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Jae-Kwang Hwang

Personal Details

First Name:Jae-Kwang
Middle Name:
Last Name:Hwang
Suffix:
RePEc Short-ID:phw3

Affiliation

Department of Economics and Finance
Virginia State University

Petersburg, Virginia (United States)
http://www.vsu.edu/pages/803.asp

:


RePEc:edi:devsuus (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Jae-Kwang Hwang, 2014. "Spillover Effects of the 2008 Financial Crisis in Latin America Stock Markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 311-324.
  2. Hwang, Jae-Kwang, 2013. "Employment and student performance in Principles of Economics," International Review of Economics Education, Elsevier, vol. 13(C), pages 26-30.
  3. Jae-Kwang Hwang & Young Dimkpah & Alex Ogwu, 2012. "Do Reverse Stock Splits Benefit Long-term Shareholders?," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 439-449.
  4. Jae-Kwang Hwang, 2012. "Dynamic Correlation Analysis of Asian Stock Markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 227-237.
  5. Jae-Kwang Hwang, 2003. "Dynamic forecasting of sticky-price monetary exchange rate model," Atlantic Economic Journal, Springer;International Atlantic Economic Society, pages 103-114.
  6. Jae-Kwang Hwang, 2002. "The demand for money in korea: Evidence from the cointegration test," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 188-195.
  7. Jae-Kwang Hwang, 2001. "Dynamic forecasting of monetary exchange rate models: Evidence from cointegration," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 51-64.
  8. Jae-Kwang Hwang, 1999. "The relationship between stock prices and exchange rates: Evidence from Canada," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 397-397.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Jae-Kwang Hwang, 2014. "Spillover Effects of the 2008 Financial Crisis in Latin America Stock Markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 311-324.

    Cited by:

    1. Huo, Rui & Ahmed, Abdullahi D., 2017. "Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect," Economic Modelling, Elsevier, vol. 61(C), pages 260-272.
    2. MERIC Ilhan & NYGREN Lan Ma & BENTLEY Jerome T & McCALL Charles W, 2015. "Co-Movements Of U.S. And European Stock Markets Before And After The 2008 Gloal Stock Market Crash," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 10(2), pages 83-98, August.
    3. Kübra Akca & Serda Selin Ozturk, 2016. "The Effect of 2008 Crisis on the Volatility Spillovers among Six Major Markets," International Review of Finance, International Review of Finance Ltd., vol. 16(1), pages 169-178, March.

  2. Jae-Kwang Hwang, 2003. "Dynamic forecasting of sticky-price monetary exchange rate model," Atlantic Economic Journal, Springer;International Atlantic Economic Society, pages 103-114.

    Cited by:

    1. Doh-Khul Kim, 2005. "Unionization, Unemployment, and Growth in Korea: A Cointegration Approach," Atlantic Economic Journal, Springer;International Atlantic Economic Society, pages 225-233.

  3. Jae-Kwang Hwang, 2002. "The demand for money in korea: Evidence from the cointegration test," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 188-195.

    Cited by:

    1. Satya P. Das & Mausumi Das & Thomas B. Fomby, 2004. "Decreasing marginal impatience, income distribution and demand for money: Theory and evidence," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 04-04, Indian Statistical Institute, New Delhi, India.
    2. Muhammad Qasim & Khalil Ahmad & Dr. Muhammad Irfan Chani, 2015. "Exchange Rate Volatility and Money Demand: An Empirical Analysis of Pakistan," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 1(3), pages 131-141, September.
    3. Olubode-Awosola, O.O. & Oyewumi, Olubukola Ayodeju & Jooste, Andre, 2006. "Vector error correction modelling of Nigerian agricultural supply response," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 45(4), December.
    4. Abdullah, Muhammad & Chani, Muhammad Irfan & Ali, Amjad, 2012. "Determinants of Money Demand in Pakistan: Disaggregated Expenditure Approach," MPRA Paper 50977, University Library of Munich, Germany, revised 2013.
    5. Ranjan Paltasingh, Kirtti & Goyari, Phanindra, 2013. "Supply Response in Rainfed Agriculture of Odisha, Eastern India: A Vector Error Correction Approach," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 14(2), June.
    6. Hassan, Shahid & Ali, Umbreen & Dawood, Mamoon, 2016. "Measuring Money Demand Function in Pakistan," MPRA Paper 75496, University Library of Munich, Germany.

  4. Jae-Kwang Hwang, 2001. "Dynamic forecasting of monetary exchange rate models: Evidence from cointegration," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 51-64.

    Cited by:

    1. Stephanos Papadamou & Thomas Markopoulos, 2012. "The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 299-314.
    2. Hoda Selim, 2010. "Has Egypt’s Monetary Policy Changed after The Float?," Working Papers 543, Economic Research Forum, revised 09 Jan 2010.
    3. Works, Richard Floyd, 2016. "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper 76382, University Library of Munich, Germany.
    4. Vít Posta, 2011. "The Misalignment of the Real Exchange Rate with the Fundamentals: Evidence from the Czech Republic, Hungary and Poland," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 26.
    5. Evans, Olaniyi, 2013. "The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach," MPRA Paper 52457, University Library of Munich, Germany.
    6. Hafsa Hina & Abdul Qayyum, 2015. "Re-estimation of Keynesian Model by Considering Critical Events and Multiple Cointegrating Vectors," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 54(2), pages 123-145.
    7. Works, Richard & Haan, Perry, 2017. "An Empirical Study of Japanese and South Korean Exchange Rates Using the Sticky-Price Monetary Theory," MPRA Paper 77235, University Library of Munich, Germany.
    8. Fat Codruta Maria & Dezsi Eva, 2011. "Exchange-Rates Forecasting: Exponential Smoothing Techniques And Arima Models," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 499-508, July.
    9. Hina, Hafsa & Qayyum, Abdul, 2015. "Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis," MPRA Paper 61997, University Library of Munich, Germany.

  5. Jae-Kwang Hwang, 1999. "The relationship between stock prices and exchange rates: Evidence from Canada," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 397-397.

    Cited by:

    1. Malhotra, Karan, 2010. "Autoregressive multifactor APT model for U.S. Equity Markets," MPRA Paper 23418, University Library of Munich, Germany.

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