| A comparative wavelet analysis of the differential sensitivities of leisure and business travel to geopolitical risks and economic policy uncertainty: A study of inbound travel … KJ Lee, SY Choi Journal of Hospitality and Tourism Management 55, 202-208, 2023 | 4 | 2023 |
| A Mellin transform approach to the pricing of options with default risk SY Choi, S Veng, JH Kim, JH Yoon Computational Economics 59 (3), 1113-1134, 2022 | 9 | 2022 |
| An analytic pricing formula for timer options under constant elasticity of variance with stochastic volatility SY Choi, D Kim, JH Yoon AIMS Mathematics 9 (1), 2454-2472, 2024 | | 2024 |
| Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic SY Choi Physica A: Statistical Mechanics and Its Applications 574, 125988, 2021 | 109 | 2021 |
| Analysis of the Term Structure of Major Currencies Using Principal Component Analysis and Autoencoders SC Chae, SY Choi Axioms 11 (3), 135, 2022 | 3 | 2022 |
| Analytic valuation of European continuous-installment barrier options J Jeon, SY Choi, JH Yoon Journal of Computational and Applied Mathematics 363, 392-412, 2020 | 5 | 2020 |
| Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict Z Umar, A Bossman, SY Choi, XV Vo Finance Research Letters 52, 103388, 2023 | 37 | 2023 |
| Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis MJ Lee, SY Choi Fractal and Fractional 7 (6), 478, 2023 | 4 | 2023 |
| Connectedness between (un) conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis SY Choi, A Phiri, T Teplova, Z Umar International Review of Economics & Finance 91, 348-363, 2024 | | 2024 |
| Correction: Information flow dynamics between geopolitical risk and major asset returns Z Umar, A Bossman, SY Choi, XV Vo Plos one 18 (11), e0294959, 2023 | | 2023 |
| Credit risk interdependence in global financial markets: evidence from three regions using multiple and partial wavelet approaches SY Choi Journal of International Financial Markets, Institutions and Money 80, 101636, 2022 | 9 | 2022 |
| Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios Z Umar, M Usman, SY Choi, J Rice Research in International Business and Finance 65, 101957, 2023 | 14 | 2023 |
| Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression Z Umar, A Bossman, SY Choi, T Teplova Finance Research Letters 48, 102991, 2022 | 116 | 2022 |
| Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression, Finance Res. Lett. 48 (2022), 102991 Z Umar, A Bossman, SY Choi, T Teplova | 5 | 2022 |
| Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework Z Umar, O Polat, SY Choi, T Teplova Pacific-Basin Finance Journal 76, 101876, 2022 | 32 | 2022 |
| Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels Z Umar, SY Choi, T Teplova, T Sokolova PloS one 18 (8), e0288377, 2023 | 4 | 2023 |
| Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday SY Choi The North American Journal of Economics and Finance 59, 101614, 2022 | 48 | 2022 |
| Economic Policy Uncertainty and Sectoral Trading Volume in the US Stock Market: Evidence from the COVID‐19 Crisis D Pak, SY Choi Complexity 2022 (1), 2248731, 2022 | 6 | 2022 |
| Effects of organizational culture on employer attractiveness of hotel firms: Topic modeling approach KJ Lee, SY Choi Complexity 2022 (1), 4402673, 2022 | 4 | 2022 |
| Equity-linked annuities with multiscale hybrid stochastic and local volatility SY Choi, JH Kim Scandinavian Actuarial Journal 2016 (5), 466-487, 2016 | 5 | 2016 |
