Details about Wonho Song

Access statistics for papers by Wonho Song.

Last updated 2018-08-30. Update your information in the RePEc Author Service.

Short-id: pso510

Working Papers

2021

1. Analysis of Determinants of Foreign Capital Flow: Focused on Interest Rate and Exchange
   World Economy Brief, Korea Institute for International Economic Policy View citations (1)

2020

2. 국내 증권시장에서 외국인 자금 이동 결정요인 분석: 금리와 환율을 중심으로 (Determinants of Foreign Security Investment: Focusing on Interest Rates and Exchange Rates)
   Policy Analyses, Korea Institute for International Economic Policy View citations (1)

2014

3. Bootstrapping Unit Root Tests with Covariates
   Working Papers, Rice University, Department of Economics
   Also in Working Papers, Rice University, Department of Economics (2001) View citations (5)

2011

4. Determinants of Domestic Public Debt Crisis
   Working Papers, Korea Institute for International Economic Policy

2008

5. Sub-Prime Financial Crisis and US Policy Choices
   Finance Working Papers, East Asian Bureau of Economic Research

2005

6. Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T
   Working Papers, Rice University, Department of Economics View citations (6)

2002

7. Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity
   10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data View citations (16)

Journal Articles

2018

1. Dynamic conditional relationships between developed and emerging markets
   Physica A: Statistical Mechanics and its Applications, 2018, 507, (C), 534-543 View citations (13)

2017

2. Information Quality of Online Reviews in the Presence of Potentially Fake Reviews
   Korean Economic Review, 2017, 33, 5-34 View citations (1)

2016

3. Overseas market shocks and VKOSPI dynamics: A Markov-switching approach
   Finance Research Letters, 2016, 16, (C), 275-282 View citations (30)

2015

4. Phase transition phenomenon: A compound measure analysis
   Physica A: Statistical Mechanics and its Applications, 2015, 428, (C), 383-395 View citations (3)

2014

5. A new method for forming asset pricing factors from firm characteristics
   Applied Economics, 2014, 46, (28), 3463-3482 View citations (1)

2012

6. A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS
   Econometric Theory, 2012, 28, (3), 590-628 View citations (66)

2010

7. Building an Early Warning System for Crude Oil Price Using Neural Network
   East Asian Economic Review, 2010, 14, (2), 79-109 View citations (1)
8. IMPACTS OF OLYMPICS ON EXPORTS AND TOURISM
   Journal of Economic Development, 2010, 35, (4), 93-110 View citations (13)

2009

9. Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
   The Review of Economic Studies, 2009, 76, (3), 903-935 View citations (30)

2006

10. Finance and Economic Development in China
    East Asian Economic Review, 2006, 10, (1), 161-184 View citations (2)

Chapters

2005

1. Finance and Economic Development in East Asia
   Chapter 2 in A New Financial Market Structure for East Asia, 2005 View citations (4)