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Nonlinear dynamics in arbitrage of the S&P 500 index and futures : a threshold error-correction model
Kim, Bonghan
;
Chun, Sun Eae
;
Min, Hong-ghi
- In:
Economic modelling
27
(
2010
)
2
,
pp. 566-573
Persistent link: https://www.econbiz.de/10003952857
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2
Nonlinear dynamics in exchange rate deviations from the monetary fundamentals : an empirical study
Kim, Bonghan
;
Min, Hong-ghi
;
Moh, Young-kyu
- In:
Economic modelling
27
(
2010
)
5
,
pp. 1167-1177
Persistent link: https://www.econbiz.de/10008824894
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3
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene
;
Min, Hong-ghi
;
Kim, Bonghan
;
Kim, Hyeongwoo
- In:
Economic modelling
35
(
2013
),
pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
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4
Household lending, interest rates and housing price bubbles in Korea : regime switching model and Kalman filter approach
Kim, Bonghan
;
Min, Hong-ghi
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1415-1423
Persistent link: https://www.econbiz.de/10009272076
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5
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 Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
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6
Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study
Kim, Bong-Han
;
Min, Hong-Ghi
;
Moh, Young-Kyu
- In:
Economic modelling
27
(
2010
)
5
,
pp. 1167-1178
Persistent link: https://www.econbiz.de/10008439889
Saved in:
7
Household lending, interest rates and housing price bubbles in Korea: Regime switching model and Kalman filter approach
Kim, Bong Han
;
Min, Hong-Ghi
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1415-1424
Persistent link: https://www.econbiz.de/10008893588
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