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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

Inflation and productivity shocks

Christofidēs, Loizos N.; Mamuneas, Theofanis P. - In: Economics letters 78 (2003) 1, pp. 117-123

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Wage determination in the aftermath of controls

Christofides, Louis N.; Wilton, David A. - In: Economica 52 (1985), pp. 51-64

Persistent link: https://www.econbiz.de/10002005436

A non-parametric test of the symmetry of PSID wage-change distributions

Christofidēs, Loizos N.; Stengos, Thanasēs - In: Economics letters 71 (2001) 3, pp. 363-368

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On share contracts and other economic contributions of Xenophon

Christofidēs, Loizos N. - In: Scottish journal of political economy : the journal of … 39 (1992) 1, pp. 111-122

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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