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A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union

Huh, Hyeon-seung; Kim, David; Kim, Won Joong; Park, … - In: International review of economics & finance : IREF 39 (2015), pp. 449-468

Persistent link: https://www.econbiz.de/10011572492

Exchange rate predictability with nine alternative models for BRICS countries

Salisu, Afees A.; Gupta, Rangan; Kim, Won Joong - In: Journal of macroeconomics 71 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013328218

A time-varying connectedness analysis of the Korean economy

Kim, Won Joong; Piao, Chunyan - In: Korea and the world economy 23 (2022) 3, pp. 185-195

Persistent link: https://www.econbiz.de/10013490765

Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?

Gupta, Rangan; Hammoudeh, Shawkat; Simo-Kengne, Beatrice D. - In: Applied financial economics 24 (2014) 16/18, pp. 1147-1157

Persistent link: https://www.econbiz.de/10010418941

Downside risk, portfolio diversification and the financial crisis in the euro-zone

Sarafrazi, Soodabeh; Hammoudeh, Shawkat; Santos, Paulo … - In: Journal of international financial markets, … 32 (2014), pp. 368-396

Persistent link: https://www.econbiz.de/10011299784

The dynamics of energy-grain prices with open interest

Hammoudeh, Shawkat; Sarafrazi, Soodabeh; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009619364

How strong are the causal relationships between Islamic stock markets and conventional financial systems? : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Journal of international financial markets, … 28 (2014), pp. 213-227

Persistent link: https://www.econbiz.de/10010411562

The dynamics of energy-grain prices with open interest

Hammoudeh, Shawkat; Sarafrazi, Soodabeh; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009413662

Global and Domestic Shocks on Inflation and Economic Growth and Membership Expansion in the GCC Bloc

Kim, Won Joong - 2012

Using a modern structural VAR with block exogeneity and identifying restrictions, this paper analyzes: first, the global macroeconomic linkages among the dollar exchange rate, oil price, China's producer price, U.S.'s export price, EU's export price and Japan's export price; and second, the...

Persistent link: https://www.econbiz.de/10013100699

Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries

Kim, Won Joong; Hammoudeh, Shawkat - In: International Review of Economics & Finance 27 (2013) C, pp. 298-317

By using a modern structural VAR with block exogeneity and identifying restrictions, this paper analyzes several global and regional oil and macroeconomic relationships related to the selected incumbent GCC member countries – Kuwait, Oman, Saudi Arabia – and the potential member Jordan....

Persistent link: https://www.econbiz.de/10010664310