Doojin Ryu

College of Economics, Sungkyunkwan University, 25-2, Sungkyunkwan-ro, Jongno-gu, Seoul 03063, Korea

sharpjin <at> skku.edu
https://sites.google.com/site/doojinryu/research/papers

Papers

2015-35
JournalPaper
Heejoon Han, Ali M. Kutan, and Doojin Ryu
Effects of the US Stock Market Return and Volatility on the VKOSPI
November 02, 2015 | downloads: 2739 | JEL: C22, C50, G14, G15 | 1 comment
2015-7
DiscussionPaper
Heejoon Han, Ali M. Kutan, and Doojin Ryu
Modeling and Predicting the Market Volatility Index: The Case of VKOSPI
February 12, 2015 | downloads: 1902 | JEL: C22, C50, G14, G15 | 9 comments | journal article
2013-3
JournalPaper
Bong Soo Lee and Doojin Ryu
Stock Returns and Implied Volatility: A New VAR Approach
February 04, 2013 | downloads: 5541 | JEL: G15, G10 | 3 citations (RePEc)
2012-51
DiscussionPaper
Bong Soo Lee and Doojin Ryu
Stock Returns and Implied Volatility: A New VAR Approach
October 04, 2012 | downloads: 2468 | JEL: G15, G10 | 10 comments | journal article