Details about Hyunsok Kim

Access statistics for papers by Hyunsok Kim.

Last updated 2016-01-24. Update your information in the RePEc Author Service.

Short-id: pki294

Working Papers

2010

1. Equilibrium Exchange Rate Determination and Multiple Structural Changes
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (3)
   Also in Working Papers, Business School - Economics, University of Glasgow (2010) View citations (4)
   See also Journal Article Equilibrium exchange rate determination and multiple structural changes, Journal of Empirical Finance, Elsevier (2013) View citations (4) (2013)
2. Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
   Also in Working Papers, Business School - Economics, University of Glasgow (2010)
   See also Journal Article Microstructure order flow: statistical and economic evaluation of nonlinear forecasts, Journal of International Financial Markets, Institutions and Money, Elsevier (2015) View citations (5) (2015)
3. Nominal Interest Rates and Stationarity
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (2)
   Also in Working Papers, Business School - Economics, University of Glasgow (2010) View citations (2)
   See also Journal Article Nominal interest rates and stationarity, Review of Quantitative Finance and Accounting, Springer (2013) View citations (4) (2013)

2009

4. 3-Regime symmetric STAR modeling and exchange rate reversion
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
   Also in Working Papers, Business School - Economics, University of Glasgow (2009)
5. Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (2)
   Also in Working Papers, Business School - Economics, University of Glasgow (2009) View citations (1)

Journal Articles

2015

1. Microstructure order flow: statistical and economic evaluation of nonlinear forecasts
   Journal of International Financial Markets, Institutions and Money, 2015, 39, (C), 40-52 View citations (5)
   See also Working Paper Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts, SIRE Discussion Papers (2010) (2010)

2013

2. Equilibrium exchange rate determination and multiple structural changes
   Journal of Empirical Finance, 2013, 22, (C), 52-66 View citations (4)
   See also Working Paper Equilibrium Exchange Rate Determination and Multiple Structural Changes, SIRE Discussion Papers (2010) View citations (3) (2010)
3. Nominal interest rates and stationarity
   Review of Quantitative Finance and Accounting, 2013, 40, (4), 741-745 View citations (4)
   See also Working Paper Nominal Interest Rates and Stationarity, SIRE Discussion Papers (2010) View citations (2) (2010)

2010

4. Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion
   Journal of Money, Credit and Banking, 2010, 42, (7), 1447-1467 View citations (8)