Ronald A. Ratti and Kyung Hwan Yoon
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 513 (65,649)
Citation 6

Abstract:

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Stock return and volatility, oil price shocks, stock volatility, structural VAR

2.

The Impact of Oil Price Shocks on U.S. Bond Market Returns

CAMA Working Paper No. 33/2014
Number of pages: 42 Posted: 11 Apr 2014 Last Revised: 14 Apr 2014
Wensheng Kang, Ronald A. Ratti and Kyung Hwan Yoon
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 79 (364,301)
Citation 4

Abstract:

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Demand shocks, Oil prices, Bond returns, Supply shocks

3.

Time-Varying Effect of Oil Market Shocks on the Stock Market

CAMA Working Paper No. 35/2015
Number of pages: 46 Posted: 27 Aug 2015 Last Revised: 28 Aug 2015
Wensheng Kang, Ronald A. Ratti and Kyung Hwan Yoon
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 76 (372,520)
Citation 5

Abstract:

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mixture innovation, oil shocks, real stock return, time-varying parameter VAR