Browse by Subject COINTEGRATION

Showing results 1 to 8 of 8

1
Are Asian countries current accounts sustainable? Deficits, even when associated with high investment, are not costless

Kim, Bong-Han; Hwang, Young-Soon; McDonald, Judith A.; Min, Hong Ghi, JOURNAL OF POLICY MODELING, v.31, pp.163 - 179, 2009-03

2
Crude oil price shocks and hedging performance: A comparison of volatility models

Chun, Dohyun; Cho, Hoon; Kim, Jihun, ENERGY ECONOMICS, v.81, pp.1132 - 1147, 2019-06

3
Drought, ethanol, and livestock

Hao, Na; Colson, Gregory; Seong, Byeongchan; Park, Cheolwoo; Wetzstein, Michael, ENERGY ECONOMICS, v.49, pp.301 - 307, 2015-05

4
Nonlinear dynamics in arbitrage of the S&P 500 index and futures: A threshold error-correction model

Kim, Bong-Han; Chun, Sun-Eae; Min, Hong Ghi, ECONOMIC MODELLING, v.27, pp.566 - 573, 2010-03

5
Reassessing the link between the Japanese yen and emerging Asian currencies

Kim, Bong-Han; Kim, Hyeongwoo; Min, Hong Ghi, JOURNAL OF INTERNATIONAL MONEY AND FINANCE, v.33, pp.306 - 326, 2013-03

6
Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis

Kim, Hyun-Seok; Min, Hong-Ghi; McDonald, Judith A., ECONOMIC MODELLING, v.59, pp.9 - 22, 2016-12

7
Temporal Disaggregation: Methods, Information Loss, and Diagnostics

Jun, Duk-Bin; Moon, Jihwan; Park, Sungho, JOURNAL OF BUSINESS & ECONOMIC STATISTICS, v.34, no.1, pp.53 - 61, 2016-01

8
Yen-synchronization of floating East Asian currencies: A regime-switching regression model and micro-structural analysis

Kim, Bong-Han; Min, Hong-Ghi; McDonald, Judy; Hwang, Young-Soon, JOURNAL OF THE JAPANESE AND INTERNATIONAL ECONOMIES, v.26, no.2, pp.221 - 232, 2012-06

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