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Publications

by members of

School of Economics
Sungkyunkwan University
Seoul, South Korea

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

2014

  1. David Reinstein & Joon Song, 2014. "Listen to the Market, Hear the Best Policy Decision, but Don't Always Choose it," Economics Discussion Papers, University of Essex, Department of Economics 748, University of Essex, Department of Economics.

2012

  1. Kim, Ho Yeon, 2012. "Shrinking population and the urban hierarchy," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO) 360, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  2. Gary D. Hansen & Minchung Hsu & Junsang Lee, 2012. "Health Insurance Reform: The Impact of a Medicare Buy-In," NBER Working Papers 18529, National Bureau of Economic Research, Inc.

2011

  1. Ho Yeon KIM, 2011. "The role of creative industries in regional development of East Asian cities," ERSA conference papers ersa10p1484, European Regional Science Association.
  2. Minchung, Hsu & Junsang, Lee, 2011. "The provision of public universal health insurance: impacts on private insurance, asset holdings and welfare," MPRA Paper 32974, University Library of Munich, Germany.
  3. Junsang Lee & Keisuke Otsu, 2011. "The Credit Spread and U.S. Business Cycles," Studies in Economics, Department of Economics, University of Kent 1123, Department of Economics, University of Kent.

2010

  1. Alberto Bennardo & Pierre-André Chiappori & Joon Song, 2010. "Perks as Second Best Optimal Compensations," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 244, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  2. Pedro Gomis-Porqueras & Timothy Kam & Junsang Lee, 2010. "Money, Capital And Exchange Rate Fluctuations," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics 2010-534, Australian National University, College of Business and Economics, School of Economics.
  3. Timothy Kam & Junsang Lee, 2010. "On a Unique Nondegenerate Distribution of Agents in the Huggett Model," CAMA Working Papers 2010-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Gomis-Porqueras, Pere & Kam, Timothy & Lee, Junsang, 2010. "Search-Theoretic Money, Capital and International Exchange Rate Fluctuations," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University 477, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.

2008

  1. David Reinstein & Joon Song, 2008. "Efficient Consumer Altruism and Fair Trade," Economics Discussion Papers, University of Essex, Department of Economics 651, University of Essex, Department of Economics.

2007

  1. Joon Song, 2007. "Futures Market: Contractual Arrangement to Restrain Moral Hazard in Teams," Economics Discussion Papers, University of Essex, Department of Economics 633, University of Essex, Department of Economics.
  2. Peter C.B. Phillips & Chang Sik Kim, 2007. "Long Run Covariance Matrices for Fractionally Integrated Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1611, Cowles Foundation for Research in Economics, Yale University.

2006

  1. Joseph M. Ostroy & Joon Song, 2006. "Correlated Equilibrium and the Pricing of Public Goods," Economics Discussion Papers, University of Essex, Department of Economics 616, University of Essex, Department of Economics.
  2. Yili Chien & Junsang Lee, 2006. "Why Tax Capital?," 2006 Meeting Papers, Society for Economic Dynamics 492, Society for Economic Dynamics.
  3. YiLi Chien & JunSang Lee, 2006. "Optimal Capital Taxation under Limited Commitment," 2006 Meeting Papers, Society for Economic Dynamics 430, Society for Economic Dynamics.
  4. Shaun A. Bond & Soosung Hwang & Gianluca Marcato, 2006. "An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle?," Real Estate & Planning Working Papers, Henley Business School, Reading University rep-wp2006-17, Henley Business School, Reading University.
  5. Soosung Hwang & Ba Chu, 2006. "The Asymptotic Properties of AR(1) Process with the Occasionally Changing AR Coefficient," Working Papers, Warwick Business School, Finance Group wp06-05, Warwick Business School, Finance Group.
  6. Soosung Hwang & Ba Chu, 2006. "An Asymptotics of Stationary and Nonstationary AR(1) Processes with Multiple Structural Breaks in Mean," Working Papers, Warwick Business School, Finance Group wp06-04, Warwick Business School, Finance Group.
  7. Chang Sik Kim & Peter C.B. Phillips, 2006. "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1587, Cowles Foundation for Research in Economics, Yale University.

2005

  1. Mark Salmon & Soosung Hwang & Gordon Gemmill, 2005. "Performance Measurement with Loss Aversion," Working Papers, Warwick Business School, Finance Group wp05-08, Warwick Business School, Finance Group.
  2. Soosung Hwang & Shaun Bond, 2005. "Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggreagation in Real Estate Price Indices," Working Papers, Warwick Business School, Finance Group wp05-17, Warwick Business School, Finance Group.
  3. Kim, In-Moo & Park, Joon Y., 2005. "Iterative Maximum Likelihood Estimation of Cointegrating Vectors," Working Papers, Rice University, Department of Economics 2005-02, Rice University, Department of Economics.

2004

  1. Hwang, Soosung & Salmon, Mark, 2004. "Market Stress and Herding," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4340, C.E.P.R. Discussion Papers.
  2. Soosung Hwang & Steve E. Satchell & Pedro L. Valls Pereira, 2004. "How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations," Econometric Society 2004 Latin American Meetings, Econometric Society 198, Econometric Society.
  3. Changsik Kim, 2004. "Bias Reduced Band Spectrum Least Squares in Fractional," Econometric Society 2004 Far Eastern Meetings, Econometric Society 798, Econometric Society.

2003

  1. Hwang. S. & Pedro L. Valls Pereira, 2003. "Small Sample Properties of GARCH Estimates and Persistence," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa flwp_48, Finance Lab, Insper Instituto de Ensino e Pesquisa.

2002

  1. Soosung Hwang & Christian Pedersen, 2002. "On Empirical Risk Measurement with Asymmetric Returns Data," Working Papers, Warwick Business School, Finance Group wp02-03, Warwick Business School, Finance Group.

2001

  1. Steve Satchell & Soosung Hwang, 2001. "Tracking Error: Ex-Ante versus Ex-Post Measures," Working Papers, Warwick Business School, Finance Group wp01-15, Warwick Business School, Finance Group.
  2. Mark Salmon & Soosung Hwang, 2001. "An Analysis of Performance Measures Using Copulae," Working Papers, Warwick Business School, Finance Group wp01-13, Warwick Business School, Finance Group.
  3. Steve Satchell & Soosung Hwang, 2001. "The Asset Allocation Decision in a Loss Aversion World," Working Papers, Warwick Business School, Finance Group wp01-14, Warwick Business School, Finance Group.
  4. Mark Salmon & Soosung Hwang, 2001. "A New Measure of Herding and Empirical Evidence," Working Papers, Warwick Business School, Finance Group wp01-12, Warwick Business School, Finance Group.
  5. Steve Satchell & Soosung Hwang, 2001. "GARCH Model with Cross-sectional Volatility; GARCHX Models," Working Papers, Warwick Business School, Finance Group wp01-16, Warwick Business School, Finance Group.

2000

  1. Herschel I. Grossman & Minseong Kim & Juan Mendoza, 2000. "Decisiveness and the Viability of the State," Working Papers 2000-02, Brown University, Department of Economics.
  2. Herschel Grossman & Minseong Kim, 2000. "Is a Moral Disposition Rewarded?," Working Papers 2000-07, Brown University, Department of Economics.
  3. Anthony D. Hall & S. Hwang & Steve Satchell, 2000. "Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 31, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. Steve Satchell & Soosung Hwang, 2000. "Valuing Information Using Utility Functions," Working Papers, Warwick Business School, Finance Group wp00-06, Warwick Business School, Finance Group.
  5. Soosung Hwang, 2000. "Properties of Cross-sectional Volatility," Working Papers, Warwick Business School, Finance Group wp00-05, Warwick Business School, Finance Group.
  6. Steve Satchell & Soosung Hwang, 2000. "Calculating the Miss-specification in Beta from Using a Proxy for the Market Portfolio," Working Papers, Warwick Business School, Finance Group wp00-04, Warwick Business School, Finance Group.
  7. Anthony Hall & Soosung Hwang & Stephen E. Satchell, 2000. "Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1213, Econometric Society.

1999

  1. H. I. Grossman & M. Kim, 1999. "Educational Policy: Egalitarian or Elitist?," Working Papers 365, Dipartimento Scienze Economiche, Universita' di Bologna.
  2. Stephen Satchell & Soosung Hwang, 1999. "Market Risk and the Concept of Fundamental Volatility: Measuring Volatility Across Asset and Derivative Markets and Testing for the Impact of Derivatives Markets on Financial Markets," Working Papers, Warwick Business School, Finance Group wp99-16, Warwick Business School, Finance Group.
  3. Steve Satchell & Soosung Hwang, 1999. "Improved Testing for the Efficiency of Asset Pricing Theories in Linear Factor Models," Working Papers, Warwick Business School, Finance Group wp99-19, Warwick Business School, Finance Group.
  4. Soosung Hwang, 1999. "The Effects of Systematic Sampling and Temporal Aggregation on Discrete Time Long Memory Processes and their Finite Sample Properties," Working Papers, Warwick Business School, Finance Group wp99-15, Warwick Business School, Finance Group.
  5. Stephen Satchell & John Knight & Soosung Hwang, 1999. "Forecasting Volatility using LINEX Loss Functions," Working Papers, Warwick Business School, Finance Group wp99-20, Warwick Business School, Finance Group.
  6. Stephen Satchell & Soosung Hwang, 1999. "The Disappearance of Style in the US Equity Market," Working Papers, Warwick Business School, Finance Group wp99-18, Warwick Business School, Finance Group.

1998

  1. Hwang, S. & Satchell, S. E., 1998. "Implied Volatility Forecasting: A Comparison of Different Procedures," Accounting and Finance Discussion Papers, Faculty of Economics, University of Cambridge 98-af38, Faculty of Economics, University of Cambridge.
  2. Hwang, S. & Satchell, S. E., 1998. "Modelling Emerging Market Risk Premia using Higher Moments," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 9806, Faculty of Economics, University of Cambridge.

1997

  1. Herschel I. Grossman & M. Kim, 1997. "Human Capital and Predation: A Positive Theory of Educational Policy," Working Papers 97-30, Brown University, Department of Economics.
  2. Herschel I. Grossman & Minseong Kim, 1997. "Predation, Efficiency, and Inequality," NBER Working Papers 6301, National Bureau of Economic Research, Inc.
  3. Hwang, S. & Satchell, S. E., 1997. "Market Risk and the Concept of Fundamental Volatility," Accounting and Finance Discussion Papers, Faculty of Economics, University of Cambridge 97-af37, Faculty of Economics, University of Cambridge.
  4. Damant, C. & Hwang, S. & Satchell, S. E., 1997. "An Integrated Risk Measure with Application to UK Asset Allocation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 9714, Faculty of Economics, University of Cambridge.

1996

  1. Herschel I. Grossman & Minseong Kim, 1996. "Inequality, Predation and Welfare," NBER Working Papers 5704, National Bureau of Economic Research, Inc.

1995

  1. Herschel I. Grossman & Minseong Kim, 1995. "Predation and Accumulation," NBER Working Papers 5357, National Bureau of Economic Research, Inc.

1991

  1. In-Moo Kim & Prakash Loungani, 1991. "The role of energy in real business cycle models," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago 91-6, Federal Reserve Bank of Chicago.

Journal articles

2013

  1. Kim, Minseong & Kim, Young-Han, 2013. "When does coordination for free trade regimes fail?," Economic Modelling, Elsevier, Elsevier, vol. 31(C), pages 31-36.
  2. Hwang, Soosung & Rubesam, Alexandre, 2013. "A behavioral explanation of the value anomaly based on time-varying return reversals," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(7), pages 2367-2377.

2012

  1. Kim, Young-Han & Kim, Sang-Kee, 2012. "Welfare effects of competitive lobbying efforts in international oligopoly markets," Economic Modelling, Elsevier, Elsevier, vol. 29(3), pages 614-620.
  2. Kim, Sang-Kee & Kim, Minseong & Kim, Young-Han, 2012. "The impacts of PTA formation on small economies’ tax competition for FDI inflows," Economic Modelling, Elsevier, Elsevier, vol. 29(6), pages 2734-2743.
  3. David Reinstein & Joon Song, 2012. "Efficient Consumer Altruism and Fair Trade Products," Journal of Economics & Management Strategy, Wiley Blackwell, Wiley Blackwell, vol. 21(1), pages 213-241, 03.
  4. Joon Song, 2012. "Futures market: contractual arrangement to restrain moral hazard in teams," Economic Theory, Springer, Springer, vol. 51(1), pages 163-189, September.
  5. Youngha Cho & Soosung Hwang & Steve Satchell, 2012. "The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 45(3), pages 645-677, October.
  6. Shaun A. Bond & Soosung Hwang & Gianluca Marcato, 2012. "Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 40(4), pages 637-661, December.
  7. Kim, Chang Sik & Kim, In-Moo, 2012. "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, Elsevier, vol. 167(2), pages 448-457.

2011

  1. Kim, Young-Han, 2011. "International policy coordination mechanism with respect to the moral hazards of financial intermediaries," Economic Modelling, Elsevier, Elsevier, vol. 28(4), pages 1914-1922, July.
  2. Pedro Gomis-Porqueras & Junsang Lee, 2011. "A Note on Income Heterogeneity, Dietary Choice and Medical Services: Implications for Health Outcomes," Economics Bulletin, AccessEcon, vol. 31(1), pages 699-707.
  3. Kim, Chang Sik & Lee, Sungro, 2011. "Spurious regressions driven by excessive volatility," Economics Letters, Elsevier, Elsevier, vol. 113(3), pages 292-297.

2010

  1. Hwang, Soosung & Satchell, Steve E., 2010. "How loss averse are investors in financial markets?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(10), pages 2425-2438, October.
  2. Chang Sik Kim & Joon Park, 2010. "Cointegrating Regressions with Time Heterogeneity," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 29(4), pages 397-438.

2009

  1. Kim, Young-Han, 2009. "Cross-border M&A vs. greenfield FDI: Economic integration and its welfare impact," Journal of Policy Modeling, Elsevier, Elsevier, vol. 31(1), pages 87-101.
  2. Ostroy, Joseph M. & Song, Joon, 2009. "Conjugate duality of correlated equilibrium," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 869-879, December.
  3. Kim Chang Sik, 2009. "Test for Spatial Dominances in the Distribution of Stock Returns: Evidence from the Korean Stock Market Before and After the East Asian Financial Crisis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 13(4), pages 1-27, September.

2008

  1. Hwang, Soosung & Keswani, Aneel & Shackleton, Mark B., 2008. "Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(5), pages 643-653, May.
  2. Soosung Hwang & Byung Khun Song, 2008. "'Irrational exuberance' in the long-run UK stock market," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 40(24), pages 3199-3211.
  3. Kim, Chang Sik & Kim, In-Moo, 2008. "Nonlinear regression for unit root models with autoregressive errors," Economics Letters, Elsevier, Elsevier, vol. 100(3), pages 326-329, September.

2007

  1. Kim, Young-Han, 2007. "Impacts of regional economic integration on industrial relocation through FDI in East Asia," Journal of Policy Modeling, Elsevier, Elsevier, vol. 29(1), pages 165-180.
  2. Jeong-Yoo Kim & Joon Song, 2007. "Signal Jamming in Pretrial Negotiation with Multiple Defendants," Journal of Economics, Springer, Springer, vol. 91(2), pages 177-200, June.
  3. Shaun Bond & Soosung Hwang & Zhenguo Lin & Kerry Vandell, 2007. "Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 34(4), pages 447-461, May.
  4. Soosung Hwang & Steve E. Satchell & Pedro L. Valls Pereira, 2007. "How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 34(5-6), pages 1002-1024.
  5. Shaun A. Bond & Soosung Hwang, 2007. "Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 35(3), pages 349-382, 09.
  6. Soosung Hwang & Stephen E. Satchell, 2007. "The disappearance of style in the US equity market," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(8), pages 597-613.
  7. Christian S. Pedersen & Soosung Hwang, 2007. "Does downside beta matter in asset pricing?," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(12), pages 961-978.
  8. Phillips, Peter C.B. & Kim, Chang Sik, 2007. "Long-Run Covariance Matrices For Fractionally Integrated Processes," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 23(06), pages 1233-1247, December.

2006

  1. Young-Han Kim & Praveen Aggarwal & Young-Myung Ha & Tai Hoon Cha, 2006. "Optimal pricing strategy for foreign market entry: a game theoretic approach," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(8), pages 643-653.
  2. Soosung Hwang & Pedro L. Valls Pereira, 2006. "Small sample properties of GARCH estimates and persistence," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(6-7), pages 473-494.

2005

  1. Ho Kim, 2005. "The Locational and Functional Behavior of U.S. Autoparts Suppliers," Small Business Economics, Springer, Springer, vol. 24(1), pages 79-95, February.
  2. Duffy, John & Kim, Minseong, 2005. "Anarchy in the laboratory (and the role of the state)," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 56(3), pages 297-329, March.
  3. Kim, Young-Han, 2005. "The optimal path of regional economic integration between asymmetric countries in the North East Asia," Journal of Policy Modeling, Elsevier, Elsevier, vol. 27(6), pages 673-687, September.
  4. Soosung Hwang & Steve Satchell, 2005. "Valuing information using utility functions: how much should we pay for linear factor models?," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(1), pages 1-16.
  5. Soosung Hwang & Steve Satchell, 2005. "GARCH model with cross-sectional volatility: GARCHX models," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(3), pages 203-216.
  6. Kwangsuck Lee & In-Moo Kim, 2005. "Estimating the value of leisure time in Korea," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(10), pages 639-641.

2004

  1. Kim, Young-Han, 2004. "The optimal trade bargaining strategies in the negotiation of DDA," Journal of Policy Modeling, Elsevier, Elsevier, vol. 26(1), pages 65-80, January.
  2. Hwang, Soosung & Pedersen, Christian S., 2004. "Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects," Emerging Markets Review, Elsevier, Elsevier, vol. 5(1), pages 109-128, March.
  3. Hwang, Soosung & Salmon, Mark, 2004. "Market stress and herding," Journal of Empirical Finance, Elsevier, Elsevier, vol. 11(4), pages 585-616, September.

2003

  1. Ho Yeon Kim, 2003. "Impact of trade liberalization on the location of firms: NAFTA and the automobile industry," The Annals of Regional Science, Springer, Springer, vol. 37(1), pages 149-173, 02.
  2. Herschel I. Grossman & Minseong Kim, 2003. "Educational Policy: Egalitarian or Elitist?," Economics and Politics, Wiley Blackwell, Wiley Blackwell, vol. 15(3), pages 225-246, November.
  3. Young-Han Kim, 2003. "International policy coordination for financial market stability in the Asian economies," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 35(10), pages 1123-1132.
  4. Shaun A. Bond & Soosung Hwang, 2003. "A Measure of Fundamental Volatility in the Commercial Property Market," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 31(4), pages 577-600, December.
  5. Kim, In-Moo, 2003. "Operational time of the Korea stock markets," Economics Letters, Elsevier, Elsevier, vol. 78(2), pages 181-185, February.

2002

  1. Grossman, Herschel I. & Kim, Minseong, 2002. "Is a moral disposition rewarded?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 26(9), pages 1811-1820, September.
  2. Herschel I. Grossman & Minseong Kim, 2002. "Predation, Efficiency, and Inequality," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, Mohr Siebeck, Tübingen, vol. 158(3), pages 393-, September.
  3. Hall, Anthony D. & Hwang, Soosung & Satchell, Stephen E., 2002. "Using Bayesian variable selection methods to choose style factors in global stock return models," Journal of Banking & Finance, Elsevier, Elsevier, vol. 26(12), pages 2301-2325.
  4. Soosung Hwang & Stephen Satchell, 2002. "Calculating the misspecification in beta from using a proxy for the market portfolio," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(11), pages 771-781.

2001

  1. Ho Yeon Kim, 2001. "The effects of regulations on land transactions: The case of Korea," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(8), pages 551-553.
  2. Soosung Hwang & John Knight & Stephen E. Satchell, 2001. "Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 187-213, May.

2000

  1. Grossman, Herschel I. & Kim, Minseong, 2000. "Predators, moral decay, and moral revivals," European Journal of Political Economy, Elsevier, Elsevier, vol. 16(2), pages 173-187, June.
  2. Hwang, Soosung, 2000. "The Effects Of Systematic Sampling And Temporal Aggregation On Discrete Time Long Memory Processes And Their Finite Sample Properties," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 16(03), pages 347-372, June.
  3. Hwang, Soosung & Satchell, Stephen E., 2000. "Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets," Journal of Banking & Finance, Elsevier, Elsevier, vol. 24(5), pages 759-785, May.
  4. Stephen Satchell & David Damant & Soosung Hwang, 2000. "Exponential risk measure with application to UK asset allocation," Applied Mathematical Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 7(2), pages 127-152.

1999

  1. Raff, Horst & Kim, Young-Han, 1999. "Optimal export policy in the presence of informational barriers to entry and imperfect competition," Journal of International Economics, Elsevier, Elsevier, vol. 49(1), pages 99-123, October.
  2. Young-Han Kim, 1999. "The Welfare Analysis of Trade Policies: The Optimal Government Intervention Timing under Incomplete Information," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(4), pages 53-70.
  3. Young-Han Kim, 1999. "The international policy coordination to reduce the financial volatility in north East Asia," Global Economic Review, Taylor & Francis Journals, Taylor & Francis Journals, vol. 28(4), pages 102-116.
  4. Hwang, Soosung & Satchell, Stephen E, 1999. "Modelling Emerging Market Risk Premia Using Higher Moments," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 4(4), pages 271-96, October.

1997

  1. Kim, In-Moo, 1997. "Detecting the number of structural breaks," Economics Letters, Elsevier, Elsevier, vol. 57(2), pages 145-148, December.

1996

  1. Grossman, Herschel I & Kim, Minseong, 1996. " Predation and Accumulation," Journal of Economic Growth, Springer, Springer, vol. 1(3), pages 333-50, September.

1995

  1. Grossman, Herschel I & Kim, Minseong, 1995. "Swords or Plowshares? A Theory of the Security of Claims to Property," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 103(6), pages 1275-88, December.

1992

  1. Kim, In-Moo & Loungani, Prakash, 1992. "The role of energy in real business cycle models," Journal of Monetary Economics, Elsevier, Elsevier, vol. 29(2), pages 173-189, April.

1991

  1. Seale, James Jr. & Walker, Wayne E. & Kim, In-Moo, 1991. "The demand for energy : Cross-country evidence using the Florida model," Energy Economics, Elsevier, Elsevier, vol. 13(1), pages 33-40, January.
  2. Kim, In-Moo & Maddala, G S, 1991. "Flat Priors vs. Ignorance Priors in the Analysis of the AR(1) Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 6(4), pages 375-80, Oct.-Dec..

Books

1999

  1. Maddala,G. S. & Kim,In-Moo, 1999. "Unit Roots, Cointegration, and Structural Change," Cambridge Books, Cambridge University Press, Cambridge University Press, number 9780521587822.