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Large datasets, factor-augmented and factor-only vector autoregressive models, and the economic consequences of Mrs. Thatcher
Kim, Hyeyoen; Taylor, Mark P. - In: Economica 79 (2012) 314, pp. 378-410
Persistent link: https://www.econbiz.de/10009536441
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Real variables, nonlinearity, and European real exchange rates
Taylor, Mark P.; Kim, Hyeyoen - In: NBER International Seminar on Macroeconomics 2008, (pp. 157-193). 2009
Persistent link: https://www.econbiz.de/10003859127
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Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher
KIM, HYEYOEN; TAYLOR, MARK P. - In: Economica 79 (2012) 314, pp. 378-410
Persistent link: https://www.econbiz.de/10011038600
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Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher
KIM, HYEYOEN; TAYLOR, MARK P. - In: Economica 79 (2012) 314, pp. 378-411
Persistent link: https://www.econbiz.de/10009846852
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Nonlinearity, macroeconomic factors and the dollar-sterling real exchange rate
Kim, Hyeyoen - In: International journal of finance & economics : IJFE 17 (2012) 4, pp. 337-346
Persistent link: https://www.econbiz.de/10009689481
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Large data sets, nonlinearity and the speed of adjustment to real exchange rate shocks
Kim, Hyeyoen - In: Applied economics 44 (2012) 4/6, pp. 631-639
Persistent link: https://www.econbiz.de/10009532075
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Forecasting exchange rate from combination Taylor rule fundamental
Kim, Hyeyoen; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 81-92
Persistent link: https://www.econbiz.de/10010258488
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ELW pricing kernel and empirical risk aversion
Kim, Jun Sik; Kim, Hyeyoen; Ryu, Doojin - In: Applied economics letters 21 (2014) 4/6, pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
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The impact of monetary policy on banking and finance stock prices in China
Kim, Hyeyoen; Kim, Junyeup; Lee, Jaeram; Ryu, Doojin - In: Applied economics letters 21 (2014) 16/18, pp. 1257-1261
Persistent link: https://www.econbiz.de/10010465623
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Weather and stock market volatility : the case of a leading emerging market
Shim, Hyein; Kim, Hyeyoen; Kim, Junyeup; Ryu, Doojin - In: Applied economics letters 22 (2015) 10/12, pp. 987-992
Persistent link: https://www.econbiz.de/10011286532