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Byoung Hark Yoo

Personal Details

First Name:Byoung Hark
Middle Name:
Last Name:Yoo
Suffix:
RePEc Short-ID:pyo90

Affiliation

Department of Economics
Soongsil University

Seoul, South Korea
http://eco.ssu.ac.kr/

:


RePEc:edi:dessukr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dhiman Das & B.Hark Yoo, 2004. "A Bayesian MCMC Algorithm for Markov Switching GARCH models," Econometric Society 2004 North American Summer Meetings 179, Econometric Society.

Articles

  1. Yoo Byoung Hark & Ko Bangwon & Kwon Hyuk-Sung, 2016. "On the Bayesian Risk Evaluation of Minimum Guarantees in Variable Annuities," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 10(1), pages 21-43, January.
  2. Sung Min Mun & Byoung Hark Yoo, 2012. "The Effects of Inter-Korean Integration Type on Economic Performance: The Role of Wage Policy," International Economic Journal, Taylor & Francis Journals, vol. 26(3), pages 447-470, September.
  3. Hyun Kook Shin & Byoung Hark Yoo, 2012. "The Volatility Of The Won-Dollar Exchange Rate During The 2008-9 Crisis," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 37(4), pages 61-77, December.
  4. Cho, Jaeho & Yoo, Byoung Hark, 2011. "The Korean stock market volatility during the currency crisis and the credit crisis," Japan and the World Economy, Elsevier, vol. 23(4), pages 246-252.
  5. Yoo Byoung Hark, 2010. "Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(2), pages 1-20, March.
  6. Lee, Taiki & Yoo, Byoung Hark, 2009. "Decomposition of Domestic and International Linkages of the Korean Financial Markets," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 13(2), pages 145-172, December.

Citations

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Working papers

  1. Dhiman Das & B.Hark Yoo, 2004. "A Bayesian MCMC Algorithm for Markov Switching GARCH models," Econometric Society 2004 North American Summer Meetings 179, Econometric Society.

    Cited by:

    1. Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche 0733, CIRPEE.

Articles

  1. Yoo Byoung Hark, 2010. "Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(2), pages 1-20, March.

    Cited by:

    1. Hyun Kook Shin & Byoung Hark Yoo, 2012. "The Volatility Of The Won-Dollar Exchange Rate During The 2008-9 Crisis," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 37(4), pages 61-77, December.

More information

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Co-authorship network on CollEc

Featured entries

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  1. Korean Economists

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