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A new look at the oil prices and exchange rates nexus : a quantile cointegrating regression approach to South Korea

Baek, Jungho - In: Applied economics 53 (2021) 56, pp. 6510-6521

Persistent link: https://www.econbiz.de/10012697927

A study on unobserved structural innovations of oil price : evidence from global stock, bond, foreign exchange, and energy markets

Baek, Jungho; Seo, Ji-Yong - In: Review of Pacific Basin financial markets and policies 18 (2015) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011286058

Stock prices of renewable energy firms : are there asymmetric responses to oil price changes?

Lee, Donggyu; Baek, Jungho - In: Economies : open access journal 6 (2018) 4/59, pp. 1-8

This article revisits the question of whether crude oil prices have a positive effect on stock the prices of renewable energy firms. To examine this question carefully, we allow for the asymmetric effects of oil price changes in our modeling process, using the nonlinear autoregressive...

Persistent link: https://www.econbiz.de/10011956457

GARCH-based versus traditional measures of exchange-rate volatility : evidence from Korean industry trade

Bahmani-Oskooee, Mohsen; Baek, Jungho; Hegerty, Scott W. - In: International journal of trade and global markets 9 (2016) 2, pp. 103-136

Persistent link: https://www.econbiz.de/10011548174

A new look at the crude oil prices and economic growth nexus : asymmetric evidence from Alaska

Baek, Jungho; Young, Taylor B. - In: Mineral economics : raw materials report 34 (2021) 3, pp. 339-344

Persistent link: https://www.econbiz.de/10012622853

Exchange rate volatility and domestic investment in G7 : are the effects asymmetric?

Bahmani-Oskooee, Mohsen; Baek, Jungho - In: Empirica : journal of european economics 48 (2021) 3, pp. 775-799

Persistent link: https://www.econbiz.de/10012588145

Exchange rate volatility and domestic consumption in the G7 : an asymmetric analysis

Bahmani-Oskooee, Mohsen; Baek, Jungho - In: Applied economics quarterly 67 (2021) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10013165459

A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction

Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175

Persistent link: https://www.econbiz.de/10003928191

The magnitude effect in the over-and under-correction in international markets

Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: The international journal of finance 20 (2008) 3, pp. 4833-4862

Persistent link: https://www.econbiz.de/10009130414

Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis

McAleer, Michael; Suen, John; Wong, Wing Keung - 2013

Persistent link: https://www.econbiz.de/10009767005