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Unit root and cointegration tests on the efficiency and biasedness of forward exchange rates
Pyun, Chong-soo - In: Journal of economics and finance 17 (1993) 2, pp. 139-150
Persistent link: https://www.econbiz.de/10001155298
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The monetary transmission mechanism of a small open economy with sweeping financial reforms : the case of Korea
Young Seob Son; Smith, William T.; Pyun, Chong-soo - In: Multinational business review 17 (2009) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10003925913
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Are exchange rate movements predictable in Asia-Pacific markets? : evidence of random walk and martingale difference processes
Al-Khazali, Osamah M.; Pyun, Chong-soo; Kim, Daewon - In: International review of economics & finance : IREF 21 (2012) 1, pp. 221-231
Persistent link: https://www.econbiz.de/10009486126
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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
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Necessity of negative serial correlation for mean-reversion of stock prices
Choe, Kwang-Il; Nam, Kiseok; Vahid, Farshid - In: The quarterly review of economics and finance : journal … 47 (2007) 4, pp. 576-583
Persistent link: https://www.econbiz.de/10003541140
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Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun; Nam, Kiseok - In: Journal of empirical finance 15 (2008) 1, pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
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Informed trade and idiosyncratic return variation
Kang, Moonsoo; Nam, Kiseok - In: Review of quantitative finance and accounting 44 (2015) 3, pp. 551-572
Persistent link: https://www.econbiz.de/10011327591
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State-dependent intertemporal risk-return tradeoff : further evidence
Chelikani, Surya; Marks, Joseph M.; Nam, Kiseok - In: Journal of economics and business 130 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015066062
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Intertemporal risk-return tradeoff in the short-run
Marks, Joseph M.; Nam, Kiseok - In: Economics letters 172 (2018), pp. 81-84
Persistent link: https://www.econbiz.de/10012022059
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Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman; Marks, Joseph M.; Nam, Kiseok - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 749-791
Persistent link: https://www.econbiz.de/10013459315