Showing results 4 to 8 of 8
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 |
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 |
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 |
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 |
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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