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The volatility of the won-dollar exchange rate during the 2008-9 crisis

Shin, Hyun Kook; Yoo, Byoung Hark - In: Journal of economic development 37 (2012) 4, pp. 61-77

Persistent link: https://www.econbiz.de/10010077408

THE VOLATILITY OF THE WON-DOLLAR EXCHANGE RATE DURING THE 2008-9 CRISIS

SHIN, HYUN KOOK; YOO, BYOUNG HARK - In: Journal of Economic Development 37 (2012) 4, pp. 61-77

This paper estimates the volatility of the won-dollar exchange rate during the 2008-9 crisis. We find that the volatility increased in September 2008 and decreased in May 2009. The volatility rose gradually for one month and subdued in a similar manner, which implies that the volatility was not...

Persistent link: https://www.econbiz.de/10010602265

The demand for cash in Korea

Byoung Hark Yoo - In: Economic papers 10 (2007) 2, pp. 98-127

Persistent link: https://www.econbiz.de/10003614092

Estimating the term premium by a Markov switching model with ARMA-GARCH errors

Byoung Hark Yoo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10009514123

Money demand and house prices in Korea

Byoung Hark Yoo - In: Economic papers 11 (2008) 1, pp. 45-63

Persistent link: https://www.econbiz.de/10003737100

The Korean stock market volatility during the currency crisis and the credit crisis

Cho, Jaeho; Byoung Hark Yoo - In: Japan and the world economy : international journal of … 23 (2011) 4, pp. 246-252

Persistent link: https://www.econbiz.de/10009506725

The effects of inter-Korean integration type on economic performance : the role of wage policy

Sung Min Mun; Byoung Hark Yoo - In: International economic journal 26 (2012) 3, pp. 447-470

Persistent link: https://www.econbiz.de/10009714669

Countercyclical capital buffer and monetary policy

Byoung Hark Yoo; Jo, Kyoo-hwan - In: Han gug gae bal yeon gu 34 (2012) 4, pp. 69-90

Persistent link: https://www.econbiz.de/10009687301

On the Bayesian risk evaluation of minimum guarantees in variable annuities

Byoung Hark Yoo; Ko, Bangwon; Kwon, Hyuk-Sung - In: Asia-Pacific journal of risk and insurance : APJRI 10 (2016) 1, pp. 21-43

Persistent link: https://www.econbiz.de/10011410497

The role of foreign debt and financial frictions in a small open economy dsge model

Yie, Myung-Soo; Byoung Hark Yoo - In: The Singapore economic review : journal of the Economic … 61 (2016) 5, pp. 1-23

Persistent link: https://www.econbiz.de/10011616832