Zobrazeno 1 - 10
of 40
pro vyhledávání: '"Hwagyun Kim"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::865fc92ef3f14a71afe1eee6e28cdb9d
https://doi.org/10.2139/ssrn.4413805
https://doi.org/10.2139/ssrn.4413805
Publikováno v:
Review of World Economics. 157:603-629
This paper analyzes a dynamic endogenous growth model to quantify the channels through which international trade affects longer-term growth of an emerging economy, with an emphasis on the role played by trade policies. In the model, trade can promote
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5fb91834378d6b29507becfeaa2a9b6a
https://doi.org/10.1007/s10290-021-00413-6
https://doi.org/10.1007/s10290-021-00413-6
Publikováno v:
The World Economy. 44:1770-1794
This paper analyses a simple model of a small economy with agricultural and non‐agricultural sectors to study how opening to international trade affects structural transformation and output growth. In particular, we ask whether effects from acceler
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d007b7713f88f0828d14e185ec351562
https://doi.org/10.1111/twec.13043
https://doi.org/10.1111/twec.13043
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::45db74886e2a2acc2b8563f93c0d8cbb
https://doi.org/10.2139/ssrn.3997469
https://doi.org/10.2139/ssrn.3997469
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::150b66a1822223243aa0929dc1000e2f
https://doi.org/10.2139/ssrn.4005689
https://doi.org/10.2139/ssrn.4005689
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::46352d85f1ad5e9baad9761191feb13b
https://doi.org/10.2139/ssrn.4029870
https://doi.org/10.2139/ssrn.4029870
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5466e30de1806461f5bdc02017b55a6c
https://doi.org/10.2139/ssrn.4144755
https://doi.org/10.2139/ssrn.4144755
Publikováno v:
SSRN Electronic Journal.
This paper identifies a global uncertainty factor by estimating an international asset pricing model featuring macroeconomic uncertainty with long-run risk factors. The global factor captures the time-varying fluctuations of common stochastic volatil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c64fb0dcb84edbb18725a8100632e9f0
https://doi.org/10.2139/ssrn.3678136
https://doi.org/10.2139/ssrn.3678136
Publikováno v:
Quantitative Economics. 7:889-933
This paper develops a new framework and statistical tools to analyze stock returns using high‐frequency data. We consider a continuous‐time multifactor model via a continuous‐time multivariate regression model incorporating realistic empirical
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::01867a60ca8b0d0e201341d92c9b9625
https://doi.org/10.3982/qe251
https://doi.org/10.3982/qe251
Publikováno v:
SSRN Electronic Journal.
This paper shows that the vote component of stock prices helps explain the cross-section of stock returns. Spread portfolios based on an option-based measure of the value of voting rights generate monthly average return of about 80 basis points. This
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::05f27f74e343cd8bfc4d72ad98be24b8
https://doi.org/10.2139/ssrn.3258211
https://doi.org/10.2139/ssrn.3258211