164 citations · 335 across the 3 of their papers we have counts for
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q-fin.ST2010★ 134 cited
Impact of the topology of global macroeconomic network on the spreading of economic crises
Kyu-Min Lee, Jae-Suk Yang, Gunn Kim +3
Throughout economic history, the global economy has experienced recurring crises. The persistent recurrence of such economic crises calls for an understanding of their generic feat…
q-fin.ST2008★ 164 cited
Information flow between stock indices
Okyu Kwon, Jae-Suk Yang
Using transfer entropy, we observed the strength and direction of information flow between stock indices. We uncovered that the biggest source of information flow is America. In co…