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Testing for a break in macroeconomic variables : some further evidence for Korea
Jung, Moon-hyun - In: Asian economies 25 (1996) 4, pp. 5-20
Persistent link: https://www.econbiz.de/10001214791
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The effects of exchange rate volatility on Korea's automotive industry exports : a panel cointegration analysis
Jung, Moon-hyun - In: Journal of international trade & commerce 12 (2016) 4, pp. 13-35
Persistent link: https://www.econbiz.de/10011796239
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The Effects of Exchange Rate Volatility on Korea's Automotive Industry Exports : A Panel Cointegration Analysis
Jung, Moon-Hyun - 2017
This paper investigated the impact of exchange rate volatility on the automotive industry exports of Korea using a traditional long-run export demand model. In measuring the exchange rate volatility this study employed the General Autoregressive Conditional Heteroscedasticity [GARCH(1,1)] model...
Persistent link: https://www.econbiz.de/10012957613