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Nonlinear dynamics in arbitrage of the S&P 500 index and futures : a threshold error-correction model
Kim, Bonghan; Chun, Sun Eae; Min, Hong-ghi - In: Economic modelling 27 (2010) 2, pp. 566-573
Persistent link: https://www.econbiz.de/10003952857
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Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene; Min, Hong-ghi; Kim, Bonghan; Kim, Hyeongwoo - In: Economic modelling 35 (2013), pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
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Nonlinear dynamics in exchange rate deviations from the monetary fundamentals : an empirical study
Kim, Bonghan; Min, Hong-ghi; Moh, Young-kyu - In: Economic modelling 27 (2010) 5, pp. 1167-1177
Persistent link: https://www.econbiz.de/10008824894
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Household lending, interest rates and housing price bubbles in Korea : regime switching model and Kalman filter approach
Kim, Bonghan; Min, Hong-ghi - In: Economic modelling 28 (2011) 3, pp. 1415-1423
Persistent link: https://www.econbiz.de/10009272076
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Household lending, interest rates and housing price bubbles in Korea: Regime switching model and Kalman filter approach
Kim, Bong Han; Min, Hong-Ghi - In: Economic modelling 28 (2011) 3, pp. 1415-1424
Persistent link: https://www.econbiz.de/10008893588
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The purchasing power parity of Southeast Asian currencies: A time-varying coefficient approach
Kim, Bong-Han; Kim, Hong-Kee; Oh, Keun-Yeob - In: Economic modelling 26 (2009) 1, pp. 96-106
Persistent link: https://www.econbiz.de/10008162490
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Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study
Kim, Bong-Han; Min, Hong-Ghi; Moh, Young-Kyu - In: Economic modelling 27 (2010) 5, pp. 1167-1178
Persistent link: https://www.econbiz.de/10008439889
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The purchasing power parity of Southeast Asian currencies: A time-varying coefficient approach
Kim, Bong-Han; Kim, Hong-Kee; Oh, Keun-Yeob - In: Economic modelling 26 (2009) 1, pp. 96-107
Persistent link: https://www.econbiz.de/10008879205
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The purchasing power parity of Southeast Asian currencies : a time-varying coefficient approach
Kim, Bong-han; Kim, Hong-kee; Oh, Keun-yeob - In: Economic modelling 26 (2009) 1, pp. 96-106
Persistent link: https://www.econbiz.de/10003816697