Details about Byoung Hark Yoo

Access statistics for papers by Byoung Hark Yoo.

Last updated 2017-03-03. Update your information in the RePEc Author Service.

Short-id: pyo90

Working Papers

2004

1. A Bayesian MCMC Algorithm for Markov Switching GARCH models
   Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (6)
   Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (6)

Journal Articles

2016

1. On the Bayesian Risk Evaluation of Minimum Guarantees in Variable Annuities
   Asia-Pacific Journal of Risk and Insurance, 2016, 10, (1), 21-43 View citations (1)

2012

2. THE VOLATILITY OF THE WON-DOLLAR EXCHANGE RATE DURING THE 2008-9 CRISIS
   Journal of Economic Development, 2012, 37, (4), 61-77
3. The Effects of Inter-Korean Integration Type on Economic Performance: The Role of Wage Policy
   International Economic Journal, 2012, 26, (3), 447-470 View citations (1)

2011

4. The Korean stock market volatility during the currency crisis and the credit crisis
   Japan and the World Economy, 2011, 23, (4), 246-252 View citations (1)

2010

5. Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors
   Studies in Nonlinear Dynamics & Econometrics, 2010, 14, (2), 20 View citations (1)

2009

6. Decomposition of Domestic and International Linkages of the Korean Financial Markets
   East Asian Economic Review, 2009, 13, (2), 145-172