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More powerpul panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa; Leybourne, Stephen James; Kim, Tae-hwan - In: Journal of applied econometrics 19 (2004) 2, pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
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Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun; Kim, Tae-hwan - In: Applied economics letters 10 (2003) 15, pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
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Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan; Leybourne, Stephen James; Newbold, Paul - In: Oxford bulletin of economics and statistics 62 (2000) 3, pp. 433-444
Persistent link: https://www.econbiz.de/10001505515
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Asymptotic and Bayesian confidence intervals for Sharpe style weights
Kim, Tae-hwan; Stone, Douglas; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001541193
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Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan; White, Halbert - 2002
Persistent link: https://www.econbiz.de/10001683571
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Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin; Kim, Tae-hwan; Mizen, Paul - In: Journal of economic dynamics & control 127 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
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Testing for structural breaks in return-based style regression models
Kim, Yunmi; Stone, Douglas; Kim, Tae-hwan - In: Financial markets and portfolio management 35 (2021) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10012495896
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Unit root tests in the presence of multiple breaks in variance
Jeong, Soo-Bin; Kim, Bong Hwan; Kim, Tae-hwan; Moon, … - In: The Singapore economic review : journal of the Economic … 62 (2017) 2, pp. 345-361
Persistent link: https://www.econbiz.de/10011702157
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Multi-dimensional portfolio risk and its diversification : a note
Kim, Woohwan; Kim, Youngmin; Kim, Tae-hwan; Bang, Seungbeom - In: Global finance journal 35 (2018), pp. 147-156
Persistent link: https://www.econbiz.de/10012124807
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Corporate governance, legal system, and stock market liquidity : evidence around the world
Chung, Kee-ho; Kim, Joon-seok; Park, Kwangwoo; Sung, … - In: Asia-Pacific journal of financial studies 41 (2012) 6, pp. 686-703
Persistent link: https://www.econbiz.de/10010097703