Hyeongwoo Kim : Citation Profile


Are you Hyeongwoo Kim?

Auburn University

10

H index

12

i10 index

540

Citations

RESEARCH PRODUCTION:

46

Articles

119

Papers

2

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 33
   Journals where Hyeongwoo Kim has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 76 (12.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki186
   Updated: 2024-12-03    RAS profile: 2024-11-07    
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Relations with other researchers


Works with:

Zhang, Shuwei (7)

Son, Jisoo (3)

Thompson, Henry (3)

Durmaz, Nazif (3)

Behera, Sarthak (3)

Shi, Wen (2)

Kim, Hyun Hak (2)

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

Is cited by:

Baas, Timo (10)

GUPTA, RANGAN (8)

Nguyen, Duc Khuong (7)

Akhtaruzzaman, Md (6)

ORNELAS, JOSE (5)

Yoon, Seong-Min (5)

Salisu, Afees (5)

Pincheira, Pablo (5)

Mensi, walid (5)

Boubaker, Sabri (5)

Medel, Carlos A. (5)

Cites to:

Frankel, Jeffrey (45)

Rose, Andrew (41)

Taylor, Mark (30)

Pesaran, Mohammad (30)

Andrews, Donald (29)

Obstfeld, Maurice (28)

Rogoff, Kenneth (28)

Ng, Serena (28)

shin, yongcheol (28)

Taylor, Alan (24)

Phillips, Peter (24)

Main data


Where Hyeongwoo Kim has published?


Journals with more than one article published# docs
Economic Modelling6
International Review of Economics & Finance4
Journal of International Money and Finance2
Empirical Economics2
Economics Bulletin2
Applied Economics2
The North American Journal of Economics and Finance2
Applied Economics Letters2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Auburn Economics Working Paper Series / Department of Economics, Auburn University91
MPRA Paper / University Library of Munich, Germany22
Working Papers / Economic Research Institute, Bank of Korea3

Recent works citing Hyeongwoo Kim (2024 and 2023)


YearTitle of citing document
2023The impact of the economic policy uncertainty and geopolitical risks on tourism demand of Mexico. (2023). Eryuzlu, Hakan ; Hopolu, Serta ; Yilanci, Veli. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:147-164.

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2024Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

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2023A new unique impulse response function in linear vector autoregressive models. (2023). Shi, Yanlin. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:460-468.

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2024Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998.

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2024Adapting fiscal strategies to energy and food price shocks in Portugal. (2024). Escalante, Luis ; Mamboundou, Pierre. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:651-665.

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2024Predicting systemic financial risk with interpretable machine learning. (2024). Lu, Chennuo ; Tang, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123.

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2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2023Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546.

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2024Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Sun, Yang ; Ge, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292.

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2024Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Xiong, Xiong ; Shi, Yongdong ; Li, Yanshuang ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

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2023What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence. (2023). Goodell, John W ; Riaz, Yasir ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000351.

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2023The impact of the SVB collapse on global financial markets: Substantial but narrow. (2023). Yousaf, Imran ; Goodell, John W ; Riaz, Yasir. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003203.

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2023How did major global asset classes respond to Silicon Valley Bank failure?. (2023). Nobanee, Haitham ; Azmi, Shujaat Naeem ; Anwer, Zaheer. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004956.

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2023Market risks that change US-European equity correlations. (2023). Sarwar, Ghulam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002037.

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2024Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; Gupta, Rangan ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

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2023Commodity prices and global economic activity. (2023). Matsumoto, Akito ; Wang, Xueliang ; Pescatori, Andrea. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s0922142523000038.

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2023Commodity terms of trade co-movement: Global and regional factors. (2023). Zhou, Hang ; Xia, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001456.

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2024Option pricing revisited: The role of price volatility and dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000715.

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2023Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis. (2023). Vo, Xuan Vinh ; Alomari, Mohammad ; Mensi, Walid ; Kang, Sang Hoon. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000397.

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2023Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach. (2023). Gil-Alana, Luis ; Claudio-Quiroga, Gloria ; Maiza-Larrarte, Andoni. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001411.

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2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.

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2023Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x.

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2023Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Cheng, Lee-Young ; Wang, Shengjin ; Yang, Yuhong ; Li, Ruihai ; Shen, Anran ; Zheng, Yingfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

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2024Weaponized disinformation spread and its impact on multi-commodity critical infrastructure networks. (2024). Barker, Kash ; Mettenbrink, Lily ; Jamalzadeh, Saeed ; Bessarabova, Elena ; Johansson, Jonas ; Radhakrishnan, Sridhar ; Gonzlez, Andrs D. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:243:y:2024:i:c:s0951832023007330.

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2024The labor market impact of inflation uncertainty: Evidence from Sub-Saharan Africa. (2024). Kassouri, Yacouba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1514-1528.

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2023The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence. (2023). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002161.

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2024What Drives Asset Returns Comovements? Some Empirical Evidence from US Dollar and Global Stock Returns (2000–2023). (2024). Tronzano, Marco. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:167-:d:1378380.

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2023.

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2023Analysis of Systemic Risk Scenarios and Stabilization Effect of Monetary Policy under the COVID-19 Shock and Pharmaceutical Economic Recession. (2023). Li, NA ; Zheng, Yingrong ; Dong, Hao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:1:p:880-:d:1024166.

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2023Interrelationships Between the Brazilian Financial Market and Foreign Financial Markets: New Evidence During and After the Subprime Crisis. (2023). Moreira, Ricardo Ramalhe ; Souza, Renzo Caliman ; Monte, Edson Zambon. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:5:p:37.

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2023The Granger Causality of Bahrain Stocks, Bitcoin, and Other Commodity Asset Returns: Evidence of Short-Term Return Spillover Before and During the COVID-19 Pandemic. (2023). Lagaras, Maria Cecilia ; Doblas, Mark Pabatang. In: International Journal of Business Analytics (IJBAN). RePEc:igg:jban00:v:10:y:2023:i:1:p:1-20.

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2023Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective. (2023). Bhardwaj, Indira ; Sharma, Sudhi ; Yadav, Miklesh Prasad. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09381-9.

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2023Effects of global energy and price fluctuations on Turkeys inflation: new evidence. (2023). Ozahin, Erife ; Ozmen, Brahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09530-8.

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2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Caraiani, Petre ; Cepni, Oguzhan ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:202407.

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2023Changing vulnerability in Asia: contagion and spillovers. (2023). Volkov, Vladimir ; Dungey, Mardi ; Kangogo, Moses. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02322-5.

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2023Currencies of greater interest for central Asian economies: an analysis of exchange market pressure amid global and regional interdependence. (2023). Arora, Kapil ; Ganiev, Omonjon ; Ur-Rehman, Naqeeb ; Jain, Devendra Kumar. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00417-7.

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2023Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1101.

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2023Convenience yield and real exchange rate dynamics: A present?value interpretation. (2023). Chou, Yu-Hsi ; Yen, Chiayi. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:2:p:453-489.

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2023Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Taghizadehhesary, Farhad ; Qureshi, Fiza. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3488-3510.

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2023The ability of U.S. macroeconomic variables to predict Asian financial market returns. (2023). Tzeng, Kaeyih. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3529-3551.

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Works by Hyeongwoo Kim:


YearTitleTypeCited
2010A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and Dirty Altruism In: Auburn Economics Working Paper Series.
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2009A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and Dirty Altruism.(2009) In: MPRA Paper.
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2010Bias Correction and Out-of-Sample Forecast Accuracy In: Auburn Economics Working Paper Series.
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2012Bias correction and out-of-sample forecast accuracy.(2012) In: International Journal of Forecasting.
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2009Bias Correction and Out-of-Sample Forecast Accuracy.(2009) In: MPRA Paper.
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2010VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored In: Auburn Economics Working Paper Series.
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2012VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored.(2012) In: Journal of Macroeconomics.
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2011VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored.(2011) In: MPRA Paper.
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2010What Drives Commodity Prices? In: Auburn Economics Working Paper Series.
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2013What Drives Commodity Prices?.(2013) In: Auburn Economics Working Paper Series.
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2014What Drives Commodity Prices?.(2014) In: American Journal of Agricultural Economics.
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2012What Drives Commodity Prices?.(2012) In: MPRA Paper.
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2010Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment In: Auburn Economics Working Paper Series.
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2012Examining the evidence of purchasing power parity by recursive mean adjustment.(2012) In: Economic Modelling.
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2010Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment.(2010) In: MPRA Paper.
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2011Hysteresis vs. Natural Rate of US Unemployment In: Auburn Economics Working Paper Series.
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paper39
2012Hysteresis vs. natural rate of US unemployment.(2012) In: Economic Modelling.
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2011Purchasing Power Parity and the Taylor Rule In: Auburn Economics Working Paper Series.
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2013Purchasing power parity and the Taylor rule.(2013) In: AJRC Working Papers.
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2013Purchasing Power Parity and the Taylor Rule.(2013) In: CAMA Working Papers.
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2009Purchasing Power Parity and the Taylor Rule.(2009) In: Working Papers.
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2015Purchasing Power Parity and the Taylor Rule.(2015) In: Journal of Applied Econometrics.
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2011Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries In: Auburn Economics Working Paper Series.
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2012Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries.(2012) In: Auburn Economics Working Paper Series.
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2015Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries.(2015) In: Auburn Economics Working Paper Series.
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2015Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries.(2015) In: International Review of Economics & Finance.
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2011Reassessing the Link between the Japanese Yen and Emerging Asian Currencies In: Auburn Economics Working Paper Series.
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2013Reassessing the link between the Japanese yen and emerging Asian currencies.(2013) In: Journal of International Money and Finance.
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2011On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds In: Auburn Economics Working Paper Series.
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2011Fear and Closed-End Fund Discounts: Investor Sentiment Revisited In: Auburn Economics Working Paper Series.
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2011The US Tourism Trade Balance and Exchange Rate Shock In: Auburn Economics Working Paper Series.
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2012The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests In: Auburn Economics Working Paper Series.
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2012The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests.(2012) In: Economic Analysis (Quarterly).
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2012The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests.(2012) In: Working Papers.
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2012The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds In: Auburn Economics Working Paper Series.
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2014The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds.(2014) In: Auburn Economics Working Paper Series.
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2016The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds.(2016) In: Journal of Financial Services Research.
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2012Generalized Impulse Response Analysis: General or Extreme? In: Auburn Economics Working Paper Series.
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2009Generalized Impulse Response Analysis: General or Extreme?.(2009) In: MPRA Paper.
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2013Generalized impulse response analysis: General or Extreme?.(2013) In: EconoQuantum, Revista de Economia y Finanzas.
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2012Wages in a Factor Proportions Model with Energy Input In: Auburn Economics Working Paper Series.
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2014Wages in a factor proportions model with energy input.(2014) In: Economic Modelling.
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2012Fear and Closed-End Fund Discounts In: Auburn Economics Working Paper Series.
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2013Fear and Closed-End Fund discounts.(2013) In: Applied Economics Letters.
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2013How Does the Oil Price Shock Affect Consumers? In: Auburn Economics Working Paper Series.
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2014How Does the Oil Price Shock Affect Consumers?.(2014) In: Auburn Economics Working Paper Series.
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2013How Does the Oil Price Shock Affect Consumers?.(2013) In: MPRA Paper.
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2013Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China In: Auburn Economics Working Paper Series.
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2013Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach In: Auburn Economics Working Paper Series.
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2015Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach.(2015) In: Auburn Economics Working Paper Series.
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2015Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach.(2015) In: Economic Modelling.
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2013A Nonparametric Study of Real Exchange Rate Persistence over a Century In: Auburn Economics Working Paper Series.
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2014A Nonparametric Study of Real Exchange Rate Persistence over a Century.(2014) In: Auburn Economics Working Paper Series.
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2015A nonparametric study of real exchange rate persistence over a century.(2015) In: International Review of Economics & Finance.
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2013On the Effect of the Great Recession on US Household Expenditures for Entertainment In: Auburn Economics Working Paper Series.
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2015On the Effect of the Great Recession on US Household Expenditures for Entertainment.(2015) In: Auburn Economics Working Paper Series.
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2013Capital Investment and Employment in the Information Sector In: Auburn Economics Working Paper Series.
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2014Capital investment and employment in the information sector.(2014) In: Telecommunications Policy.
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2013Are Global Food Prices Becoming More Volatile and More Persistent? In: Auburn Economics Working Paper Series.
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2014Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach In: Auburn Economics Working Paper Series.
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2014Testing the Predictability of Consumption Growth: Evidence from China In: Auburn Economics Working Paper Series.
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2015Testing the Predictability of Consumption Growth: Evidence from China.(2015) In: Auburn Economics Working Paper Series.
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2016Testing the Predictability of Consumption Growth: Evidence from China.(2016) In: Auburn Economics Working Paper Series.
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2016TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA.(2016) In: Journal of Economic Development.
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2014The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach In: Auburn Economics Working Paper Series.
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2016The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach.(2016) In: Auburn Economics Working Paper Series.
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2017The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach.(2017) In: Auburn Economics Working Paper Series.
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2014London Calling: Nonlinear Mean Reversion across National Stock Markets In: Auburn Economics Working Paper Series.
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2017London Calling: Nonlinear Mean Reversion across National Stock Markets.(2017) In: Auburn Economics Working Paper Series.
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2018London Calling: Nonlinear Mean Reversion across National Stock Markets.(2018) In: Auburn Economics Working Paper Series.
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2018London calling: Nonlinear mean reversion across national stock markets.(2018) In: The North American Journal of Economics and Finance.
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