Sun‐Yong Choi

The impact of the Russia-Ukraine conflict on the connectedness of financial markets

Zaghum Umar, Onur Polat, Sun‐Yong Choi · Finance research letters · 2022 · 394 citations

Economics, Financial Economics, Ukrainian Economy +11

Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis

Sun‐Yong Choi · Finance research letters · 2020 · 177 citations · Full text

Economics, Volatility Modeling, Macroeconomics +11

Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

Zaghum Umar, Ahmed Bossman, Sun‐Yong Choi · Finance research letters · 2022 · 172 citations

Empirical Finance, Volatility Modeling, Economics +13

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

Sun‐Yong Choi · Physica A Statistical Mechanics and its Applications · 2021 · 128 citations

Empirical Finance, Economics, Financial Economics +13

Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries

Sun‐Yong Choi · Finance research letters · 2021 · 80 citations

Emerging Market, Economics, International Finance +12