Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices von Choi, Sun-Yong, Hong, Changsoo

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Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework von Umar, Zaghum, Polat, Onur, Choi, Sun-Yong, Teplova, Tamara

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Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset? von Yun, Seok-Jun, Choi, Sun-Yong, Kim, Young Sung

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Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis von Pak, Dohyun, Choi, Sun-Yong

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Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index von Lim, Seo-Yeon, Choi, Sun-Yong

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Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios von Umar, Zaghum, Usman, Muhammad, Choi, Sun-Yong, Rice, John

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Moderation Effect of Organizational Culture on the Relationship Between R&D Investments and Performance of Leading R&D-Intensive Firms in the US von Lee, Kyoung-Joo, Choi, Sun-Yong

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The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war von Choi, Sun-Yong

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Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic von Choi, Sun-Yong

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Pricing of vulnerable options under hybrid stochastic and local volatility von Kim, Donghyun, Choi, Sun-Yong, Yoon, Ji-Hun

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Uncovering the Impact of Local and Global Interests in Artists on Stock Prices of K-Pop Entertainment Companies: A SHAP-XGBoost Analysis von Yu, Daeun, Choi, Sun-Yong

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Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis von Choi, Sun-Yong

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Forecasting CDS Term Structure Based on Nelson–Siegel Model and Machine Learning von Kim, Won Joong, Choi, Sun-Yong, Jung, Gunho

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Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis von Lee, Min-Jae, Choi, Sun-Yong

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Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM von Kim, Jihwan, Kim, Hui-Sang, Choi, Sun-Yong

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The impact of the Russia-Ukraine conflict on the connectedness of financial markets von Umar, Zaghum, Polat, Onur, Choi, Sun-Yong, Teplova, Tamara

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Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday von Choi, Sun-Yong

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A Mellin Transform Approach to the Pricing of Options with Default Risk von Choi, Sun-Yong, Veng, Sotheara, Kim, Jeong-Hoon, Yoon, Ji-Hun

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Effects of Organizational Culture on Employer Attractiveness of Hotel Firms: Topic Modeling Approach von Lee, Kyoung-Joo, Choi, Sun-Yong

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Foreign exchange rate volatility smiles and smirks von Choi, Sun‐Yong, Kim, Jeong‐Hoon, Yoon, Ji‐Hun

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