In Seok Baek

Samsung Asset Management

Kiwoom Finance Building

Yeouido-Dong, Yeongdeungpo-Gu

Seoul

Korea

SCHOLARLY PAPERS

2

DOWNLOADS

181

CITATIONS

0

Scholarly Papers (2)

Can We Explain the Sign-Switching Behavior of Cross-Country Interest Rate Correlations?

Economic Research Initiatives at Duke (ERID) Working Paper Series No. 56
Number of pages: 79 Posted: 10 Sep 2010 Last Revised: 23 Jan 2011
Dong-Hyun Ahn, In Seok Baek and A. Ronald Gallant
Seoul National University - School of Economics, Samsung Asset Management and Duke University - Fuqua School of Business, Economics Group
Downloads 80 (306,174)

Abstract:

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international term structure models, sign-switching correlation, monetary policies, business cycles, efficient method of moments, reprojection

Can We Explain the Sign-Switching Behavior of Cross-Country Interest Rate Correlations?

Number of pages: 79 Posted: 16 Mar 2010 Last Revised: 23 Jan 2011
Dong-Hyun Ahn, In Seok Baek and A. Ronald Gallant
Seoul National University - School of Economics, Samsung Asset Management and Duke University
Downloads 66 (342,083)

Abstract:

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international term structure models, sign-switching correlation, monetary policies, business cycles, efficient method of moments, reprojection

2.

Co-Movements of International Term Structure Slopes and Affine Term Structure Models

Seoul Journal of Economics, Vol. 24, No. 3, pp. 389-426, 2011
Number of pages: 38 Posted: 06 Sep 2011
Won Tark Doh and In Seok Baek
Samsung Asset Management and Samsung Asset Management
Downloads 35 (442,336)

Abstract:

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affine term structure models, international term structure models, correlations among international term structure slopes, efficient method of moments, reprojection method