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Researcher Page

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Min, Hong-Ghi (민홍기)
교수, (기술경영학부)

http://felicity.kaist.ac.kr/

Research Area
Financial Economics & Engineering, Recent Issues in Global Financial Markets, Time Series Econometrics
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    NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
    1
    Volatility and dynamic currency hedging

    Cho, Jae-Beom; Min, Hong-Ghiresearcher; McDonald, Judith Ann, JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, v.64, 2020-01

    2
    Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis

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

    3
    What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis

    Min, Hong-Ghiresearcher; McDonald, Judith; Shin, Sang-Ook, Annals of Economics and Finance, v.17, no.2, pp.365 - 402, 2016-11

    4
    Market Segmentation, Price Disparity, and Transmission of Pricing Information: Evidence from Class A and H shares of Chinese Dual-Listed Companies

    Kim, Kyung-Won; Kim, Yong-Hyeon; Park, Chul-W; et al, Journal of Financial Risk Management, v.4, no.3, pp.124 - 142, 2015-09

    5
    Income Inequality and the Real Exchange Rate: Linkages and Evidence

    Min, Hong-Ghiresearcher; Shin, Sang-Ook; McDonald, Judith A., ANNALS OF ECONOMICS AND FINANCE, v.16, no.1, pp.115 - 141, 2015-05

    6
    The Market-Discipline Effects of Subordinated Debt: Enhanced US Commercial Banking-Sector Efficiency and Stability

    Shin, Sang-Ook; Min, Hong Ghiresearcher; McDonald Judith, Journal of Financial Risk Management, v.3, no.3, pp.78 - 95, 2014-09

    7
    Determinants of stock market comovements among US and emerging economies during the US financial crisis

    Hwang, Eugene; Min, Hong Ghiresearcher; Kim, Bong-Han; et al, ECONOMIC MODELLING, v.35, pp.338 - 348, 2013-09

    8
    Reassessing the link between the Japanese yen and emerging Asian currencies

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

    9
    Market Discipline of Subordinated Debt: Empirical Evidence from Japanese Commercial Banks

    Hwang, Young-Soon; Min, Hong Ghiresearcher, Journal of Financial Risk Management, v.2, no.2, pp.38 - 42, 2013-03

    10
    Dynamic correlation analysis of US financial crisis and contagion: Evidence from four OECD countries

    Min, Hong Ghiresearcher; Hwang, Young-Soon, Applied Financial Economics, v.22, no.24, pp.2063 - 2074, 2012-12

    11
    Yen-synchronization of floating East Asian currencies: A regime-switching regression model and micro-structural analysis

    Kim, Bong-Han; Min, Hong-Ghiresearcher; McDonald, Judy; et al, JOURNAL OF THE JAPANESE AND INTERNATIONAL ECONOMIES, v.26, no.2, pp.221 - 232, 2012-06

    12
    Household lending, interest rates and housing price bubbles in Korea: Regime switching model and Kalman filter approach

    Kim, Bong Han; Min, Hong Ghiresearcher, ECONOMIC MODELLING, v.28, no.3, pp.1415 - 1423, 2011-05

    13
    Using the credit spread as an option-risk factor: Size and value effects in CAPM

    Hwang, Young-Soon; Min, Hong Ghiresearcher; McDonald, Judith A.; et al, JOURNAL OF BANKING FINANCE, v.34, pp.2995 - 3009, 2010-12

    14
    The influence of financial development on R&D activity: Cross-country evidence

    Hwang, Y.S.; Min, Hong Ghiresearcher; Han, SeungHunresearcher, REVIEW OF PACIFIC BASIN FINANCIAL MARKETS AND POLICIES, v.13, no.3, pp.381 - 401, 2010-09

    15
    Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study

    Kim, Bong-Han; Min, Hong Ghiresearcher; Moh, Young-Kyu, ECONOMIC MODELLING, v.27, no.5, pp.1167 - 1177, 2010-09

    16
    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 Ghiresearcher, ECONOMIC MODELLING, v.27, pp.566 - 573, 2010-03

    17
    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.; et al, JOURNAL OF POLICY MODELING, v.31, pp.163 - 179, 2009-03

    18
    The Cross-industry Spillover of Technological Capability: Koreas DRAM and TFT-LCD Industries

    Park, Tae-Young; Choung, JaeYongresearcher; Min, Hong Ghiresearcher, WORLD DEVELOPMENT, v.36, pp.2855 - 2873, 2008-12

    19
    장기주가수익률자료에 드러난 분산불가능한 신용가산금리위험

    황영순; 민홍기researcher, 금융연구, v.21, no.1, pp.119 - 146, 2007-06

    20
    Dynamic Impact of Financial Structure on the Volatility of the Real Exchange Rates

    Min, Hong Ghiresearcher, The International Business & Economics Research Journal, v.6, no.1, pp.29 - 38, 2007-01
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