Details about Bong-Han Kim

This author is deceased.

Access statistics for papers by Bong-Han Kim.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pki238

Working Papers

2015

1. Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries
   Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (76)
   Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2011) View citations (16)
   Auburn Economics Working Paper Series, Department of Economics, Auburn University (2012) View citations (2)
   See also Journal Article Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries, International Review of Economics & Finance, Elsevier (2015) View citations (63) (2015)

2011

2. Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
   See also Journal Article Reassessing the link between the Japanese yen and emerging Asian currencies, Journal of International Money and Finance, Elsevier (2013) View citations (18) (2013)

Journal Articles

2015

1. Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries
   International Review of Economics & Finance, 2015, 39, (C), 192-210 View citations (63)
   See also Working Paper Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries, Auburn Economics Working Paper Series (2015) View citations (76) (2015)

2013

2. Determinants of stock market comovements among US and emerging economies during the US financial crisis
   Economic Modelling, 2013, 35, (C), 338-348 View citations (73)
3. Reassessing the link between the Japanese yen and emerging Asian currencies
   Journal of International Money and Finance, 2013, 33, (C), 306-326 View citations (18)
   See also Working Paper Reassessing the Link between the Japanese Yen and Emerging Asian Currencies, Auburn Economics Working Paper Series (2011) (2011)
4. Transmission of the global financial crisis to Korea
   Journal of Policy Modeling, 2013, 35, (2), 339-353 View citations (5)

2012

5. Yen-synchronization of floating East Asian currencies: A regime-switching regression model and micro-structural analysis
   Journal of the Japanese and International Economies, 2012, 26, (2), 221-232 View citations (5)

2011

6. Household lending, interest rates and housing price bubbles in Korea: Regime switching model and Kalman filter approach
   Economic Modelling, 2011, 28, (3), 1415-1423 View citations (12)
7. Nonlinear mean-reversion in Southeast Asian real exchange rates
   Applied Financial Economics, 2011, 21, (19), 1409-1421 View citations (7)

2010

8. Nonlinear dynamics in arbitrage of the S&P 500 index and futures: A threshold error-correction model
   Economic Modelling, 2010, 27, (2), 566-573 View citations (5)
9. Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study
   Economic Modelling, 2010, 27, (5), 1167-1177 View citations (8)
10. Using the credit spread as an option-risk factor: Size and value effects in CAPM
    Journal of Banking & Finance, 2010, 34, (12), 2995-3009 View citations (6)

2009

11. Are Asian countries' current accounts sustainable? Deficits, even when associated with high investment, are not costless
    Journal of Policy Modeling, 2009, 31, (2), 163-179 View citations (38)
12. The purchasing power parity of Southeast Asian currencies: A time-varying coefficient approach
    Economic Modelling, 2009, 26, (1), 96-106 View citations (20)

2008

13. Capital mobility in saving and investment: A time-varying coefficients approach
    Journal of International Money and Finance, 2008, 27, (5), 806-815 View citations (9)

2007

14. Relative Effects of the Dollar and Yen on East Asian Currency Values: Focusing on the Post-Crisis Period
    East Asian Economic Review, 2007, 11, (1), 119-154

2006

15. An empirical study of the relation between stock price and EPS in panel data: Korea case
    Applied Economics, 2006, 38, (20), 2361-2369 View citations (5)

2005

16. Are Current Accounts of Asian Economies Mean-reverting?: Nonlinear Unit Root Test Approach
    East Asian Economic Review, 2005, 9, (2), 213-238 View citations (1)

2004

17. Nonlinear Dynamics and Out¡-of¡-sample Forecasts of Real Exchange Rates
    East Asian Economic Review, 2004, 8, (2), 223-255

2001

18. Can The Markov Switching Model with Time Varying Transition Probabilities Forecast Exchange Rates?
    Korean Economic Review, 2001, 17, 287-309

1999

19. Savings-investment cointegration in panel data
    Applied Economics Letters, 1999, 6, (8), 477-480 View citations (11)