Browsing SOB - Scholarly Publications by Author "Yoon, Seong-Min"

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Dynamic connectedness among regional FinTech indices in times of turbulences

Alshater, Muneer M.; Polat, Onur; El Khoury, Rim; Yoon, Seong-Min (2023-08-06)

This study examines the connectedness among several regional FinTech indices and analyses the impact of Russia’s invasion of Ukraine on the dynamic spillovers. We employ the time-varying parameter vector autoregression and ...
Impact of global macroeconomic factors on spillovers among Australian sector markets: fresh findings from a wavelet-based analysis

Jiang, Zhuhua; El Khoury, Rim; Alshater, Muneer M.; Yoon, Seong-Min (2023-08-25)

This study investigates the spillover dynamics among 10 Australian sectoral indices and their connectedness to global factors, including the WTI crude oil price, oil market volatility, Australian exchange rate, U.S. stock ...
Media coverage of COVID-19 and its relationship with climate change indices : a dynamic connectedness analysis of four pandemic waves

Polat, Onur; El Khoury, Rim; Alshater, Muneer M.; Yoon, Seong-Min (2023-08-28)

This study explores the impact of the COVID-19 media coverage index (MCI) on the return and volatility connectedness of five MSCI Climate Changes Indices (the USA, Emerging Markets (EMU), Japan, Europe, and the Asia Pacific). ...

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