Hyeongwoo Kim

Auburn University

Professor

138 Miller

Auburn University

Auburn, AL 36849

United States

http://https://sites.google.com/site/hkimphd/

SCHOLARLY PAPERS

12

DOWNLOADS

1,491

SSRN CITATIONS
Rank 22,516

SSRN RANKINGS

Top 22,516

in Total Papers Citations

37

CROSSREF CITATIONS

21

Scholarly Papers (12)

1.

Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries

Number of pages: 39 Posted: 13 May 2010
Hyeongwoo Kim and Bong-Han Kim
Auburn University and Kongju National University
Downloads 373 (154,764)
Citation 7

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Financial Crisis, Spillover Effects, Contagion, Emerging Asian Countries, Dynamic

2.

Spillover Effects from the U.S. Financial Crisis: Some Time-Series Evidence from National Stock Returns

THE FINANCIAL AND ECONOMIC CRISES: AN INTERNATIONAL PERSPECTIVE, Benton Gup, ed., Edward Elgar Publishing, Forthcoming
Number of pages: 38 Posted: 18 Sep 2009
University of Illinois at Springfield, Auburn University and Auburn University
Downloads 356 (162,881)
Citation 10

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U.S. financial crisis, interdependence, spillover effects, stock market returns

3.
Downloads 139 (396,737)
Citation 1

Purchasing Power Parity and the Taylor Rule

Journal of Applied Econometrics, Vol. 30, No. 6, 2013, AJRC Working Papers No. 05/2013
Number of pages: 43 Posted: 26 Jul 2017
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Doshisha University - Faculty of Economics
Downloads 52 (740,523)

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Purchasing Power Parity, Taylor Rule, Half-Life of PPP Deviations, Median Unbiased Estimator, Grid-t Confidence Interval

Purchasing Power Parity and the Taylor Rule

Number of pages: 44 Posted: 01 Jul 2013
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Doshisha University - Faculty of Economics
Downloads 47 (774,221)
Citation 1

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Purchasing Power Parity, Taylor Rule; Half-Life of PPP Deviations, Median Unbiased Estimator, Grid-t Confidence Interval

Purchasing Power Parity and the Taylor Rule

Number of pages: 43 Posted: 28 Jun 2013
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Doshisha University - Faculty of Economics
Downloads 40 (826,484)

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Purchasing Power, Parity, Taylor Rule, Half-Life of PPP, Deviations, Median, Unbiased

4.

Forecasting Financial Stress Indices in Korea: A Factor Model Approach

Bank of Korea WP 2015-30
Number of pages: 40 Posted: 11 Jan 2016
Hyeongwoo Kim, Hyun Hak Kim and Wen Shi
Auburn University, Department of Economics, Kookmin University and Auburn University
Downloads 126 (428,126)
Citation 1

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Financial stress index, Principal component analysis, PANIC, In-sample fit, Out-of-sample forecast, Diebold-Mariano-West Statistic

5.

Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate

Bank of Korea WP 2020-5
Number of pages: 53 Posted: 18 Feb 2020
Hyeongwoo Kim and Soohyon Kim
Auburn University and Chonnam National University - Department of Economics
Downloads 98 (514,108)
Citation 3

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Won/Dollar Real Exchange Rate, Principal Component Analysis, Partial Least Squares, LASSO, Out-of-Sample Forecast

6.

Regulatory Expenditures, Economic Growth and Jobs: An Empirical Study

Phoenix Center Policy Bulletin, No. 28
Number of pages: 20 Posted: 06 May 2011 Last Revised: 04 Aug 2011
Auburn University - Department of Economics, Phoenix Center for Advanced Legal & Economic Public Policy Studies, Auburn University and Phoenix Center for Advanced Legal & Economic Public Policy Studies
Downloads 95 (524,727)
Citation 4

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Regulation, Cost of Regulation, Jobs, Employment, Government, Budget, Deficit

7.

Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach

Bank of Korea WP 2017-14
Number of pages: 44 Posted: 04 May 2017
Hyeongwoo Kim and Kyunghwan Ko
Auburn University and Economic Research Team, Jeju Branch, The Bank ok Korea
Downloads 80 (583,072)
Citation 1

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Partial Least Squares, Principal Component Analysis, Financial Stress Index, Out-Of-Sample Forecast, RRMSPE, DMW Statistics

8.

Can Government Spending Get America Working Again? An Empirical Investigation

Phoenix Center Policy Bulletin No. 31
Number of pages: 15 Posted: 18 Aug 2012
Auburn University - Department of Economics, Phoenix Center for Advanced Legal & Economic Public Policy Studies, Auburn University and Phoenix Center for Advanced Legal & Economic Public Policy Studies
Downloads 70 (627,849)

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stimulus, jobs, investment

Trend Breaks and the Persistence of Closed-End Fund Discounts

Number of pages: 47 Posted: 16 Oct 2023
Nazif Durmaz, Hyeongwoo Kim, Hyejin Lee and Yanfei Sun
Kean University, Auburn University, Tuskegee University and Toronto Metropolitan University
Downloads 27 (941,633)

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Closed-End Fund, Non-Normal Error, Trend Breaks, CEF Discount Puzzle, Residual Augmented Least Squares

Trend Breaks and the Persistence of Closed-End Fund Discounts

Number of pages: 47 Posted: 29 Feb 2024
Hyeongwoo Kim, Nazif Durmaz, Hyejin Lee and Yanfei Sun
Auburn University, Kean University, Tuskegee University and Toronto Metropolitan University
Downloads 17 (1,049,901)

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Closed-End Fund, Non-Normal Error, Trend Breaks, CEF Discount Puzzle, Residual Augmented Least Squares

Trend Breaks and the Persistence of Closed-End Fund Discounts

Number of pages: 47 Posted: 25 Apr 2024
Hyeongwoo Kim, Nazif Durmaz, Hyejin Lee and Yanfei Sun
Auburn University, Kean University, Tuskegee University and Toronto Metropolitan University
Downloads 9 (1,142,757)

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Closed-End Fund, Non-Normal Error, Trend Breaks, CEF Discount Puzzle, Residual Augmented Least Squares

10.

Jobs, Jobs, Jobs: Communications Policy and Employment Effects in the Information Sector

Phoenix Center Policy Bulletin No. 25
Number of pages: 23 Posted: 09 Oct 2010
Auburn University - Department of Economics, Phoenix Center for Advanced Legal & Economic Public Policy Studies and Auburn University
Downloads 49 (743,366)

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Multipliers, Telecommunications, Regulation, Network Neutrality, Net Neutrality, Title II Regulation, RIMS

11.

What Is the 'Cost per Regulator' on GDP and Private Sector Job Creation? An Update on Prior Research

Phoenix Center Perspectives No. 17-01
Number of pages: 7 Posted: 05 May 2017
George S. Ford, Hyeongwoo Kim and Lawrence J. Spiwak
Phoenix Center for Advanced Legal & Economic Public Policy Studies, Auburn University and Phoenix Center for Advanced Legal & Economic Public Policy Studies
Downloads 35 (844,105)

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Regulation, Regulatory Burden, Cost per Regulator, Costs of Regulation

12.

Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts

Number of pages: 47 Posted: 22 Jul 2023
Nazif Durmaz, Hyeongwoo Kim, Hyejin Lee and Yanfei Sun
Kean University, Auburn University, Tuskegee University and Toronto Metropolitan University
Downloads 17 (1,015,939)

Abstract:

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Closed-End Fund, CEF Discount Puzzle, Residual Augmented Least Squares, Non-Normal Error, Trend Breaks