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How does changing age distribution impact stock prices? : a nonparametric approach

Park, Cheolbeom - In: Journal of applied econometrics 25 (2010) 7, pp. 1155-1178

Persistent link: https://www.econbiz.de/10008936605

Election cycles and stock market reaction : international evidence

An, Jiyoun; Park, Cheolbeom - 2012

Persistent link: https://www.econbiz.de/10009688142

Are exchange rates disconnected from macroeconomic variables? : evidence from the factor approach

Kim, Yunjung; Park, Cheolbeom - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1713-1747

Persistent link: https://www.econbiz.de/10012219693

Rare disaster risk and exchange rates : an empirical investigation of South Korean exchange rates under tension between the two Koreas

Park, Cheolbeom; Park, Suyeon - In: Finance research letters 36 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012483426

Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness

Hashmi, Aamir R.; Tay, Anthony S. - Department of Economics, National University of Singapore - 2001

This study examines the influence of global and regional factors on the conditional distribution of stock returns from six Asian markets, using factor models in which unexpected returns comprise global, regional and local shocks. Besides conditional heteroskedasticity, the models allow shocks to...

Persistent link: https://www.econbiz.de/10005518284