Hahn Shik LEE : Citation Profile


Are you Hahn Shik LEE?

Sogang University

9

H index

9

i10 index

433

Citations

RESEARCH PRODUCTION:

18

Articles

14

Papers

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 14
   Journals where Hahn Shik LEE has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 7 (1.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple719
   Updated: 2023-03-02    RAS profile: 2020-09-07    
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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:

Taylor, Robert (22)

del Barrio Castro, Tomás (20)

Rodrigues, Paulo (18)

Franses, Philip Hans (16)

Osborn, Denise (13)

Cubadda, Gianluca (13)

Gil-Alana, Luis (12)

Dua, Pami (10)

Otero, Jesus (10)

Kumawat, Lokendra (10)

Kunst, Robert (9)

Cites to:

Granger, Clive (9)

Terrones, Marco (8)

Otrok, Christopher (8)

Kose, Ayhan (8)

Engle, Robert (8)

Sims, Christopher (7)

Hylleberg, Svend (7)

Miron, Jeffrey (7)

Hirata, Hideaki (6)

Johansen, Soren (6)

Yilmaz, Kamil (5)

Main data


Where Hahn Shik LEE has published?


Journals with more than one article published# docs
Journal of Econometrics3
Economics Letters3
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Wilfrid Laurier University, Department of Economics4

Recent works citing Hahn Shik LEE (2022 and 2021)


YearTitle of citing document
2021Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2022On 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.

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2022A 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.

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2021Information 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.

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2021Dynamic 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.

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2021Two 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.

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2022From 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.

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2022Forecasting: 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
2021Quantifying 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.

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2021Micro-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.

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2021Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio Castro, Tomás. In: MPRA Paper. RePEc:pra:mprapa:106603.

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2022Testing for the cointegration rank between Periodically Integrated processes. (2022). del Barrio Castro, Tomás. In: MPRA Paper. RePEc:pra:mprapa:112730.

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2021Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio, Tomas. In: MPRA Paper. RePEc:pra:mprapa:112731.

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2021A 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.

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2021The 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.

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2022Assessing 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.

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2021Assessing 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.

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Works by Hahn Shik LEE:


YearTitleTypeCited
2020Economic Effect of Zoning Regulations on Koreas Small and Medium?Sized Retailers* In: Asian Economic Journal.
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article0
2002Seasonal Time Series and Autocorrelation Function Estimation In: Manchester School.
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article0
1997Seasonal Time Series and Autocorrelation Function Estimation.(1997) In: CIRANO Working Papers.
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This paper has another version. Agregated cites: 0
paper
1995On Periodic Structures and Testing for Seasonal Unit Roots In: CIRANO Working Papers.
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paper7
1995On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 7
paper
1995On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 7
paper
1993The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991. In: Canadian Journal of Economics.
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article0
1992The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991..(1992) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
1991Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence In: Economics Letters.
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article16
1991Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence..(1991) In: Working Papers.
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This paper has another version. Agregated cites: 16
paper
1995Spurious deterministic seasonality In: Economics Letters.
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article27
1995A note on the critical values for the maximum likelihood (seasonal) cointegration tests In: Economics Letters.
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article19
1992Maximum likelihood inference on cointegration and seasonal cointegration In: Journal of Econometrics.
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article65
1993The Japanese consumption function In: Journal of Econometrics.
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article87
1994Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation In: Journal of Econometrics.
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article107
1997The role of seasonality in economic time series reinterpreting money-output causality in U.S. data In: International Journal of Forecasting.
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article12
1997The 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
2019Cross-regional connectedness in the Korean housing market In: Journal of Housing Economics.
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article4
2016Predictability of Term Spread for Economic Activity with Liquidity Premium Theory In: Emerging Markets Finance and Trade.
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article0
1991Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation. In: Cahiers de recherche.
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paper4
1991Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation..(1991) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 4
paper
1992On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data. In: Cahiers de recherche.
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paper19
1992On 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
1993On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data..(1993) In: Empirical Economics.
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This paper has another version. Agregated cites: 19
article
1992On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data..(1992) In: Working Papers.
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This paper has another version. Agregated cites: 19
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2020Connectedness among Northeast Asian Housing Markets and Business Cycles In: East Asian Economic Review.
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2016Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method In: Journal for Economic Forecasting.
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article6
2015Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods In: Proceedings of International Academic Conferences.
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2016Housing market volatility connectedness among G7 countries In: Working Papers.
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paper7
2018Housing market volatility connectedness among G7 countries.(2018) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 7
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2004International transmission of stock market movements: a wavelet analysis In: Applied Economics Letters.
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article52
2013COMMON FEATURES IN EAST ASIAN STOCK MARKETS: LONG-TERM AND SHORT-TERM COMOVEMENTS BETWEEN CHINA AND KOREA In: The Singapore Economic Review (SER).
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