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Applied Economics Letters Volume 26, 2019 - Issue 10
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Articles

Financial connectedness revisited: the role of Fama-French risk factors

Kisung YangDepartment of Financial Engineering, Korea University, Seoul, South Korea
,
Myeong Hyeon KimDepartment of Business Administration, Seoul National University of Science and Technology, Seoul, South Korea
&
Young Min KimDepartment of Economics, Korea University, Seoul, South KoreaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-8209-0254
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Pages 850-856 | Published online: 30 Jul 2018

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Dan Wang & Wei-Qiang Huang. (2023) Forecasting Chinese macroeconomy with volatility connectedness of financial institutions. Emerging Markets Finance and Trade 59:6, pages 1797-1817.
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Articles from other publishers (1)

Young Min Kim & Seojin Lee. (2023) Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. The North American Journal of Economics and Finance 65, pages 101885.
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