Browsing All of EconStor by Author Ryu, Doojin
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2012 | Stock returns and implied volatility: A new VAR approach | Lee, Bong Soo; Ryu, Doojin |
2013 | Stock returns and implied volatility: A new VAR approach | Lee, Bong Soo; Ryu, Doojin |
2015 | Modeling and predicting the market volatility index: The case of VKOSPI | Han, Heejoon; Kutan, Ali M.; Ryu, Doojin |
2015 | Effects of the US stock market return and volatility on the VKOSPI | Han, Heejoon; Kutan, Ali M.; Ryu, Doojin |
2017 | Do institutions behave rationally in distressed markets? | Cho, Hoon; Ryu, Doojin; Sung, Sangwook |
2018 | Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach | Lee, Jaeram; Lee, Geul; Ryu, Doojin |
2019 | Market runs of hedge funds during financial crises | Sung, Sangwook; Cho, Hoon; Ryu, Doojin |
2019 | The difference in the intraday return-volume relationships of spot and futures: A quantile regression approach | Lee, Jaeram; Lee, Geul; Ryu, Doojin |
2021 | Houses as collateral and household debt deleveraging in Korea | Song, Joonhyuk; Ryu, Doojin |