| The impact of the Russia-Ukraine conflict on the connectedness of financial markets Z Umar, O Polat, SY Choi, T Teplova Finance Research Letters 48, 102976, 2022 | 256 | 2022 |
| Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis SY Choi Finance research letters 37, 101783, 2020 | 170 | 2020 |
| 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 | 108 | 2022 |
| 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 | 104 | 2021 |
| Option pricing under hybrid stochastic and local volatility SY Choi, JP Fouque, JH Kim Quantitative Finance 13 (8), 1157-1165, 2013 | 60 | 2013 |
| Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries SY Choi Finance Research Letters 46, 102465, 2022 | 50 | 2022 |
| Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic SY Choi Economic Analysis and Policy 73, 179-193, 2022 | 47 | 2022 |
| 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 | 45 | 2022 |
| Forecasting foreign exchange volatility using deep learning autoencoder-LSTM techniques G Jung, SY Choi Complexity 2021, 1-16, 2021 | 45 | 2021 |
| 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 | 35 | 2023 |
| 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 | 27 | 2022 |
| 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 SY Choi, C Hong PloS one 15 (5), e0232508, 2020 | 23 | 2020 |
| The relationship between global risk aversion and returns from safe-haven assets Z Umar, A Bossman, SY Choi, T Teplova Finance Research Letters 51, 103444, 2023 | 19 | 2023 |
| On the stochastic elasticity of variance diffusions JH Kim, JH Yoon, J Lee, SY Choi Economic Modelling 51, 263-268, 2015 | 18 | 2015 |
| 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 |
| Pricing of vulnerable options under hybrid stochastic and local volatility D Kim, SY Choi, JH Yoon Chaos, Solitons & Fractals 146, 110846, 2021 | 14 | 2021 |
| Forecasting Cds term structure based on nelson–siegel model and machine learning WJ Kim, G Jung, SY Choi Complexity 2020, 2020 | 13 | 2020 |
| Modeling and risk analysis using parametric distributions with an application in equity-linked securities SY Choi, JH Yoon Mathematical Problems in Engineering 2020, 1-20, 2020 | 13 | 2020 |
| Multiscale analysis of a perpetual American option with the stochastic elasticity of variance JH Yoon, JH Kim, SY Choi Applied Mathematics Letters 26 (7), 670-675, 2013 | 10 | 2013 |
| 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 |
