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Forecasting changes in UK interest rates
Kim, Tae-hwan; Mizen, Paul; Chevapatrakul, Thanaset - In: Journal of forecasting 27 (2008) 1, pp. 53-74
Persistent link: https://www.econbiz.de/10003738384
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Regression-based tests for a change in persistence
Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002117501
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On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan; White, Halbert - 2003
Persistent link: https://www.econbiz.de/10002118385
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On more robust estimation of skewness and kurtosis
Kim, Tae-hwan; White, Halbert - In: Finance research letters 1 (2004) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
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The Taylor principle and monetary policy approaching a zero bound on nominal rates : quantile regression results for the United States and Japan
Chevapatrakul, Thanaset; Kim, Tae-hwan; Mizen, Paul - In: Journal of money, credit and banking : JMCB 41 (2009) 8, pp. 1705-1723
Persistent link: https://www.econbiz.de/10003907153
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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
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Estimating monetary reaction functions at near zero interest rates
Kim, Tae-hwan; Mizen, Paul - In: Economics letters 106 (2010) 1, pp. 57-60
Persistent link: https://www.econbiz.de/10003931148
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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
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Forecasting changes in UK interest rates
Chevapatrakul, Thanaset (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003579838
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VAR for VaR : measuring tail dependence using multivariate regression quantiles
White, Halbert; Kim, Tae-hwan; Manganelli, Simone - 2015
Persistent link: https://www.econbiz.de/10011288642