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Asset market correlation and stress testing : cases for housing and stock markets

Cho, Man; Min, Insik - 2010

This study aims to achieve a two-fold research objective: first, to econometrically investigate hypothesized linkages between real estate and stock markets by fitting different classes of time-varying volatility model; second, to perform VaR-type stress testing by using the fitted asset price...

Persistent link: https://www.econbiz.de/10008735767

An alternative semiparametric estimate of the base-independence equivalence scale : an application to US consumer expenditure survey data

Kim, Inchul; Min, Insik - In: Applied economics 39 (2007) 10/12, pp. 1307-1314

Persistent link: https://www.econbiz.de/10003511743

Modeling credit card borrowing : a comparison of type I and type II tobit approaches

Min, Insik; Kim, Jong Ho - In: Southern economic journal 70 (2003) 1, pp. 128-143

Persistent link: https://www.econbiz.de/10001776899

Technology adoption and wage distribution in the US manufacturing sector : quantile regression analysis

Kim, Inchul; Min, Insik - In: Seoul journal of economics 19 (2006) 2, pp. 215-231

Persistent link: https://www.econbiz.de/10003360339

Stock market integration and financial crises : the case of Asia

Yang, Jian; Kolari, James W.; Min, Insik - In: Applied financial economics 13 (2003) 7, pp. 477-486

Persistent link: https://www.econbiz.de/10001770767

China's cotton policy and the impact of China's WTO accession and BT cotton adoption on the Chinese and US cotton sectors

Fang, Cheng (contributor); Babcock, Bruce A. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001800334

US-China agricultural trade : constraints and potential

Wailes, Eric J. - In: Journal of agricultural and applied economics 30 (1998) 1, pp. 113-126

Persistent link: https://www.econbiz.de/10001246272

Fiscal policy and asset markets : a semiparametric analysis

Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150

Persistent link: https://www.econbiz.de/10003783794

Should oil prices receive so much attention? : an evaluation of the predictive power of oil prices for the US economy

Bachmeier, Lance J.; Li, Qi; Liu, Dandan - In: Economic inquiry : journal of the Western Economic … 46 (2008) 4, pp. 528-539

Persistent link: https://www.econbiz.de/10003775237

Efficient estimation of average treatment effects with mixed categorical and continuous data

Li, Qi; Racine, Jeffrey; Wooldridge, Jeffrey M. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 206-223

Persistent link: https://www.econbiz.de/10003885782