9
H index
9
i10 index
433
Citations
Hahn Shik LEE : Citation Profile
Sogang University | RESEARCH PRODUCTION: 18 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1991 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hahn Shik LEE. | Is cited by:
| Cites to:
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Main data
Where Hahn Shik LEE has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 3 |
| Economics Letters | 3 |
| Applied Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Wilfrid Laurier University, Department of Economics | 4 |
Recent works citing Hahn Shik LEE (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820. Full description at Econpapers || Download paper |
| 2021 | Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300. Full description at Econpapers || Download paper |
| 2021 | Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376. Full description at Econpapers || Download paper |
| 2022 | On cointegration for processes integrated at different frequencies. (2022). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:412-435. Full description at Econpapers || Download paper |
| 2022 | A closer look at Chinese housing market: Measuring intra-city submarket connectedness in Shanghai and Guangzhou. (2022). Nong, Huifu ; Li, Qiang. In: China Economic Review. RePEc:eee:chieco:v:74:y:2022:i:c:s1043951x2200061x. Full description at Econpapers || Download paper |
| 2021 | Information transmission between oil and housing markets. (2021). Balli, Hatice ; Syed, Iqbal ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000050. Full description at Econpapers || Download paper |
| 2021 | Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach. (2021). He, Shi ; Wan, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320317104. Full description at Econpapers || Download paper |
| 2021 | Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x. Full description at Econpapers || Download paper |
| 2022 | From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762. Full description at Econpapers || Download paper |
| 2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph |
| 2021 | Quantifying Return Spillovers in Global Real Estate Markets. (2021). Balli, Faruk ; Chowdhury, Iftekhar ; Agyemang, Abraham. In: Journal of Housing Economics. RePEc:eee:jhouse:v:52:y:2021:i:c:s1051137721000334. Full description at Econpapers || Download paper |
| 2021 | Micro-Analysis of Price Spillover Effect among Regional Housing Submarkets in Korea: Evidence from the Seoul Metropolitan Area. (2021). Seo, Wonseok ; Kim, Leeyoung. In: Land. RePEc:gam:jlands:v:10:y:2021:i:8:p:879-:d:618967. Full description at Econpapers || Download paper |
| 2021 | Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio Castro, Tomás. In: MPRA Paper. RePEc:pra:mprapa:106603. Full description at Econpapers || Download paper |
| 2022 | Testing for the cointegration rank between Periodically Integrated processes. (2022). del Barrio Castro, Tomás. In: MPRA Paper. RePEc:pra:mprapa:112730. Full description at Econpapers || Download paper |
| 2021 | Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio, Tomas. In: MPRA Paper. RePEc:pra:mprapa:112731. Full description at Econpapers || Download paper |
| 2021 | A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification. (2021). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos. In: The Annals of Regional Science. RePEc:spr:anresc:v:66:y:2021:i:2:d:10.1007_s00168-020-01021-2. Full description at Econpapers || Download paper |
| 2021 | The Long-term Relationship Between International Labour Migration and Unemployment in Spain. (2021). Diaz-Emparanza, Ignacio ; Espinosa, Alexandra M. In: Journal of International Migration and Integration. RePEc:spr:joimai:v:22:y:2021:i:1:d:10.1007_s12134-019-00716-6. Full description at Econpapers || Download paper |
| 2022 | Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression. (2022). Trbovi, Eljana ; Kovaevi, Jelena ; Mani, Slavica ; Ivkov, Dejan. In: Portuguese Economic Journal. RePEc:spr:portec:v:21:y:2022:i:1:d:10.1007_s10258-020-00189-x. Full description at Econpapers || Download paper |
| 2021 | Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices. (2021). Živkov, Dejan ; Peanac, Marko ; Balaban, Suzana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1855-1870. Full description at Econpapers || Download paper |
Works by Hahn Shik LEE:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Economic Effect of Zoning Regulations on Koreas Small and Medium?Sized Retailers* In: Asian Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | Seasonal Time Series and Autocorrelation Function Estimation In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 1997 | Seasonal Time Series and Autocorrelation Function Estimation.(1997) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1993 | The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1992 | The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991..(1992) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1991 | Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 1991 | Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence..(1991) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 1995 | Spurious deterministic seasonality In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
| 1995 | A note on the critical values for the maximum likelihood (seasonal) cointegration tests In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
| 1992 | Maximum likelihood inference on cointegration and seasonal cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 65 |
| 1993 | The Japanese consumption function In: Journal of Econometrics. [Full Text][Citation analysis] | article | 87 |
| 1994 | Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 107 |
| 1997 | The role of seasonality in economic time series reinterpreting money-output causality in U.S. data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
| 1997 | The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data..(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2019 | Cross-regional connectedness in the Korean housing market In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 4 |
| 2016 | Predictability of Term Spread for Economic Activity with Liquidity Premium Theory In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 1991 | Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation. In: Cahiers de recherche. [Citation analysis] | paper | 4 |
| 1991 | Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation..(1991) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1992 | On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 19 |
| 1992 | On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data..(1992) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 1993 | On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data..(1993) In: Empirical Economics. [Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 1992 | On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data..(1992) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2020 | Connectedness among Northeast Asian Housing Markets and Business Cycles In: East Asian Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2016 | Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2015 | Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Housing market volatility connectedness among G7 countries In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Housing market volatility connectedness among G7 countries.(2018) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2004 | International transmission of stock market movements: a wavelet analysis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 52 |
| 2013 | COMMON FEATURES IN EAST ASIAN STOCK MARKETS: LONG-TERM AND SHORT-TERM COMOVEMENTS BETWEEN CHINA AND KOREA In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
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