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Hyeongwoo Kim, Ph.D. - Publications

Affiliations: 
2006 Ohio State University, Columbus, Columbus, OH 
Area:
Finance
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38 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Kim H, Zhang Y. Investigating Properties of Commodity Price Responses to Real and Nominal Shocks The North American Journal of Economics and Finance. 51: 100899. DOI: 10.1016/J.Najef.2018.12.011  0.447
2020 Kim H, Ko K. Improving forecast accuracy of financial vulnerability: PLS factor model approach Economic Modelling. 88: 341-355. DOI: 10.1016/J.Econmod.2019.09.046  0.383
2020 Kim H, Lin Y, Thompson H. Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices Open Economies Review. 1-21. DOI: 10.1007/S11079-020-09601-7  0.42
2020 Kim H, Shi W. Forecasting Financial Vulnerability in the US: A Factor Model Approach Journal of Forecasting. DOI: 10.1002/For.2724  0.388
2019 Kim H, Shi W, Kim HH. Forecasting Financial Stress Indices in Korea: A Factor Model Approach Empirical Economics. 1-40. DOI: 10.2139/Ssrn.2709271  0.386
2018 Kim H, Gao L. Consumer spending on entertainment and the Great Recession Leisure\/Loisir. 42: 281-300. DOI: 10.1080/14927713.2018.1535278  0.371
2018 Kim H, Kim J. London Calling: Nonlinear Mean Reversion across National Stock Markets The North American Journal of Economics and Finance. 44: 265-277. DOI: 10.1016/J.Najef.2018.01.008  0.412
2018 Kim H, Shi W. The determinants of the benchmark interest rates in China Journal of Policy Modeling. 40: 395-417. DOI: 10.1016/J.Jpolmod.2018.01.012  0.402
2018 Kim H, Lee D. The effects of government spending shocks on the trade account balance in Korea International Review of Economics & Finance. 53: 57-70. DOI: 10.1016/J.Iref.2017.10.001  0.397
2017 Gueye GN, Kim H, Sorek G. Pitfalls in Testing for Cointegration between Inequality and the Real Income Economic Inquiry. 55: 941-950. DOI: 10.1111/Ecin.12398  0.32
2017 Beard TR, Kim H, Stern ML. Is good news for Donald Trump bad news for the Peso? Applied Economics Letters. 24: 1363-1368. DOI: 10.1080/13504851.2017.1279262  0.406
2016 Gao L, Kim H. Testing The Predictability Of Consumption Growth: Evidence From China Journal of Economic Development. 41: 21-30. DOI: 10.35866/Caujed.2016.41.3.002  0.322
2016 Kim HS, Min HG, McDonald JA. Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis Economic Modelling. 59: 9-22. DOI: 10.1016/J.Econmod.2016.06.016  0.33
2015 Kim B, Kim H, Lee B. Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries International Review of Economics & Finance. 39: 192-210. DOI: 10.2139/Ssrn.1604650  0.43
2015 Kim H, Shi W, Hwang KM. Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach Applied Economics. 1-16. DOI: 10.1080/00036846.2015.1117045  0.394
2015 Kim H, Ryu D. A nonparametric study of real exchange rate persistence over a century International Review of Economics and Finance. 37: 406-418. DOI: 10.1016/J.Iref.2015.01.003  0.373
2015 Kim H, Ryu D. Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach Economic Modelling. 51: 227-241. DOI: 10.1016/J.Econmod.2015.07.009  0.44
2015 Anderson S, Beard TR, Kim H, Stern LV. The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds Journal of Financial Services Research. DOI: 10.1007/S10693-015-0227-9  0.356
2015 Kim H, Fujiwara I, Hansen BE, Ogaki M. Purchasing Power Parity and the Taylor Rule Journal of Applied Econometrics. 30: 874-903. DOI: 10.1002/Jae.2391  0.574
2014 Chen SL, Jackson JD, Kim H, Resiandini P. What drives commodity prices? American Journal of Agricultural Economics. 96: 1455-1468. DOI: 10.1093/Ajae/Aau014  0.437
2014 Beard TR, Ford GS, Kim H. Capital investment and employment in the information sector Telecommunications Policy. 38: 371-382. DOI: 10.1016/J.Telpol.2013.12.001  0.364
2014 Gao L, Kim H, Saba R. How Do Oil Price Shocks Affect Consumer Prices Energy Economics. 45: 313-323. DOI: 10.1016/J.Eneco.2014.08.001  0.332
2014 Kim H, Thompson H. Wages in a Factor Proportions Model with Energy Input Economic Modelling. 36: 495-501. DOI: 10.1016/J.Econmod.2013.10.021  0.391
2013 Cheng KM, Kim H, Thompson H. The exchange rate and US tourism trade, 1973-2007 Tourism Economics. 19: 883-896. DOI: 10.5367/Te.2013.0227  0.431
2013 Anderson S, Beard TR, Kim H, Stern LV. Fear and Closed-End Fund discounts Applied Economics Letters. 20: 956-959. DOI: 10.1080/13504851.2013.767969  0.336
2013 Kim B, Kim H, Min HG. Reassessing the Link between the Japanese Yen and Emerging Asian Currencies Journal of International Money and Finance. 33: 306-326. DOI: 10.1016/J.Jimonfin.2012.11.021  0.38
2013 Cheng KM, Kim H, Thompson H. The real exchange rate and the balance of trade in US tourism International Review of Economics and Finance. 25: 122-128. DOI: 10.1016/J.Iref.2012.06.007  0.454
2013 Hwang E, Min HG, Kim B, Kim H. Determinants of stock market comovements among US and emerging economies during the US financial crisis Economic Modelling. 35: 338-348. DOI: 10.1016/J.Econmod.2013.07.021  0.371
2012 Kim H. VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored Journal of Macroeconomics. 34: 223-238. DOI: 10.1016/J.Jmacro.2011.10.004  0.46
2012 Kim H, Durmaz N. Bias correction and out-of-sample forecast accuracy International Journal of Forecasting. 28: 575-586. DOI: 10.1016/J.Ijforecast.2012.02.009  0.344
2012 Kim H, Moh Y. Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment Economic Modelling. 29: 1850-1857. DOI: 10.1016/J.Econmod.2012.05.008  0.357
2012 Cheng KM, Durmaz N, Kim H, Stern ML. Hysteresis vs. natural rate of US unemployment Economic Modelling. 29: 428-434. DOI: 10.1016/J.Econmod.2011.11.012  0.374
2011 Chen S, Kim H. Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets International Economic Journal. 25: 239-250. DOI: 10.1080/10168737.2011.580569  0.389
2010 Kim H, Moh Y. A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity Journal of International Money and Finance. 29: 1398-1405. DOI: 10.1016/J.Jimonfin.2010.03.014  0.358
2010 Kim H, Stern LV, Stern ML. Half-life bias correction and the G7 stock markets Economics Letters. 109: 1-3. DOI: 10.1016/J.Econlet.2010.06.012  0.385
2009 Kim H, Stern LV, Stern ML. Nonlinear mean reversion in the G7 stock markets Applied Financial Economics. 19: 347-355. DOI: 10.1080/09603100802389007  0.336
2009 Kim H. On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis☆ Journal of Empirical Finance. 16: 734-744. DOI: 10.1016/J.Jempfin.2009.06.005  0.425
2009 Kim H, Jackson J, Saba R. Forecasting the FOMC's interest rate setting behavior: a further analysis Journal of Forecasting. 28: 145-165. DOI: 10.1002/For.1099  0.354
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