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Exchange rate predictability : a variable selection perspective
Kim, Young Min; Lee, Seojin - In: International review of economics & finance : IREF 70 (2020), pp. 117-134
Persistent link: https://www.econbiz.de/10012486776
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Inflation expectation, monetary policy credibility, and exchange rates
Lee, Seojin; Kim, Young Min - In: Finance research letters 31 (2019), pp. 405-409
Persistent link: https://www.econbiz.de/10012421753
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Korean exchange rate forecasts using Bayesian variable selection
Kim, Young Min; Lee, Seojin - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 4, pp. 1045-1062
Persistent link: https://www.econbiz.de/10013329612
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Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin; Kim, Young Min - In: Applied economics letters 30 (2023) 17, pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
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Spillover shifts in the FX market : implication for the behavior of a safe haven currency
Kim, Young Min; Lee, Seojin - In: The North American journal of economics and finance : a … 65 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014309935
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Effect of foreign exchange intervention : The case of Korea
Lee, Seojin; Kim, Young Min - In: Pacific Economic Review 25 (2020) 5, pp. 641-659
Persistent link: https://www.econbiz.de/10012190108
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Inflation expectations and risk premiums : implications for Korean exchange rates
Lee, Seojin; Kim, Young Min - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 9, pp. 2072-2085
Persistent link: https://www.econbiz.de/10012210944