Junsoo Lee

University of Alabama - Department of Economics, Finance and Legal Studies

Professor

P.O. Box 870244

Tuscaloosa, AL Alabama 35487

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 48,010

SSRN RANKINGS

Top 48,010

in Total Papers Downloads

949

SSRN CITATIONS
Rank 13,776

SSRN RANKINGS

Top 13,776

in Total Papers Citations

11

CROSSREF CITATIONS

63

Scholarly Papers (13)

Modeling International Long-Term Interest Rates

Number of pages: 28 Posted: 14 Apr 2003
University of Tennessee, Knoxville - Department of Finance, University of Wisconsin - Oshkosh - Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 303 (108,141)

Abstract:

Loading...

interest rates, cointegration, government bonds

Modeling International Long-Term Interest Rates

The Financial Review, Vol. 29, November 1994
Posted: 14 Apr 2003
University of Tennessee, Knoxville - Department of Finance, University of Wisconsin - Oshkosh - Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies

Abstract:

Loading...

interest rates, cointegration, government bonds

2.

New Insights about the Relationship between Corporate Cash Holdings and Interest Rates

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 29 Posted: 29 Aug 2012 Last Revised: 19 Oct 2016
Samford University, University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 274 (121,056)
Citation 1

Abstract:

Loading...

cash, cash holdings, interest rates, federal funds rate

3.

Panel LM Unit Root Tests with Trend Shifts

Number of pages: 34 Posted: 03 Jun 2010
Kyung So Im, Junsoo Lee and Margie Tieslau
affiliation not provided to SSRN, University of Alabama - Department of Economics, Finance and Legal Studies and University of North Texas - Department of Economics
Downloads 184 (177,887)
Citation 5

Abstract:

Loading...

Panel Unit Root Tests, LM Test, Structural Breaks, Trend Breaks

4.

More Powerful Unit Root Tests with Non-Normal Errors

Number of pages: 31 Posted: 17 Dec 2009
Kyung So Im, Junsoo Lee and Margie Tieslau
affiliation not provided to SSRN, University of Alabama - Department of Economics, Finance and Legal Studies and University of North Texas - Department of Economics
Downloads 69 (358,466)
Citation 1

Abstract:

Loading...

5.

Nonrenewable Resource Prices: Deterministic or Stochastic Trends?

NBER Working Paper No. w11487
Number of pages: 42 Posted: 23 Aug 2005 Last Revised: 17 Mar 2014
University of Alabama - Department of Economics, Finance and Legal Studies, University of Chicago - Department of Economics and Appalachian State University - Department of Economics
Downloads 45 (437,676)

Abstract:

Loading...

6.

Panel Lm Unit-Root Tests with Level Shifts

Oxford Bulletin of Economics & Statistics, Vol. 67, No. 3, pp. 393-419, June 2005
Number of pages: 27 Posted: 21 May 2005
Kyung So Im, Junsoo Lee and Margie Tieslau
University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and University of North Texas - Department of Economics
Downloads 32 (494,227)
Citation 1
  • Add to Cart

Abstract:

Loading...

7.

A Comparison of the Female and Male Racial Disparities in Imprisonment

Number of pages: 69 Posted: 16 Jun 2020
University of Alabama - Department of Economics, Finance and Legal Studies, University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama
Downloads 16 (588,436)

Abstract:

Loading...

racial disparity, imprisonment, gender

8.

A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks

Journal of Time Series Analysis, Vol. 27, No. 3, pp. 381-409, May 2006
Number of pages: 29 Posted: 08 May 2006
Ralf Becker, Walter Enders and Junsoo Lee
University of Manchester, University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 16 (588,436)
Citation 5
  • Add to Cart

Abstract:

Loading...

9.

Adl Tests for Threshold Cointegration

Journal of Time Series Analysis, Vol. 31, Issue 4, pp. 241-254, July 2010
Number of pages: 14 Posted: 14 Jun 2010
Jing Li and Junsoo Lee
South Dakota State University and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 4 (671,609)
  • Add to Cart

Abstract:

Loading...

10.

International Co-Movements and Determinants of Public Debt

Bank of Korea WP 2020-15
Number of pages: 59 Posted: 07 Jul 2020
Junsoo Lee and Youngjin Yun
University of Alabama - Department of Economics, Finance and Legal Studies and Bank of Korea - Economic Research Institute
Downloads 3 (679,642)

Abstract:

Loading...

Public Debt, Co-Movements, Dynamic Factor Model, Bayesian Estimation

11.

The Determinants of Laws Restricting Youth Access to Tobacco

Contemporary Economic Policy, Vol. 27, Issue 1, pp. 16-27, January 2009
Number of pages: 12 Posted: 26 Jan 2009
California State University, Sacramento - Department of Economics, affiliation not provided to SSRN and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 2 (689,476)
  • Add to Cart

Abstract:

Loading...

12.

A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks

Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 4, pp. 574-599, 2012
Number of pages: 26 Posted: 05 Jul 2012
Walter Enders and Junsoo Lee
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 1 (701,794)
Citation 4
  • Add to Cart

Abstract:

Loading...

13.

Smooth Transition Arch Models: Estimation, Testing and Forecasting

Review of Quantitative Finance and Accounting
Posted: 26 Aug 1999
Ramon P. DeGennaro and Junsoo Lee
University of Tennessee, Knoxville - Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies

Abstract:

Loading...