Details about Hong-Ghi Min

Access statistics for papers by Hong-Ghi Min.

Last updated 2023-03-09. Update your information in the RePEc Author Service.

Short-id: pmi290

Working Papers

2011

1. 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)

2002

2. Inequality, the price of nontradables, and the real exchange rate: theory and cross-country evidence
   Policy Research Working Paper Series, The World Bank View citations (1)

2000

3. How the Republic of Korea's financial structure affects the volatility of four asset prices
   Policy Research Working Paper Series, The World Bank

1999

4. Does a thin foreign exchange market lead to destabilizing capital-market speculation in the Asian Crisis countries?
   Policy Research Working Paper Series, The World Bank View citations (1)

1998

5. Determinants of emerging market bond spread: do economic fundamentals matter?
   Policy Research Working Paper Series, The World Bank View citations (150)
6. Dynamic capita mobility, capital market risk, and exchange rate misalignment: evidence from seven Asian Countries
   Policy Research Working Paper Series, The World Bank View citations (1)

Journal Articles

2020

1. Volatility and dynamic currency hedging
   Journal of International Financial Markets, Institutions and Money, 2020, 64, (C) View citations (16)

2016

2. Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis
   Economic Modelling, 2016, 59, (C), 9-22 View citations (9)
3. What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis
   Annals of Economics and Finance, 2016, 17, (2), 365-402 View citations (10)

2015

4. Income Inequality and the Real Exchange Rate: Linkages and Evidence
   Annals of Economics and Finance, 2015, 16, (1), 115-141 View citations (4)

2013

5. 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)
6. 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)

2012

7. Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries
   Applied Financial Economics, 2012, 22, (24), 2063-2074 View citations (40)
8. 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

9. 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)

2010

10. 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)
11. Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study
    Economic Modelling, 2010, 27, (5), 1167-1177 View citations (8)
12. The Influence of Financial Development on R&D Activity: Cross-Country Evidence
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2010, 13, (03), 381-401 View citations (5)
13. 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

14. 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)

2008

15. The Cross-industry Spillover of Technological Capability: Korea's DRAM and TFT-LCD Industries
    World Development, 2008, 36, (12), 2855-2873 View citations (1)

2003

16. Determinants of emerging-market bond spreads: Cross-country evidence
    Global Finance Journal, 2003, 14, (3), 271-286 View citations (42)
17. Dynamic capital mobility, capital-market risk, and contagion: evidence from seven Asian countries
    Japan and the World Economy, 2003, 15, (2), 161-183
18. Patterns of knowledge production: The case of information and telecommunication sector in Korea
    Scientometrics, 2003, 58, (1), 115-128 View citations (9)

2002

19. Demand-Pull vs. Supply-Agglomeration Effects in Locational Choice of Industry: Patterns With Product Life Cycle
    Korean Economic Review, 2002, 18, 177-192