75 Publications (Page 3 of 3)
2012
Bias correction and out-of-sample forecast accuracyKim, Hyeongwoo and Durmaz, NazifInternational Journal of Forecasting, vol. 28, (no. 3), pp. 575-586, 2012.
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Examining the evidence of purchasing power parity by recursive mean adjustmentKim, Hyeongwoo and Moh, Young-KyuEconomic Modelling, vol. 29, (no. 5), Sep 2012.
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Hysteresis vs. natural rate of US unemploymentCheng, Ka M⋅Durmaz, Nazif⋅Kim, Hyeongwoo and Stern, Michael LEconomic Modelling, vol. 29, (no. 2), Mar 2012.
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VECM estimations of the PPP reversion rate revisitedKim, HyeongwooJournal of macroeconomics, vol. 34, (no. 1), pp. 238, 2012.
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VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restoredKim, HyeongwooJournal of Macroeconomics, vol. 34, (no. 1), Mar 2012.
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2011
Nonlinear mean reversion across national stock marketsChen, Shu-ling and Kim, HyeongwooInternational economic journal, vol. 25, (no. 2), pp. 250, 2011.
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Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian MarketsChen, Shu-Ling and Kim, HyeongwooInternational Economic Journal, vol. 25, (no. 2), pp. 250, 6/1/2011.
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Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian MarketsChen, Shu-Ling and Kim, HyeongwooInternational Economic Journal, vol. 25, pp. 239-250.
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2010
A century of purchasing power parity confirmedKim, Hyeongwoo and Moh, Young-kyuJournal of international money and finance, vol. 29, (no. 7), pp. 1405, 2010.
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A century of purchasing power parity confirmed: The role of nonlinearityKim, Hyeongwoo and Moh, Young-KyuJournal of International Money and Finance, vol. 29, (no. 7), pp. 1405, 2010.
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Half-life bias correction and the G7 stock marketsKim, Hyeongwoo⋅Kim, Hyeongwoo⋅Stern, Liliana V⋅Stern, Liliana V⋅Stern, Michael L and Stern, Michael LEconomics letters, vol. 109, (no. 1), pp. 3, 2010.
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Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock ReturnsAngkinand, Apanard Penny⋅Barth, James R. and Kim, HyeongwooEdward Elgar Publishing
-Book chapter-Angkinand, Apanard Penny⋅Barth, James R. and Kim, HyeongwooIn Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns. Edward Elgar Publishing. 2010
Spillover effects from the US financial crisisAngkinand, Apanard Penny⋅Angkinand, Apanard Penny⋅Barth, James R⋅Barth, James R⋅Kim, Hyeongwoo and Kim, HyeongwooThe financial and economic crises, pp. 52, 2010.
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-Book chapter-Angkinand, A.P.⋅Barth, J.R. and Kim, H.In Spillover eff ects from the US financial crisis: Some time-series evidence from national stock returns. (pp. 24-52). 2010
Spillover eff ects from the US financial crisis: Some time-series evidence from national stock returnsAngkinand, A.P.⋅Barth, J.R. and Kim, H.(pp. 24-52)
2009
Forecasting the FOMC's interest rate setting behavior: a further analysisKim, Hyeongwoo⋅Jackson, John and Saba, RichardJournal of Forecasting, vol. 28, (no. 2), pp. 165, March 2009.
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Nonlinear mean reversion in the G7 stock marketsKim, Hyeongwoo⋅Kim, Hyeongwoo⋅Stern, Liliana V⋅Stern, Liliana V⋅Stern, Michael L and Stern, Michael LApplied Financial Economics, vol. 19, (no. 5), pp. 355, 3/1/2009.
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On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange RatesKim, Hyeongwoo and Moh, Young-Kyu(pp. 129-140)
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange RatesKim, Hyeongwoo and Moh, Young-KyuEconomics Bulletin, vol. 29, (no. 1), pp. 140, 2009.
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On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysisKim, HyeongwooJournal of Empirical Finance, vol. 16, (no. 5), pp. 744, 2009.
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2008
Country-specific shocks and optimal monetary policyKim, Hyeongwoo(pp. 1-9)
Country-specific shocks and optimal monetary policyKim, HyeongwooEconomics Bulletin, vol. 5, (no. 23), pp. 9, 2008.
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2007
Motion Estimation using Centers of Non-Overlapping CamerasKim, Hyeongwoo⋅Kim, Jun-Sik and Kweon, In대한전자공학회 기타 간행물, pp. 393, 2007.
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2006
Essays on exchange rate models under a Taylor Rule type monetary policy (Dissertation)Kim, Hyeongwoo (2006).
