Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Keun Yeong Lee"'
Autor:
Keun Yeong Lee
Publikováno v:
East Asian Economic Review, Vol 28, Iss 3, Pp 277-314 (2024)
This study analyzes the response of economic fundamentals to a misalignment shock of the real effective exchange rate in Korea. The estimation results of the equilibrium exchange rate determination model and time series model show that there is no si
Externí odkaz:
https://doaj.org/article/044fdb32bcf94c659bfecec9179f0b58
Autor:
Keun Yeong Lee
Publikováno v:
East Asian Economic Review, Vol 22, Iss 2, Pp 117-140 (2018)
The paper analyzes and compares the effects of domestic monetary policy using DSGE, DSGE-VAR, and VAR based on a two-country open economy model of Korea and the U.S. According to impulse response analysis, a domestic interest rate hike raises won val
Externí odkaz:
https://doaj.org/article/4153fb3edb714894a34583cf6302eaf6
Autor:
Kim Nam hyun, Keun Yeong Lee
Publikováno v:
KUKJE KYUNGJE YONGU. 23:53-82
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e94d4a5f9c213854baf446ec40872ff
https://doi.org/10.17298/kky.2017.23.1.003
https://doi.org/10.17298/kky.2017.23.1.003
Autor:
Keun Yeong Lee, Kim Nam hyun
Publikováno v:
KUKJE KYUNGJE YONGU. 18:1-36
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::748024d39f115ae5f057ff6216780941
https://doi.org/10.17298/kky.2012.18.3.001
https://doi.org/10.17298/kky.2012.18.3.001
Autor:
Keun Yeong Lee
Publikováno v:
Applied Economics Letters. 15:125-129
This article studies correlations and dynamic interactions between real stock returns and inflation in the UK for 1830–2000. The BLS test suggests that an endogenous break point exists in 1970, and therefore the pre- and post-break periods are requ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a57afed0f510e63e7944a3d9544aabbe
https://doi.org/10.1080/13504850600705992
https://doi.org/10.1080/13504850600705992
Autor:
Keun Yeong Lee
Publikováno v:
SSRN Electronic Journal.
Korean Abstract: 본 연구에서는 월별 자료를 이용하여 자금시장과 주식시장, 그리고 외환시장이 동태적으로 서로에게 어떤 영향을 미치는지를 살펴보았다. 먼저 축약형 벡터자기회귀모형(VAR)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a79f933cea640a971b6e32ee02f60b4
https://doi.org/10.2139/ssrn.3016231
https://doi.org/10.2139/ssrn.3016231
Autor:
Keun Yeong Lee
Publikováno v:
Economics Letters. 90:21-27
By estimating a structural-form GJR model, this paper finds that contemporaneous interactions exist between the stock markets of the U.S., Japan, and Hong Kong. However, it is determined that Hong Kong stock returns react minimally to increases in Ja
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3f35fd382b015b4455aed34dd443e2c
https://doi.org/10.1016/j.econlet.2005.04.004
https://doi.org/10.1016/j.econlet.2005.04.004
Autor:
Keun Yeong Lee
Publikováno v:
Economics Letters. 37:305-308
Out-of-sample performance of exchange rate volatility model depends on criteria used to measure it. The linear GARCH models cannot generally outperform the nonlinear models in the RMSE criterion. Furthermore, the nonparametric kernel model is best in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f890e7250d2e843d34cfbae141c6211e
https://doi.org/10.1016/0165-1765(91)90227-c
https://doi.org/10.1016/0165-1765(91)90227-c
Autor:
Keun-Yeong Lee
This paper investigates joint dynamics in three Asian emerging foreign exchange markets. The empirical results indicate that domestic and foreign currency-specific shocks have a significant impact on exchange rate changes and their volatility in the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::2ba07c27dac1ca6cc47ea5a953fe6e34
http://keapaper.kea.ne.kr/RePEc/kea/keappr/KER-200206-18-1-03.pdf
http://keapaper.kea.ne.kr/RePEc/kea/keappr/KER-200206-18-1-03.pdf
Autor:
Keun Yeong Lee
The temporal aggregation eï¬ fect on autocorrelation functions for the squares of exchange rate changes is theoretically and empirically analyzed. As thedata frequency decreases, autocorrelation functions converge to zero. The paper also compares w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::a1573827f8cdb95141c6dc9c040b5539
http://keapaper.kea.ne.kr/RePEc/kea/keappr/KER-19970630-13-1-06.pdf
http://keapaper.kea.ne.kr/RePEc/kea/keappr/KER-19970630-13-1-06.pdf