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Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi; Nelson, Charles R. - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
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A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects
Kim, Chang-jin; Kim, Yunmi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10012054880
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Calendar effects in Eastern European financial markets : evidence from the Czech Republic, Slovakia and Slovenia
Tonchev, Dimitar; Kim, Tae-hwan - In: Applied financial economics 14 (2004) 14, pp. 1035-1043
Persistent link: https://www.econbiz.de/10002377763
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Forecast precision and portfolio performance
Kane, Alex; Kim, Tae-hwan; White, Halbert - In: Journal of financial econometrics : official journal of … 8 (2010) 3, pp. 265-304
Persistent link: https://www.econbiz.de/10003997367
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Stock market liberalization and price response : gradualism versus cold turkey
Kim, Tae-hwan; Kim, Jung Inn; Sung, Tae Yoon - In: Applied economics 45 (2013) 1/3, pp. 273-285
Persistent link: https://www.econbiz.de/10009713041
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Cross-asset style momentum
Kim, Tae-hwan - In: Asia-Pacific journal of financial studies 41 (2012) 5, pp. 610-636
Persistent link: https://www.econbiz.de/10009665555