Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum[J] FINANCE RESEARCH LETTERS 2019(29) Mensi, Walid Al-Yahyaee, Khamis Hamed Kang, Sang Hoon
Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets[J] FINANCIAL INNOVATION 2023(9) Hanif, Waqas Ko, Hee-Un Pham, Linh Kang, Sang Hoon
Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets[J] FINANCIAL INNOVATION 2023(9) Mensi, Walid Gubareva, Mariya Ko, Hee-Un Vo, Xuan Vinh Kang, Sang Hoon
Regime specific spillover across cryptocurrencies and the role of COVID-19[J] FINANCIAL INNOVATION 2021(7) Shahzad, Syed Jawad Hussain Bouri, Elie Kang, Sang Hoon Saeed, Tareq
Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis[J] RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE 2023(65) Mensi, Walid El Khoury, Rim Ali, Syed Riaz Mahmood Vo, Xuan Vinh Kang, Sang Hoon
Geopolitical risk, uncertainty and Bitcoin investment[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2020(540) Al Mamun, Md Uddin, Gazi Salah Suleman, Muhammad Tahir Kang, Sang Hoon
Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019(535) Tiwari, Aviral Kumar Raheem, Ibrahim Dolapo Kang, Sang Hoon
Co-movements between Bitcoin and Gold: A wavelet coherence analysis[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019(536) Kang, Sang Hoon McIver, Ron P. Hernandez, Jose Arreola
Bitcoin and investor sentiment: Statistical characteristics and predictability[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019(514) Eom, Cheoljun Kaizoji, Taisei Kang, Sang Hoon Pichl, Lukas
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis[J] INTERNATIONAL REVIEW OF ECONOMICS & FINANCE 2021(76) Mensi, Walid Al-Yahyaee, Khamis Hamed Al-Jarrah, Idries Mohammad Wanas Vo, Xuan Vinh Kang, Sang Hoon
