Geesun Lee
Biographic Data
| ID | 6844428 |
|---|---|
| NAME | Geesun Lee |
| GIVEN NAMES | Geesun |
| FAMILY NAME | Lee |
| SIGNATURE | LEE G |
| AFFILIATIONS | Korea University |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2014 |
| LATEST PUBLICATION YEAR | 2014 |
| H-INDEX | 0 |
Global Financial Crisis and Stock Market Integration between Northeast Asia and Europe
This study examines the effect of financial crisis on the level of stock market integration. In particular, we investigated the dynamic movements of two regional stock markets, Northeast Asia and Europe during the period between January 1st, 2000 and December 31st, 2012, with particular attention placed on the global financial crisis (GFC). For this purpose, the paper employs various approaches including DCC-MGARCH, Risk Decomposition, GVAR, and …
No prominent works on this page.
Global Financial Crisis and Stock Market Integration between Northeast Asia and Europe
This study examines the effect of financial crisis on the level of stock market integration. In particular, we investigated the dynamic movements of two regional stock markets, Northeast Asia and Europe during the period between January 1st, 2000 and December 31st, 2012, with particular attention placed on the global financial crisis (GFC). For this purpose, the paper employs various approaches including DCC-MGARCH, Risk Decomposition, GVAR, and …
Business (1 work) · Economics (1 work) · Empirical research (1 work) · Finance (1 work) · Financial crisis (1 work) · Financial economics (1 work) · Financial Integration (1 work) · Financial market (1 work) · Financial Risk and Volatility Modeling (1 work) · Financial system (1 work)