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Afficiency of internal capital market under a controlling-minority-shareholder structure

Kim, Tae-hwan; Sung, Tae Yoon - In: Applied economics letters 19 (2012) 16/18, pp. 1889-1892

Persistent link: https://www.econbiz.de/10009685814

Does the market evaluate firm's FX risk management? : evidence from the Korean Stock Market

Kim, Doyeon; Sung, Tae Yoon - In: The Korean economic review 23 (2007) 2, pp. 243-267

Persistent link: https://www.econbiz.de/10003727121

Schumpeter's legacy : a new perspective on the relationship between firm size and R&D

Lee, Chang-yang; Sung, Tae Yoon - In: Research policy : policy, management and economic … 34 (2005) 6, pp. 914-931

Persistent link: https://www.econbiz.de/10003054711

Essays in international economics

Sung, Tae Yoon - 2002

Persistent link: https://www.econbiz.de/10001717884

Two-stage quantile regression when the first stage is based on quantile regression

Kim, Tae-hwan; Muller, Christophe - In: The econometrics journal 7 (2004) 1, pp. 218-231

Persistent link: https://www.econbiz.de/10002122077

Regression-based tests for a change in persistence

Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - 2004

Persistent link: https://www.econbiz.de/10002117501

Regression-based tests for a change in persistence

Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 595-621

Persistent link: https://www.econbiz.de/10003379177

The effect of a variance shift on the Breusch-Godfrey's LM test

Hyun, Joo-Yeon; Mun, Hyeong Ho; Kim, Tae-hwan; Jeong, Jinook - In: Applied economics letters 17 (2010) 4/6, pp. 399-404

Persistent link: https://www.econbiz.de/10003979503

Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR

White, Halbert; Kim, Tae-hwan; Manganelli, Simone - 2008

Engle and Manganelli (2004) propose CAViaR, a class of models suitable for estimating conditional quantiles in dynamic settings. Engle and Manganelli apply their approach to the estimation of Value at Risk, but this is only one of many possible applications. Here we extend CAViaR models to...

Persistent link: https://www.econbiz.de/10003803300

Revisiting growth empirics based on IV panel quantile regression

Huo, Lijuan; Kim, Tae-hwan; Kim, Yunmi - In: Applied economics 47 (2015) 34/36, pp. 3859-3873

Persistent link: https://www.econbiz.de/10011294309