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ECONIS (ZBW)
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Test for spatial dominances in the distribution of stock returns : evidence from the Korean stock market before and after the East Asian financial crisis
Kim, Chang Sik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009514159
Saved in:
2
Band spectrum least squares in fractional cointegration models with unknown fractional integration orders
Kim, Chang Sik
- In:
The Korean economic review
22
(
2006
)
1
,
pp. 21-54
Persistent link: https://www.econbiz.de/10003738721
Saved in:
3
RMB bloc in East Asia : too early to talk about it?
Kim, Chang Sik
;
Kim, Sŏng-hyŏn
;
Wang, Yun-jong
- In:
Asian economic papers
17
(
2018
)
3
,
pp. 31-48
Persistent link: https://www.econbiz.de/10011980334
Saved in:
4
Nonstationarity in time series of state densities
Chang, Yoosoon
;
Kim, Chang Sik
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
Saved in:
5
Equity premium over different investment horizons
Lee, Eunhee
;
Kim, Chang Sik
;
Kim, In-Moo
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1169-1187
Persistent link: https://www.econbiz.de/10011304129
Saved in:
6
Time-varying long-run income and output elasticities of electricity demand with an application to Korea
Chang, Yoosoon
;
Kim, Chang Sik
;
Miller, J. Isaac
;
Park, …
- In:
Energy economics
46
(
2014
),
pp. 334-347
Persistent link: https://www.econbiz.de/10011298575
Saved in:
7
Cointegrating regressions with time heterogeneity
Kim, Chang Sik
;
Park, Joon Y.
- In:
Econometric reviews
29
(
2010
)
4
,
pp. 397-438
Persistent link: https://www.econbiz.de/10003978820
Saved in:
8
Spurious regressions driven by excessive volatility
Kim, Chang Sik
;
Lee, Sungro
- In:
Economics letters
113
(
2011
)
3
,
pp. 292-297
Persistent link: https://www.econbiz.de/10009503041
Saved in:
9
Testing the Monday effect using high-frequency intraday returns : a spatial dominance approach
Lee, Sungro
;
Kim, Chang Sik
;
Kim, In-Moo
- In:
The Korean economic review
28
(
2012
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010192149
Saved in:
10
Do S&P 500 and KOSPI move together? : a functional regression approach
Kim, Soobin
;
Kim, Chang Sik
- In:
The Korean economic review
26
(
2010
)
2
,
pp. 401-430
Persistent link: https://www.econbiz.de/10009152035
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