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Improving forecast accuracy of financial vulnerability : PLS factor model approach
Kim, Hyeongwoo; Ko, Kyunghwan - 2017
Persistent link: https://www.econbiz.de/10011703208
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The determinants of the benchmark interest rates in China : a discrete choice model approach
Kim, Hyeongwoo; Shi, Wen - 2017
Persistent link: https://www.econbiz.de/10011703209
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London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo; Kim, Jintae - 2017
Persistent link: https://www.econbiz.de/10011703213
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The short-run pricing behavior of closed-end funds : bond vs. equity funds
Anderson, Seth C.; Beard, Thomas Randolph; Kim, Hyeongwoo; … - In: Journal of financial services research : JFSR 50 (2016) 3, pp. 363-386
Persistent link: https://www.econbiz.de/10011667896
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Estimating interest rate setting behaviour in Korea : a constrained ordered choices model approach
Kim, Hyeongwoo; Shi, Wen; Hwang, Kwang-Myoung - In: Applied economics 48 (2016) 22/24, pp. 2199-2214
Persistent link: https://www.econbiz.de/10011590469
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Forecasting net charge‐off rates of banks : a PLS approach
Barth, James R.; Joo, Sunghoon; Kim, Hyeongwoo; Lee, … - 2018
Persistent link: https://www.econbiz.de/10011964900
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Understanding why fiscal stimulus can fail through the lens of the survey of professional forecasters
Kim, Hyeongwoo; Zhang, Shuwei - 2018
Persistent link: https://www.econbiz.de/10011964906
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Exchange rate pass‐through to consumer prices and the role of energy prices
Kim, Hyeongwoo; Lin, Ying - 2018
Persistent link: https://www.econbiz.de/10011964928
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Forecasting financial stress indices in Korea : a factor model approach
Kim, Hyeongwoo; Shi, Wen - 2018
Persistent link: https://www.econbiz.de/10011964930
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Forecasting financial vulnerability in the US : a factor model approach
Kim, Hyeongwoo; Shi, Wen - 2018
Persistent link: https://www.econbiz.de/10011964931