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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


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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 Downloads View citations (62)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2011) Downloads View citations (16)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2012) Downloads View citations (2)

    See also Journal Article in International Review of Economics & Finance (2015)

2011

  1. Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    See also Journal Article in Journal of International Money and Finance (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 Downloads View citations (53)
    See also Working Paper (2015)

2013

  1. Determinants of stock market comovements among US and emerging economies during the US financial crisis
    Economic Modelling, 2013, 35, (C), 338-348 Downloads View citations (76)
  2. Reassessing the link between the Japanese yen and emerging Asian currencies
    Journal of International Money and Finance, 2013, 33, (C), 306-326 Downloads View citations (17)
    See also Working Paper (2011)
  3. Transmission of the global financial crisis to Korea
    Journal of Policy Modeling, 2013, 35, (2), 339-353 Downloads View citations (5)

2012

  1. 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 Downloads View citations (4)

2011

  1. Household lending, interest rates and housing price bubbles in Korea: Regime switching model and Kalman filter approach
    Economic Modelling, 2011, 28, (3), 1415-1423 Downloads View citations (12)

2010

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

2009

  1. 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 Downloads View citations (37)
  2. The purchasing power parity of Southeast Asian currencies: A time-varying coefficient approach
    Economic Modelling, 2009, 26, (1), 96-106 Downloads View citations (20)

2008

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

2007

  1. 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 Downloads

2006

  1. An empirical study of the relation between stock price and EPS in panel data: Korea case
    Applied Economics, 2006, 38, (20), 2361-2369 Downloads View citations (4)

2005

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

2004

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

2001

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

1999

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