10
H index
10
i10 index
418
Citations
Auburn University | 10 H index 10 i10 index 418 Citations RESEARCH PRODUCTION: 41 Articles 106 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hyeongwoo Kim. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Modelling | 6 |
International Review of Economics & Finance | 4 |
Applied Economics | 2 |
Journal of International Money and Finance | 2 |
The North American Journal of Economics and Finance | 2 |
Empirical Economics | 2 |
Economics Bulletin | 2 |
Applied Economics Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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Auburn Economics Working Paper Series / Department of Economics, Auburn University | 79 |
MPRA Paper / University Library of Munich, Germany | 20 |
Working Papers / Economic Research Institute, Bank of Korea | 4 |
Year | Title of citing document |
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2021 | Is the Stock Market Efficient? Evidence from Nonlinear Unit Root Tests for Nigeria. (2021). Lawal, Adedoyin Isola ; Ojeka-John, Rachael ; Lawal-Adedoyin, Bukola ; Asaleye, Abiola John ; Oseni, Ezekiel. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:384-395. Full description at Econpapers || Download paper |
2021 | The Short and Long Run Dynamics of Monetary Policy, Oil Price Volatility and Economic Growth in the CEMAC Region. (2021). Maredza, Andrew ; Olamide, Ebenezer G. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:78-89. Full description at Econpapers || Download paper |
2021 | Rising US LNG Exports and Global Natural Gas Price Convergence. (2021). Ialenti, Robert. In: Discussion Papers. RePEc:bca:bocadp:21-14. Full description at Econpapers || Download paper |
2022 | The prices of renewable commodities: a robust stationarity analysis. (2022). Presno, Maria Jose ; Landajo, Manuel. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:447-470. Full description at Econpapers || Download paper |
2021 | The Impact of Oil Price Shocks on Economic Growth: The Case of Taiwan. (2021). Chen, Kuan-Chieh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-05-11. Full description at Econpapers || Download paper |
2021 | The role of equity compensation in reducing inefficient investment in labor. (2021). Rankin, Michaela ; Sualihu, Mohammed Aminu ; Haman, Janto. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302327. Full description at Econpapers || Download paper |
2021 | Has tourism influenced Indonesia’s current account?. (2021). Narayan, Paresh ; Tobing, Lutzardo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:225-237. Full description at Econpapers || Download paper |
2022 | Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193. Full description at Econpapers || Download paper |
2022 | Inflation and the NAIRU: assessing the role of long-term unemployment as a cause of hysteresis. (2022). Stirati, Antonella ; Romaniello, Davide ; Meloni, Walter Paternesi. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001468. Full description at Econpapers || Download paper |
2021 | Is the assumption of constant factor loadings too strong in practice?. (2021). Hartigan, Luke ; Aslanidis, Nektarios. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:100-108. Full description at Econpapers || Download paper |
2021 | Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265. Full description at Econpapers || Download paper |
2021 | Extreme risk spillovers between crude palm oil prices and exchange rates. (2021). Lau, Wee-Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001315. Full description at Econpapers || Download paper |
2021 | What drives bank performance?. (2021). Harkrader, James Collin ; Guerrieri, Luca. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001610. Full description at Econpapers || Download paper |
2021 | Household portfolio allocation, uncertainty, and risk. (2021). Spencer, Christopher ; Harris, Mark ; Brown, Sarah ; Gray, Daniel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:96-117. Full description at Econpapers || Download paper |
2021 | Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803. Full description at Econpapers || Download paper |
2021 | To pass (or not to pass) through international fuel price changes to domestic fuel prices in developing countries: What are the drivers?. (2021). KPODAR, Kangni ; Imam, Patrick Amir. In: Energy Policy. RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520307102. Full description at Econpapers || Download paper |
2021 | The fuel price pass-through in Turkey: The case study of motor fuel price subsidy system. (2021). Ozbugday, Fatih Cemil ; Ãzgür, Ãnder ; Karagol, Erdal Tanas ; AydIn, Levent ; Ozgur, Onder. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006484. Full description at Econpapers || Download paper |
2022 | The time-frequency evolution of multidimensional relations between global oil prices and Chinas general price level. (2022). Liu, Xueyong ; Huang, Xuan. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221028280. Full description at Econpapers || Download paper |
2022 | Sentiment and stock market connectedness: Evidence from the U.S. – China trade war. (2022). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000114. Full description at Econpapers || Download paper |
2021 | Financial contagion during COVID–19 crisis. (2021). Sensoy, Ahmet ; Akhtaruzzaman, MD ; Boubaker, Sabri. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305754. Full description at Econpapers || Download paper |
2022 | Modelling short-and long-term marketing effects in the consumer purchase journey. (2022). Cain, P M. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:39:y:2022:i:1:p:96-116. Full description at Econpapers || Download paper |
2022 | Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992. Full description at Econpapers || Download paper |
2021 | Oil price pass-through into consumer prices: Evidence from U.S. weekly data. (2021). YILMAZKUDAY, HAKAN. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001455. Full description at Econpapers || Download paper |
2022 | Shadow of the colossus: Euro area spillovers and monetary policy in Central and Eastern Europe. (2022). Tochkov, Kiril ; El-Shagi, Makram. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001522. Full description at Econpapers || Download paper |
2022 | Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s170349492100044x. Full description at Econpapers || Download paper |
2021 | Influence of oil prices on inflation in South Asia: Some new evidence. (2021). Mahmood, Hamid ; Khiam, Shahzeb ; Zakaria, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000313. Full description at Econpapers || Download paper |
2021 | On the long-term common movement of resource and commodity prices.A methodological proposal. (2021). Esposti, Roberto. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000271. Full description at Econpapers || Download paper |
2021 | On interdependence structure of Chinas commodity market. (2021). Yang, Xuan ; He, Limin ; Chen, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002671. Full description at Econpapers || Download paper |
2021 | Common factors and the dynamics of industrial metal prices. A forecasting perspective. (2021). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299. Full description at Econpapers || Download paper |
2021 | Non-linear ARDL approach to the oil-stock nexus: Detailed sectoral analysis of the Turkish stock market. (2021). Civcir, İrfan ; Akkoc, Ugur. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004335. Full description at Econpapers || Download paper |
2022 | What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis?. (2022). Shi, Yujie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000178. Full description at Econpapers || Download paper |
2021 | Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81. Full description at Econpapers || Download paper |
2021 | The imputed effect of US tariffs on wages. (2021). Thompson, Henry. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:191-197. Full description at Econpapers || Download paper |
2021 | Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests. (2021). Nartea, Gilbert ; Luisa, Maria ; Glenn, Harold. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:214-230. Full description at Econpapers || Download paper |
2021 | Does the US-China trade war affect co-movements between US and Chinese stock markets?. (2021). Ke, Jian ; Wang, Liming ; Shi, Yujie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000982. Full description at Econpapers || Download paper |
2022 | Thirty years of herd behavior in financial markets: A bibliometric analysis. (2022). Wong, Wing-Keung ; Batmunkh, Munkh-Ulzii ; Vieito, Joo Paulo ; Mendez, Christian Espinosa ; Choijil, Enkhbayar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001276. Full description at Econpapers || Download paper |
2022 | Re-examining the Contagion Channels of Global Financial Crises: Evidence from the Twelve Years since the US Subprime Crisis. (2022). Di, Qian ; Xu, Fangming ; Li, Lifang ; Tang, Shenfeng ; Jiang, Hai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000058. Full description at Econpapers || Download paper |
2022 | The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices. (2022). Kim, Jintae ; Grossmann, Axel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000617. Full description at Econpapers || Download paper |
2021 | Oil Price Pass-Through into Consumer Prices: Evidence from U.S. Weekly Data. (2021). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2118. Full description at Econpapers || Download paper |
2021 | Financial Crises, Macroeconomic Variables, and Long-Run Risk: An Econometric Analysis of Stock Returns Correlations (2000 to 2019). (2021). Tronzano, Marco. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:127-:d:518658. Full description at Econpapers || Download paper |
2021 | How Vulnerable Are Financial Markets to COVID-19? A Comparative Study of the US and South Korea. (2021). Wang, Wenbo ; Park, Hail. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5587-:d:556176. Full description at Econpapers || Download paper |
2021 | Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries. (2021). Baig, Ahmed ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:60:y:2021:i:2:d:10.1007_s10693-020-00341-w. Full description at Econpapers || Download paper |
2021 | Oil and Mortality. (2021). Sanginabadi, Bahram. In: OSF Preprints. RePEc:osf:osfxxx:j2xqw. Full description at Econpapers || Download paper |
2022 | Are We Floating Yet? Duration of Fixed Exchange Rate Regimes. (2022). Bizuneh, Menna. In: Eastern Economic Journal. RePEc:pal:easeco:v:48:y:2022:i:1:d:10.1057_s41302-021-00206-7. Full description at Econpapers || Download paper |
2022 | Testing for the purchasing power parity (PPP) hypothesis between South Africa and its main trading partners: application of the quantile approach. (2022). Bonga-Bonga, Lumengo ; Hendriks, Johannes Jurgens. In: MPRA Paper. RePEc:pra:mprapa:112915. Full description at Econpapers || Download paper |
2021 | Study on Impacts of COVID-19 Pandemic Recession Based on Monte Carlo Simulation. (2021). Diao, Gang ; Yu, Chang ; Shang, DI. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2021:y:2021:i:6:id:786:p:724-747. Full description at Econpapers || Download paper |
2021 | Investigating the impact of Covid-19 pandemic on stock markets:Evidence from global equity indices. (2021). Faque, Mustapher ; Hacioglu, Umit. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:10:y:2021:i:7:p:199-219. Full description at Econpapers || Download paper |
2022 | Spillover Effects Between Stock Prices and Exchange Rates for the Central and Eastern European Countries. (2022). Hung, Ngo Thai. In: Global Business Review. RePEc:sae:globus:v:23:y:2022:i:2:p:259-286. Full description at Econpapers || Download paper |
2021 | Modeling tourism demand: Theoretical and empirical considerations for future research. (2021). Bulut, Umit ; Dogru, Tarik ; Sirakaya-Turk, Ercan. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:874-889. Full description at Econpapers || Download paper |
2021 | Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient. (2021). el Boukfaoui, My Youssef ; Ferreira, Paulo ; Tilfani, Oussama. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01806-1. Full description at Econpapers || Download paper |
2021 | Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Youssef, Manel. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00227-3. Full description at Econpapers || Download paper |
2021 | Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms. (2021). Depren, Serpil Kili ; Kartal, Mustafa Tevfik. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00245-1. Full description at Econpapers || Download paper |
2022 | A new analytical approach for identifying market contagion. (2022). Kim, Tae Yoon ; Lee, Heesoo. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00339-4. Full description at Econpapers || Download paper |
2022 | Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?. (2022). Hemrit, Wael ; Benlagha, Noureddine. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09554-8. Full description at Econpapers || Download paper |
2022 | Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach. (2022). Herwartz, Helmut. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:1:d:10.1007_s10260-021-00564-8. Full description at Econpapers || Download paper |
2022 | Sovereign contagion risk measure across financial markets in the eurozone: a bivariate copulas and Markov Regime Switching ARMA based approaches. (2022). Mansouri, Faysal ; Bouker, Sawsen. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:158:y:2022:i:2:d:10.1007_s10290-021-00440-3. Full description at Econpapers || Download paper |
2022 | The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model. (2022). Guo, Junjie ; Li, Youshu. In: Applied Economics. RePEc:taf:applec:v:54:y:2022:i:12:p:1377-1395. Full description at Econpapers || Download paper |
2021 | A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns. (2021). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:22:y:2021:i:4:p:420-442. Full description at Econpapers || Download paper |
2021 | Predictability of Aggregated Time Series. (2021). Snudden, Stephen ; Reinhard, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:bm0127. Full description at Econpapers || Download paper |
2022 | Common factors of commodity prices. (2022). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:3:p:461-476. Full description at Econpapers || Download paper |
2021 | Out?of?sample performance of bias?corrected estimators for diffusion processes. (2021). Guo, Ziyi. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:243-268. Full description at Econpapers || Download paper |
2022 | COVID?19 crisis and risk spillovers to developing economies: Evidence from Africa. (2022). Zopounidis, Constantin ; Boubaker, Sabri ; Benkraiem, Ramzi ; Akhtaruzzaman, MD. In: Journal of International Development. RePEc:wly:jintdv:v:34:y:2022:i:4:p:898-918. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and Dirty Altruism In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2009 | A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and Dirty Altruism.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Bias Correction and Out-of-Sample Forecast Accuracy In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2012 | Bias correction and out-of-sample forecast accuracy.(2012) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2009 | Bias Correction and Out-of-Sample Forecast Accuracy.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2010 | VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2012 | VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored.(2012) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2011 | VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | What Drives Commodity Prices? In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
2013 | What Drives Commodity Prices?.(2013) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2014 | What Drives Commodity Prices?.(2014) In: American Journal of Agricultural Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2012 | What Drives Commodity Prices?.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2010 | Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2012 | Examining the evidence of purchasing power parity by recursive mean adjustment.(2012) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2010 | Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Hysteresis vs. Natural Rate of US Unemployment In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 38 |
2012 | Hysteresis vs. natural rate of US unemployment.(2012) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2011 | Purchasing Power Parity and the Taylor Rule In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2013 | Purchasing power parity and the Taylor rule.(2013) In: AJRC Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2013 | Purchasing Power Parity and the Taylor Rule.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2009 | Purchasing Power Parity and the Taylor Rule.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2015 | Purchasing Power Parity and the Taylor Rule.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2011 | Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 56 |
2012 | Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries.(2012) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2015 | Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries.(2015) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2015 | Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries.(2015) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
2011 | Reassessing the Link between the Japanese Yen and Emerging Asian Currencies In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2013 | Reassessing the link between the Japanese yen and emerging Asian currencies.(2013) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2011 | On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2011 | Fear and Closed-End Fund Discounts: Investor Sentiment Revisited In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2011 | The US Tourism Trade Balance and Exchange Rate Shock In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2012 | The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2012 | The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2014 | The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds.(2014) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds.(2016) In: Journal of Financial Services Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2012 | Generalized Impulse Response Analysis: General or Extreme? In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2009 | Generalized Impulse Response Analysis: General or Extreme?.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2012 | Wages in a Factor Proportions Model with Energy Input In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2014 | Wages in a factor proportions model with energy input.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2012 | Fear and Closed-End Fund Discounts In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2013 | Fear and Closed-End Fund discounts.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2013 | How Does the Oil Price Shock Affect Consumers? In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 35 |
2014 | How Does the Oil Price Shock Affect Consumers?.(2014) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2013 | How Does the Oil Price Shock Affect Consumers?.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2013 | Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2013 | Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2015 | Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach.(2015) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2015 | Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach.(2015) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2013 | A Nonparametric Study of Real Exchange Rate Persistence over a Century In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | A Nonparametric Study of Real Exchange Rate Persistence over a Century.(2014) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | A nonparametric study of real exchange rate persistence over a century.(2015) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2013 | On the Effect of the Great Recession on US Household Expenditures for Entertainment In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | On the Effect of the Great Recession on US Household Expenditures for Entertainment.(2015) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Capital Investment and Employment in the Information Sector In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2014 | Capital investment and employment in the information sector.(2014) In: Telecommunications Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2013 | Are Global Food Prices Becoming More Volatile and More Persistent? In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Testing the Predictability of Consumption Growth: Evidence from China In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Testing the Predictability of Consumption Growth: Evidence from China.(2015) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Testing the Predictability of Consumption Growth: Evidence from China.(2016) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA.(2016) In: Journal of Economic Development. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2014 | The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach.(2016) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach.(2017) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | London Calling: Nonlinear Mean Reversion across National Stock Markets In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2017 | London Calling: Nonlinear Mean Reversion across National Stock Markets.(2017) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | London Calling: Nonlinear Mean Reversion across National Stock Markets.(2018) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | London calling: Nonlinear mean reversion across national stock markets.(2018) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2015 | Government Spending Shocks and Private Acitivity: The Role of Sentiments In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Government Spending Shocks and Private Activity: The Role of Sentiments.(2016) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Government Spending Shocks and Private Activity: The Role of Sentiments.(2017) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | Government Spending Shocks and Private Activity: The Role of Sentiments.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Pitfalls in Testing for Cointegration between Inequality and the Real Income In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Pitfalls in Testing for Cointegration between Inequality and the Real Income.(2016) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME.(2017) In: Economic Inquiry. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2015 | Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2016 | Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2015 | The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Price Adjustment to the Exchange Rate Shock in World Commodity Markets In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2016 | Forecasting Financial Stress Indices in Korea: A Factor Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2018 | Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2018) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2019) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2015 | Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2018 | Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Forecasting financial stress indices in Korea: a factor model approach.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2016 | Is Good News for Donald Trump Bad News for the Peso? In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Is good news for Donald Trump bad news for the Peso?.(2017) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2016 | Forecasting Financial Vulnerability in the US: A Factor Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Forecasting Financial Vulnerability in the US: A Factor Model Approach.(2018) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Forecasting Financial Vulnerability in the US: A Factor Model Approach.(2020) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Forecasting Financial Vulnerability in the US: A Factor Model Approach.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Forecasting financial vulnerability in the USA: A factor model approach.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2017 | Investigating Properties of Commodity Price Responses to Real and Nominal Shocks In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2020 | Investigating properties of commodity price responses to real and nominal shocks.(2020) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2018 | Investigating Properties of Commodity Price Responses to Real and Nominal Shocks.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2017 | Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2019 | Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach.(2019) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Improving forecast accuracy of financial vulnerability: PLS factor model approach.(2020) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2018 | Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | Consumer Spending on Entertainment and the Great Recession In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Fiscal Policy, Wages, and Jobs in the U.S. In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Fiscal Policy, Wages, and Jobs in the U.S..(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Forecasting Net Charge-Off Rates of Banks: A PLS Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2020 | Forecasting Net Charge-Off Rates of Banks: A PLS Approach.(2020) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | chapter | |
2018 | Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters.(2019) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters.(2021) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus.(2020) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus.(2021) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices.(2020) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices.(2021) In: Open Economies Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2019 | Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | U.S. Presidential Election Polls and the Economic Prospects of China and Mexico In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | U.S. Presidential Election Polls and the Economic Prospects of China and Mexico.(2021) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | U.S. presidential election polls and the economic prospects of China and Mexico.(2021) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2021 | Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2022 | Policy Coordination and the Effectiveness of Fiscal Stimulus In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Country-specific shocks and optimal monetary policy In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2009 | On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2013 | Determinants of stock market comovements among US and emerging economies during the US financial crisis In: Economic Modelling. [Full Text][Citation analysis] | article | 69 |
2010 | Half-life bias correction and the G7 stock markets In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2009 | On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
2014 | How do oil price shocks affect consumer prices? In: Energy Economics. [Full Text][Citation analysis] | article | 37 |
2014 | How Do Oil Price Shocks Affect Consumer Prices?.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2010 | A century of purchasing power parity confirmed: The role of nonlinearity In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
2009 | A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2018 | The determinants of the benchmark interest rates in China In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 2 |
2013 | The real exchange rate and the balance of trade in US tourism In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 18 |
2018 | The effects of government spending shocks on the trade account balance in Korea In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2010 | Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns In: Chapters. [Full Text][Citation analysis] | chapter | 3 |
2009 | Forecasting the FOMCs interest rate setting behavior: a further analysis In: Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
2009 | Factor Proportions Wages in a Structural Vector Autoregression In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2009 | The Exchange Rate and US Tourism Balance of Trade In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2009 | Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
2011 | Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets.(2011) In: International Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2013 | Generalized impulse response analysis: General or Extreme? In: EconoQuantum, Revista de Economia y Finanzas. [Full Text][Citation analysis] | article | 9 |
2013 | The Exchange Rate and US Tourism Trade, 1973–2007 In: Tourism Economics. [Full Text][Citation analysis] | article | 5 |
2012 | A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2009 | Nonlinear mean reversion in the G7 stock markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
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