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The short-run pricing behavior of closed-end funds : bond vs. equity funds
Anderson, Seth C.; Beard, Thomas Randolph; Kim, Hyeongwoo; … - In: Journal of financial services research : JFSR 50 (2016) 3, pp. 363-386
Persistent link: https://www.econbiz.de/10011667896
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Investigating properties of commodity price responses to real and nominal shocks
Kim, Hyeongwoo; Zhang, Yunxiao - 2017
Persistent link: https://www.econbiz.de/10011703207
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Improving forecast accuracy of financial vulnerability : PLS factor model approach
Kim, Hyeongwoo; Ko, Kyunghwan - 2017
Persistent link: https://www.econbiz.de/10011703208
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The determinants of the benchmark interest rates in China : a discrete choice model approach
Kim, Hyeongwoo; Shi, Wen - 2017
Persistent link: https://www.econbiz.de/10011703209
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London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo; Kim, Jintae - 2017
Persistent link: https://www.econbiz.de/10011703213
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Pitfalls in testing for cointegration between inequality and the real income
Gueye, Ghislain N.; Kim, Hyeongwoo; Sorek, Gilad - In: Economic inquiry : journal of the Western Economic … 55 (2017) 2, pp. 941-950
Persistent link: https://www.econbiz.de/10011760230
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Forecasting financial stress indices in Korea : a factor model approach
Kim, Hyeongwoo; Shi, Wen; Kim, Hyun Hak - 2016
Persistent link: https://www.econbiz.de/10011570705
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Is good news for Donald Trump bad news for the peso?
Beard, Thomas Randolph; Kim, Hyeongwoo; Stern, Michael L. - 2016
Persistent link: https://www.econbiz.de/10011570708
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The determinants of the benchmark interest rates in China : a discrete choice model approach
Kim, Hyeongwoo; Shi, Wen - 2016
Persistent link: https://www.econbiz.de/10011570710
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Forecasting financial vulnerability in the US : a factor model approach
Kim, Hyeongwoo; Shi, Wen - 2016
Persistent link: https://www.econbiz.de/10011570711