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A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan; Hwang, Eunju - In: Economics letters 129 (2015), pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
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A bootstrap test for jumps in financial economics
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 125 (2014) 1, pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
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A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 121 (2013) 3, pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
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A self-normalization test for correlation change
Choi, Ji-Eun; Shin, Dong-wan - In: Economics letters 193 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
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U.S. monetary policy spillovers to emerging markets : both shocks and vulnerabilities matter
Ahmed, Shaghil; Akinci, Ozge; Queralto, Albert - 2021
Persistent link: https://www.econbiz.de/10012590277
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Exchange rate dynamics and monetary spillovers with imperfect financial markets
Akinci, Ozge; Queralto, Albert - 2019
Persistent link: https://www.econbiz.de/10012065071