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Nonlinear dynamics in exchange rate deviations from the monetary fundamentals : an empirical study
Kim, Bonghan; Min, Hong-ghi; Moh, Young-kyu - In: Economic modelling 27 (2010) 5, pp. 1167-1177
Persistent link: https://www.econbiz.de/10008824894
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Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study
Kim, Bong-Han; Min, Hong-Ghi; Moh, Young-Kyu - In: Economic modelling 27 (2010) 5, pp. 1167-1178
Persistent link: https://www.econbiz.de/10008439889
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Are Asian countries' current accounts sustainable? : deficits, even when associated with high investment, are not costless
Kim, Bonghan; Min, Hong-ghi; Hwang, Young-soon; … - In: Journal of policy modeling : JPMOD ; a social science … 31 (2009) 2, pp. 163-179
Persistent link: https://www.econbiz.de/10003834771
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Using the credit spread as an option-risk factor : size and value effects in CAPM
Hwang, Young-Soon; Min, Hong-ghi; McDonald, Judith Ann; … - In: Journal of banking & finance 34 (2010) 12, pp. 2995-3009
Persistent link: https://www.econbiz.de/10008859339
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Nonlinear dynamics in arbitrage of the S&P 500 index and futures : a threshold error-correction model
Kim, Bonghan; Chun, Sun Eae; Min, Hong-ghi - In: Economic modelling 27 (2010) 2, pp. 566-573
Persistent link: https://www.econbiz.de/10003952857
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Reassessing the link between the Japanese yen and emerging Asian currencies
Kim, Bonghan; Kim, Hyeongwoo; Min, Hong-ghi - In: Journal of international money and finance 33 (2013), pp. 306-326
Persistent link: https://www.econbiz.de/10009730713
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Yen-synchronization of floating East Asian currencies : a regime-switching regression model and micro-structural analysis
Kim, Bonghan; Min, Hong-ghi; McDonald, Judy; Hwang, … - In: Journal of the Japanese and international economies : … 26 (2012) 2, pp. 221-232
Persistent link: https://www.econbiz.de/10009619703
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Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene; Min, Hong-ghi; Kim, Bonghan; Kim, Hyeongwoo - In: Economic modelling 35 (2013), pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
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Household lending, interest rates and housing price bubbles in Korea : regime switching model and Kalman filter approach
Kim, Bonghan; Min, Hong-ghi - In: Economic modelling 28 (2011) 3, pp. 1415-1423
Persistent link: https://www.econbiz.de/10009272076
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Export Similarity, FDI and Yen-Synchronization of East Asian Currencies : Regime Switching Regression Model and Microstructural Analysis
Kim, Bong-Han - 2010
Using a regime-switching regression model, we provide evidence of the synchronization of East Asian (Korea, Thailand, the Philippines, Indonesia, and Taiwan) currencies-dollar exchange rates with yen dollar exchange rates and report that the export similarity index and FDI between Japan and this...
Persistent link: https://www.econbiz.de/10013144869