Similar Search Results

Friction model and foreign exchange market intervention

Jun, Jongbyung - In: International review of economics & finance : IREF 17 (2008) 3, pp. 477-489

Persistent link: https://www.econbiz.de/10003749687

Time-varying higher-order conditional moments and forecasting intraday VaR and expected shortfall

Ergün, A. Tolga; Jun, Jongbyung - In: The quarterly review of economics and finance : journal … 50 (2010) 3, pp. 264-272

Persistent link: https://www.econbiz.de/10009247717

Conditional skewness, kurtosis, and density specification testing : moment-based versus nonparametric tests

Ergun, A. Tolga; Jun, Jongbyung - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10009515143

A more accurate benchmark for daily electricity demand forecasts

Jun, Jongbyung; Ergün, A. Tolga - In: Management research review 34 (2011) 7/8, pp. 810-820

Persistent link: https://www.econbiz.de/10009272334

Is sign-only forecast of exchange rate easier than forecasting both sign and size?

Park, Hae-Sun; Jun, Jongbyung; Yoo, Kyeongwon - In: Journal of international trade & commerce 13 (2017) 5, pp. 25-49

Persistent link: https://www.econbiz.de/10011800826

Digital piracy and firms’ strategic interactions : the effects of public copy protection and DRM similarity

Choi, Pilsik; Sang Hoo Bae; Jun, Jongbyung - In: Information economics and policy : IEP 22 (2010) 4, pp. 354-364

Persistent link: https://www.econbiz.de/10008798985

Is Sign-Only Forecast of Exchange Rate Easier Than Forecasting Both Sign and Size?

Park, Hae-Sun - 2017

Forecasting exchange rate movements is extremely difficult. While the usual forecast requires determining the size and sign of change, we investigate if the direction of change alone is easier to forecast. The accuracy rate of monthly forecasts based on an economic model is compared with random...

Persistent link: https://www.econbiz.de/10012944064

The composition of foreign debt and foreign equity in the management of external liabilities

Baek, In-mee - 1990

Persistent link: https://www.econbiz.de/10000864581

The determinants of the survival of realigned exchange rate arrangements in emerging economies

Baek, In-mee - In: The quarterly review of economics and finance : journal … 41 (2001) 4, pp. 461-475

Persistent link: https://www.econbiz.de/10001615341

Factors determining the profits of US multinationals in developed countries and emerging economies

Baek, In-mee - In: Journal of emerging markets 7 (2002) 1, pp. 5-16

Persistent link: https://www.econbiz.de/10001698325