Tae-Hwan Kim : Citation Profile


Are you Tae-Hwan Kim?

Yonsei University

17

H index

22

i10 index

1246

Citations

RESEARCH PRODUCTION:

41

Articles

50

Papers

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 56
   Journals where Tae-Hwan Kim has often published
   Relations with other researchers
   Recent citing documents: 164.    Total self citations: 39 (3.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki53
   Updated: 2023-01-08    RAS profile: 2022-10-12    
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Relations with other researchers


Works with:

MULLER, Christophe (5)

Mizen, Paul (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tae-Hwan Kim.

Is cited by:

Apergis, Nicholas (31)

Rault, Christophe (30)

Ventosa-Santaulària, Daniel (28)

Noriega, Antonio (26)

Taylor, Robert (20)

Kruse, Robinson (19)

Pesaran, M (17)

Sibbertsen, Philipp (17)

Shahbaz, Muhammad (16)

MULLER, Christophe (15)

Cavaliere, Giuseppe (15)

Cites to:

Chernozhukov, Victor (31)

Chen, Xiaohong (31)

koenker, roger (27)

MULLER, Christophe (27)

Wieland, Volker (24)

Andrews, Donald (21)

Hansen, Christian (20)

Gertler, Mark (20)

Xiao, Zhijie (20)

Svensson, Lars (19)

Hallock, Kevin (18)

Main data


Where Tae-Hwan Kim has published?


Journals with more than one article published# docs
Journal of Time Series Analysis6
Applied Economics4
Applied Economics Letters3
Journal of Econometrics3
Finance Research Letters3
Economics Letters3
Journal of Macroeconomics2
Oxford Bulletin of Economics and Statistics2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
Working papers / Yonsei University, Yonsei Economics Research Institute18
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego6
AMSE Working Papers / Aix-Marseille School of Economics, France4
Working Papers / HAL4
Post-Print / HAL2
Econometrics / University Library of Munich, Germany2
Working Paper Series / European Central Bank2
Royal Economic Society Annual Conference 2004 / Royal Economic Society2
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie)2

Recent works citing Tae-Hwan Kim (2022 and 2021)


YearTitle of citing document
2021Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09.

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2022The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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2021An Automatic Finite-Sample Robustness Metric: Can Dropping a Little Data Change Conclusions?. (2020). Giordano, Ryan ; Broderick, Tamara ; Meager, Rachael. In: Papers. RePEc:arx:papers:2011.14999.

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2022A first-stage representation for instrumental variables quantile regression. (2021). Montes-Rojas, Gabriel ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2102.01212.

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2022An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2021Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation. (2021). Raponi, Valentina ; Petrella, Lea ; Merlo, Luca. In: Papers. RePEc:arx:papers:2106.06518.

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2021New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2110.02693.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2022Extremal Dependence in Australian Electricity Markets. (2022). Han, Lin ; Trueck, Stefan ; Cribben, Ivor. In: Papers. RePEc:arx:papers:2202.09970.

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2022A multivariate semi-parametric portfolio risk optimization and forecasting framework. (2022). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2207.04595.

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2021Firm-specific risk-neutral distributions with options and CDS. (2021). Jahan-Parvar, Mohammad ; Aramonte, Sirio ; Schindler, John W ; Rosen, Samuel. In: BIS Working Papers. RePEc:bis:biswps:921.

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2021Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures. (2021). Yan, WU ; Shi, Jing ; Liao, Yin ; Han, Jianlei ; Bo, Xu Chong. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3977-4006.

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2022The 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.

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2021Unit root testing with slowly varying trends. (2021). Otto, Sven. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:85-106.

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2021A Re?Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach. (2021). Rodrigues, Paulo ; Nicolau, Jo o ; Zsurkis, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:935-959.

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2021Does urbanization matter in the expenditure?happiness nexus?. (2021). Galli, Federica ; Emili, Silvia ; Bernini, Cristina. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:6:p:1403-1428.

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2021Survey-Based Structural Budget Balances. (2021). Wollmershauser, Timo ; Gottert, Marcell. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8911.

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2021Survey-Based Structural Budget Balances. (2021). Wollmershäuser, Timo ; Wollmershauser, Timo ; Gottert, Marcell. In: EconPol Working Paper. RePEc:ces:econwp:_59.

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2021Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners. (2021). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:900.

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2021A novel risk management perspective for macroprudential policy. (2021). Kremer, Manfred ; Schwaab, Bernd ; Manganelli, Simone ; Fahr, Stephan ; Chavleishvili, Sulkhan. In: Research Bulletin. RePEc:ecb:ecbrbu:2021:87.1:.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2021The risk management approach to macro-prudential policy. (2021). Kremer, Manfred ; Engle, Robert ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20212565.

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2022Remittances and Energy Consumption: APanel Data Analysis for MENA Countries. (2022). Ari, Ayse. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-15.

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2022Electricity Demand and CO Emissions during the COVID-19 Pandemic: The Case of India. (2022). Agrawal, Nidhi ; Maity, Bipasha ; Kumar, Magesh ; Palamalai, Srinivasan ; Tamilselvan, M. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-16.

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2022The stock implied volatility and the implied dividend volatility. (2022). Tunaru, Radu ; Quaye, Enoch. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002116.

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2021Does economic convergence hold? A spatial quantile analysis on European regions. (2021). Hewings, Geoffrey ; Postiglione, Paolo ; Cartone, Alfredo. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:408-417.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2022Contagion effect of systemic risk among industry sectors in China’s stock market. (2022). Zhao, Tianyu ; Yan, Haoyang ; Xu, Qiuhua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001819.

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2022Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China. (2022). Zhu, Zhican ; Li, Xupei ; Jian, Zhihong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002242.

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2021Valuing urban green amenities with an inequality lens. (2021). Liu, Zhaoyang ; Brockwell, Erik ; Ohrner, Erik ; Stromberg, Per M. In: Ecological Economics. RePEc:eee:ecolec:v:186:y:2021:i:c:s0921800921001257.

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2022Shrinkage estimation of panel data models with interactive effects. (2022). Liang, Jufang ; Chen, Xingyi. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004699.

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2022Nonparametric inference for quantile cointegrations with stationary covariates. (2022). Wang, Qiying ; Liang, Han-Ying ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:453-482.

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2022High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946.

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2022Green bonds and conventional financial markets in China: A tale of three transmission modes. (2022). Lin, Boqiang ; Zhang, Zuopeng ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003504.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2021An analysis of the impact of unconventional oil and gas activities on public health: New evidence across Oklahoma counties. (2021). Ghosh Dastidar, Sayantan ; Apergis, Nicholas ; Mustafa, Ghulam. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001286.

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2021US partisan conflict uncertainty and oil prices. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar. In: Energy Policy. RePEc:eee:enepol:v:150:y:2021:i:c:s0301421520308296.

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2022Geopolitical risk and environmental degradation in BRICS: Aggregation bias and policy inference. (2022). Riti, Miriam-Kamah J ; Shu, Yang. In: Energy Policy. RePEc:eee:enepol:v:166:y:2022:i:c:s030142152200235x.

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2021Skewness-based market integration: A systemic risk measure across international equity markets. (2021). Li, Xupei ; Jian, Zhihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000077.

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2021Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis. (2021). Jareño, Francisco ; De, Maria ; Skinner, Frank S ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001149.

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2021Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Chen, Jinyu ; Zhu, Xuehong ; Liao, Jianhui. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001563.

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2022Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis. (2022). Wongkantarakorn, Jutamas ; Pavlova, Ivelina ; de Boyrie, Maria E ; Cheuathonghua, Massaporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000138.

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2022Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process. (2022). Simaan, Yusif ; Khashanah, Khaldoun. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000412.

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2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004.

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2021Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets. (2021). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319306774.

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2021When does the stock market recover from a crisis?. (2021). Zhao, Qing ; Wang, Shaoping ; Li, Yanglin. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314448.

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2022Tail-event driven network of cryptocurrencies and conventional assets. (2022). Zhang, Ruige ; Xu, Qiuhua ; Jiang, Wen. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s154461232100413x.

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2022The Impact of the Infectious diseases and Commodity on Stock Markets. (2022). Wen, Fenghua ; Liu, Wenhua ; Min, Feng ; Chen, Lin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001441.

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2021Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). Baruník, Jozef ; Ech, Frantiek ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318.

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2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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2022Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali M ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328.

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2021Urban green spaces and housing prices in developing countries: A Two-stage quantile spatial regression analysis. (2021). Zambrano-Monserrate, Manuel ; Silva, Carlos A ; Yoong-Parraga, Cristina ; Ruano, Maria Alejandra. In: Forest Policy and Economics. RePEc:eee:forpol:v:125:y:2021:i:c:s1389934121000265.

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2022Generalization of bibliographic coupling and co-citation using the node split network. (2022). Yun, Jinhyuk. In: Journal of Informetrics. RePEc:eee:infome:v:16:y:2022:i:2:s1751157722000438.

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2022Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model. (2022). Cho, Jin Seo ; Mensi, Walid ; Hammoudeh, Shawkat. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:66-78.

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2021The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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2022Sovereign bond market spillovers from crisis-time developments in Greece. (2022). Zigraiova, Diana ; Clancy, Daragh ; Gabriele, Carmine. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000464.

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2022Mind the Basel gap. (2022). Lof, Matthijs ; Jylha, Petri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000841.

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2021Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation. (2021). Raponi, Valentina ; Petrella, Lea ; Merlo, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002077.

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2022Systemic risk and the COVID challenge in the european banking sector. (2022). Borri, Nicola ; di Giorgio, Giorgio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621000315.

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2022Forecasting Value at Risk and expected shortfall using a model with a dynamic omega ratio. (2022). Taylor, James W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001133.

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2021Gender empowerment as an enforcer of individuals’ choice between education and fertility: Evidence from 19th century France. (2021). Mishra, Tapas ; DIEBOLT, Claude ; Perrin, Faustine. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:408-438.

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2022Monitoring procedures for strict stationarity based on the multivariate characteristic function. (2022). Pretorius, Charl ; Meintanis, Simos G ; Lee, Sang Yeol. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001706.

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2021Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set. (2021). Winkelried, Diego. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000027.

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2021Analyzing the (a)symmetric impacts of oil price, economic policy uncertainty, and global geopolitical risk on exchange rate. (2021). Elian, Mohammad I ; Kisswani, Khalid M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000098.

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2021Does the twin deficit hypothesis exist in India? Empirical evidence from an asymmetric non-linear cointegration approach. (2021). Ramana, R V ; Behera, Smruti Ranjan ; Mallick, Lingaraj. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000244.

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2021On 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.

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2021The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach. (2021). Shahbaz, Muhammad ; Mishra, Shekhar ; Sharif, Arshian ; Razzaq, Asif ; Aman, Ameenullah ; He, Xiaojuan. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000386.

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2021Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Aman, Ameenullah ; Zaighum, Isma ; Suleman, Muhammad Tahir ; Sharif, Arshian. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000842.

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2021Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework. (2021). Wang, Xinyu ; Vivian, Andrew ; Geng, Yong ; Tan, Xueping. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004153.

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2022Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model. (2022). Uche, Emmanuel ; Huang, Liangfang ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100550x.

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2022Gold price forecasting using multivariate stochastic model. (2022). Chatterjee, Snehamoy ; Pillalamarry, Mallikarjun ; Madziwa, Lawrence. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005511.

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2022An analysis of OPEC oil production reaction to non-OPEC oil supply. (2022). Mefteh-Wali, Salma ; Lahiani, Amine ; Kisswani, Khalid M. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001027.

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2022Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach. (2022). Amin, Nabila ; Khan, Farina ; Ali, Malik Tayyab ; Song, Huaming ; Sharif, Arshian ; Abbass, Kashif. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001787.

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2022The asymmetric effect of oil price, news-based uncertainty, and COVID-19 pandemic on equity market. (2022). Yaqoob, Tanzeela ; Afshan, Sahar ; Sun, Yihan ; Lin, Shiwei. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200188x.

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2022Natural resources’ impact on capital flow and conflict relationship in Africa: A novel insight from GMM and quantile regression. (2022). Sini, Snow ; Abdul-Rahim, A S ; Chin, Lee ; Sulaiman, Chindo ; Said, Rusmawati. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002392.

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2022The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach. (2022). Fu, Zheng ; Chen, Zhiguo ; Sharif, Arshian ; Razi, Ummara. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003063.

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2022The asymmetric effect of green investment, natural resources, and growth on financial inclusion in China. (2022). Li, Kuangzhe ; Wang, Gang ; Pang, Deliang ; Ajaz, Tahseen. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003300.

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2021Backtesting global Growth-at-Risk. (2021). Brownlees, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:312-330.

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2022On similarity. (2022). Da, Luciano. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:599:y:2022:i:c:s037843712200334x.

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2022The correlations among COVID-19, the effect of public opinion, and the systemic risks of China’s financial industries. (2022). Yang, Xite ; Lai, Yongzeng ; Chen, Shili ; Ouyang, Zisheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003673.

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2022Revisiting the accuracy of standard VaR methods for risk assessment: Using the Copula–EVT multidimensional approach for stock markets in the MENA region. (2022). Hedhli, Amel ; Chebbi, Ali. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:430-445.

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2021The role of technology innovation, renewable energy and globalization in reducing environmental degradation in Pakistan: A step towards sustainable environment. (2021). Chien, Fengsheng ; Sharif, Arshian ; Ahmad, Paiman ; Chau, Ka Yin ; Andlib, Zubaria ; Ajaz, Tahseen. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:308-317.

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2021Estimating the market risk of clean energy technologies companies using the expected shortfall approach. (2021). Pradhan, Ashis ; Tiwari, Aviral Kumar. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:95-100.

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2022Investigating the role of globalization, and energy consumption for environmental externalities: Empirical evidence from developed and developing economies. (2022). Apergis, Nicholas ; Shahzad, Umer ; Doan, Buhari ; Ghosh, Sudeshna ; Bashir, Muhammad Farhan ; Xia, Wanjun. In: Renewable Energy. RePEc:eee:renene:v:183:y:2022:i:c:p:219-228.

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2021International portfolio allocation: The role of conditional higher moments. (2021). Le, Trung H. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:33-57.

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2021Systemic-systematic risk in financial system: A dynamic ranking based on expectiles. (2021). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:330-365.

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2022Singlehanded or joint race? Stock market volatility prediction. (2022). Dong, Dayong ; Wang, Jianqiong ; Ma, Feng ; Lu, Xinjie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:734-754.

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2022Testing for Granger causality in quantiles between the wage share in income and productive capacity utilization. (2022). Lima, Gilberto Tadeu ; Marques, Andre M. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:290-312.

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2022The Italian nominal interest rate conundrum: A problem of growth or public finance?. (2022). Carnazza, Giovanni ; Caravaggio, Nicola. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:313-326.

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2022Is income inequality good or bad for growth? Further empirical evidence using data for all Brazilian cities. (2022). Marques, Andre M. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:360-376.

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2021Guns better than butter in Pakistan? The dilemma of military expenditure, human development, and economic growth. (2021). Antonakakis, Nikolaos ; Luqman, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s004016252100576x.

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2021Asymmetric inter-linkages between green technology innovation and consumption-based carbon emissions in BRICS countries using quantile-on-quantile framework. (2021). Wang, Yufeng ; Razzaq, Asif ; Shahzad, Farrukh ; Suksatan, Wanich ; Chupradit, Supat. In: Technology in Society. RePEc:eee:teinso:v:66:y:2021:i:c:s0160791x21001317.

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2022Government intervention, spillover effect and urban innovation performance: Empirical evidence from national innovative city pilot policy in China. (2022). Yuan, Yijun ; Gao, Kang. In: Technology in Society. RePEc:eee:teinso:v:70:y:2022:i:c:s0160791x22001762.

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2022Do Remittances Promote Economic Growth? New Evidence from India. (2022). Ghosh Dastidar, Sayantan ; Apergis, N. In: Economic Issues Journal Articles. RePEc:eis:articl:122dastidar.

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2021Oil price, exchange rate and stock price in Nigeria: Fresh insights based on quantile ARDL model. (2021). Effiom, Lionel ; Uche, Emmanuel. In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT. RePEc:fan:efeefe:v:html10.3280/efe2021-001004.

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2021Empirical Analysis on Public Expenditure for Education and Economic Growth: Evidence from Indonesia. (2021). Alghamdi, Thamer ; al Ghamdi, Thamer ; Suwandaru, Agung ; Nurwanto, Nurwanto. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:146-:d:652358.

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2022ICT, Energy Intensity, and CO 2 Emission Nexus. (2022). Kayiki, Fazil ; Castanho, Rui Alexandre ; Bildirici, Melike E ; Gen, Sema Yilmaz. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:13:p:4567-:d:845389.

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2021.

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2022.

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2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

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2021The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation. (2021). Kyriazis, Nikolaos A. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5383-:d:552611.

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More than 100 citations found, this list is not complete...

Works by Tae-Hwan Kim:


YearTitleTypeCited
2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression In: AMSE Working Papers.
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paper4
2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2013A Test for Endogeneity in Conditional Quantiles In: AMSE Working Papers.
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paper3
2013A Test for Endogeneity in Conditional Quantiles.(2013) In: Working Papers.
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2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression In: AMSE Working Papers.
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2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression.(2015) In: Working papers.
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This paper has another version. Agregated cites: 0
paper
2017A Robust Test of Exogeneity Based on Quantile Regressions In: AMSE Working Papers.
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paper3
2017A robust test of exogeneity based on quantile regressions.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 3
paper
2017A Robust Test of Exogeneity Based on Quantile Regressions.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2001James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator In: Journal of the American Statistical Association.
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article9
2000James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series.
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This paper has another version. Agregated cites: 9
paper
2000James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
1999James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(1999) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2002A Direct Test for Cointegration Between a Pair of Time Series In: Journal of Time Series Analysis.
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article0
2003Testing for Linear Trend with Application to Relative Primary Commodity Prices In: Journal of Time Series Analysis.
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article51
2004Asymptotic mean?squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process In: Journal of Time Series Analysis.
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article4
2004Behaviour of Dickey–Fuller Unit?Root Tests Under Trend Misspecification In: Journal of Time Series Analysis.
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article12
2003Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification.(2003) In: Econometrics.
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This paper has another version. Agregated cites: 12
paper
2005Examination of Some More Powerful Modifications of the Dickey–Fuller Test In: Journal of Time Series Analysis.
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article40
2003EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST.(2003) In: Econometrics.
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This paper has another version. Agregated cites: 40
paper
2007CUSUM of Squares?Based Tests for a Change in Persistence In: Journal of Time Series Analysis.
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article43
2000Spurious Rejections by Perron Tests in the Presence of a Break In: Oxford Bulletin of Economics and Statistics.
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article17
2006Regression?based Tests for a Change in Persistence* In: Oxford Bulletin of Economics and Statistics.
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article17
2007Detecting Multiple Changes in Persistence In: Studies in Nonlinear Dynamics & Econometrics.
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article51
2002Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression In: University of California at San Diego, Economics Working Paper Series.
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paper8
2000Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights In: University of California at San Diego, Economics Working Paper Series.
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paper11
2005Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights.(2005) In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2003On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index In: University of California at San Diego, Economics Working Paper Series.
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paper5
2008Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR In: Working Paper Series.
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paper23
2015VAR for VaR: measuring tail dependence using multivariate regression quantiles In: Working Paper Series.
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paper137
2015VAR for VaR: Measuring tail dependence using multivariate regression quantiles.(2015) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 137
article
2012VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles.(2012) In: Working papers.
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paper
2003Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom In: Royal Economic Society Annual Conference 2003.
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paper0
2004Spurious Nonlinear Regressions In Econometrics In: Royal Economic Society Annual Conference 2004.
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paper8
2005Spurious nonlinear regressions in econometrics.(2005) In: Economics Letters.
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This paper has another version. Agregated cites: 8
article
2004Bias Transmission In Two-Stage Estimation In: Royal Economic Society Annual Conference 2004.
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paper0
2003Tests for a change in persistence against the null of difference-stationarity In: Econometrics Journal.
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article57
2004Two-stage quantile regression when the first stage is based on quantile regression In: Econometrics Journal.
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article61
2004TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION.(2004) In: Working Papers. Serie AD.
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This paper has another version. Agregated cites: 61
paper
2021Impulse response analysis in conditional quantile models with an application to monetary policy In: Journal of Economic Dynamics and Control.
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article1
2020Impulse response analysis in conditional quantile models with an application to monetary policy.(2020) In: Discussion Papers.
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paper
2010Estimating monetary reaction functions at near zero interest rates In: Economics Letters.
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article7
2004Spurious regressions with stationary processes around linear trends In: Economics Letters.
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article24
2002Unit root tests with a break in innovation variance In: Journal of Econometrics.
[Full Text][Citation analysis]
article75
2015Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics.
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article68
2014Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers.
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paper
2015The instability of the Pearson correlation coefficient in the presence of coincidental outliers In: Finance Research Letters.
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article7
2014The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2014) In: Working papers.
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paper
2015The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2015) In: Working papers.
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paper
2004On more robust estimation of skewness and kurtosis In: Finance Research Letters.
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article124
2012Robust estimation of covariance and its application to portfolio optimization In: Finance Research Letters.
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article8
2018Multi-dimensional portfolio risk and its diversification: A note In: Global Finance Journal.
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article1
2005On suboptimality of the Hodrick-Prescott filter at time series endpoints In: Journal of Macroeconomics.
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article101
2012Monetary information and monetary policy decisions: Evidence from the euroarea and the UK In: Journal of Macroeconomics.
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article1
2020Inconsistency transmission and variance reduction in two-stage quantile regression In: Post-Print.
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paper2
2017Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression In: Working Papers.
[Full Text][Citation analysis]
paper2
2005TWO-STAGE HUBER ESTIMATION In: Working Papers. Serie AD.
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paper2
2004More powerful panel data unit root tests with an application to mean reversion in real exchange rates In: Journal of Applied Econometrics.
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article152
2008Forecasting changes in UK interest rates In: Journal of Forecasting.
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article13
2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Paper Series.
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This paper has another version. Agregated cites: 13
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2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
2006Forecasting changes in UK interest rates.(2006) In: Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
2021Testing for structural breaks in return-based style regression models In: Financial Markets and Portfolio Management.
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article0
2020Testing for Structural Breaks in Return-Based Style Regression Models.(2020) In: Working papers.
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This paper has another version. Agregated cites: 0
paper
2009The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan In: Journal of Money, Credit and Banking.
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article37
2009The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan.(2009) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 37
article
2007Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2007Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan.(2007) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
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2010VAR for VaR: measuring systemic risk using multivariate regression quantiles. In: MPRA Paper.
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paper16
2020Does political orientation affect happiness? The case of South Korea In: Applied Econometrics.
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article0
2020Does Political Orientation Affect Happiness? The Case of South Korea.(2020) In: Working papers.
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2003Behaviour of cointegration tests in the presence of structural breaks in variance In: Applied Economics Letters.
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article4
2010The effect of a variance shift on the Breusch-Godfreys LM test In: Applied Economics Letters.
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article3
2001Unit root tests based on inequality-restricted estimators In: Applied Economics Letters.
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article1
2004Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia In: Applied Financial Economics.
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article25
2012The influence of school quality on housing prices in Korea In: Applied Economics.
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article1
2006Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility In: Applied Economics.
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article6
2008A more powerful modification of Johansens cointegration tests In: Applied Economics.
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article0
2015Revisiting growth empirics based on IV panel quantile regression In: Applied Economics.
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article0
2014Revisiting Growth Empirics Based on IV Panel Quantile Regression.(2014) In: Working papers.
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This paper has another version. Agregated cites: 0
paper
2017UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE In: The Singapore Economic Review (SER).
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2014UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE.(2014) In: Working papers.
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This paper has another version. Agregated cites: 0
paper
2012A test for endogeneity in conditional quantile models In: Working papers.
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paper0
2012On measuring the nonlinear effect of interest rates on inflation and output In: Working papers.
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paper0
2013Testing for Autocorrelation in Quantile Regression Models In: Working papers.
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2014Testing for Autocorrelation in Quantile Regression Models.(2014) In: Working papers.
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This paper has another version. Agregated cites: 0
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2015Multi-dimensional Risk and its Diversification In: Working papers.
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paper0
2015Revisiting the Effect of FDI on Economic Growth using Quantile Regression In: Working papers.
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paper1
2017Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being In: Working papers.
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paper0
2020Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy In: Working papers.
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paper0
2020Dealing with Markov-Switching Parameters in Quantile Regression Models In: Working papers.
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