Access Statistics for Jae Hoon Kim

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market	2	3	9	9	8	24	62	66
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach	6	10	44	97	15	55	186	422
International linkage of real interest rates: the case of East Asian countries	0	5	25	160	4	10	58	477
Nonlinear Modelling of Purchasing Power Parity in Indonesia	0	6	35	216	8	29	129	702
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility	9	19	45	100	25	58	159	288
Real Interest Rate Linkages in the Pacific Basin Region	3	6	17	73	6	15	49	236
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects	3	10	38	124	12	47	124	373
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test	2	8	33	184	6	29	99	482
Total Working Papers	25	67	246	963	84	267	866	3,046

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets	1	4	15	15	7	15	51	51
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests	1	1	1	1	4	4	4	4
Asymptotic and bootstrap prediction regions for vector autoregression	2	4	9	22	2	4	10	72
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors	4	7	28	34	14	30	70	98
Bias-corrected bootstrap prediction regions for vector autoregression	1	6	20	64	2	9	36	311
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order	0	0	0	0	4	7	22	242
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators	1	1	6	19	1	1	8	77
Bootstrap prediction intervals for autoregressive time series	2	4	17	25	2	7	32	64
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models	0	0	0	0	0	3	20	449
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom	1	2	14	21	8	21	70	92
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies	1	3	23	38	8	25	82	145
Estimation and inference in sur models when the number of equations is large	0	0	8	8	2	7	37	37
Financial crisis and stock market efficiency: Empirical evidence from Asian countries	4	4	4	4	12	12	12	12
Forecasting autoregressive time series with bias-corrected parameter estimators	1	2	6	25	2	6	13	98
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach	4	5	7	7	8	23	54	85
Integration and interdependence of stock and foreign exchange markets: an Australian perspective	0	1	7	47	1	3	14	129
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns	2	4	10	14	3	5	21	39
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach	3	12	43	131	10	43	171	533
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility	1	1	1	1	4	4	4	4
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors	1	1	6	37	3	5	22	177
Wild bootstrapping variance ratio tests	2	3	9	27	2	3	26	91
Total Journal Articles	32	65	234	540	99	237	779	2,810

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Statistics updated 2008-08-03