Yongcheol Shin

University of York (UK) - Department of Economics and Related Studies

Professor

Heslington

York, YO1 5DD

United Kingdom

SCHOLARLY PAPERS

12

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CITATIONS
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Top 30,792

in Total Papers Citations

18

Scholarly Papers (12)

1.

In Search of Robust Methods for Dynamic Panel Data Models in Empirical Corporate Finance

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 03 Aug 2010 Last Revised: 13 Dec 2014
Viet Anh Dang, Minjoo Kim and Yongcheol Shin
Alliance Manchester Business School, University of Liverpool - Accounting and Finance Division and University of York (UK) - Department of Economics and Related Studies
Downloads 487 (56,922)
Citation 1

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Dynamic panel data estimation; GMM; bias correction; capital structure; cash holdings

2.

The Decoupling of Monetary Policy from Long-Term Rates in the U.S. during the Great Moderation

Number of pages: 30 Posted: 25 Jul 2011 Last Revised: 08 Oct 2013
University of Melbourne, University of York (UK) - Department of Economics and Related Studies, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK) and Dept. of International Trade, Dong-A University
Downloads 260 (116,692)
Citation 3

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nonlinear autoregressive distributed lag (NARDL) model, asymmetric interest rate pass-through, great moderation, Greenspan decoupling conundrum

International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach

Melbourne Institute Working Paper No. 18
Number of pages: 79 Posted: 15 Sep 2012
University of Melbourne, Melbourne Institute of Applied Economic and Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 59 (362,831)
Citation 2

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Global VAR, impulse response analysis, forecast error variance decomposition

4.

Asymmetric Adjustment Toward Optimal Capital Structure: Evidence from a Crisis

International Review of Financial Analysis, Forthcoming
Number of pages: 55 Posted: 22 Feb 2014
Viet Anh Dang, Minjoo Kim and Yongcheol Shin
Alliance Manchester Business School, University of Liverpool - Accounting and Finance Division and University of York (UK) - Department of Economics and Related Studies
Downloads 215 (141,057)

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Capital Structure, Global Financial Crisis, Trade-off Theory, Partial Adjustment Model, Dynamic Panel Threshold Model.

5.

Noise Momentum Around the World

Number of pages: 38 Posted: 13 Jul 2014
Charlie X. Cai, Robert W. Faff and Yongcheol Shin
University of Liverpool Management School, University of Queensland and University of York (UK) - Department of Economics and Related Studies
Downloads 200 (150,937)

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limited arbitrage, noise momentum, initial mispricing correction, futures and spot prices

6.

Measuring the Connectedness of the Global Economy

Melbourne Institute Working Paper No. 7/15
Number of pages: 57 Posted: 30 Mar 2015
University of Melbourne, Melbourne Institute of Applied Economic and Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 167 (177,600)
Citation 6

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Generalised Connectedness Measures (GCMs), international linkages, network analysis, macroeconomic connectedness

7.

FARVaR: Functional Autoregressive Value-at-Risk

Journal of Financial Econometrics, forthcoming
Number of pages: 81 Posted: 23 Mar 2014 Last Revised: 05 Mar 2019
Charlie X. Cai, Minjoo Kim, Yongcheol Shin and Qi Zhang
University of Liverpool Management School, University of Liverpool - Accounting and Finance Division, University of York (UK) - Department of Economics and Related Studies and Independent
Downloads 152 (192,350)

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density forecasts; financial risk management; functional autoregressive model

Quantifying Informational Linkages in a Global Model of Currency Spot Markets

Number of pages: 45 Posted: 29 May 2014 Last Revised: 15 Feb 2015
University of Melbourne, Melbourne Institute of Applied Economic and Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 115 (240,371)
Citation 1

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Quantifying Informational Linkages in a Global Model of Currency Spot Markets

Melbourne Institute Working Paper No. 17/14
Number of pages: 35 Posted: 09 Aug 2014
University of Melbourne, Melbourne Institute of Applied Economic and Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 35 (452,991)
Citation 1

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Exchange rates, order flows, global VAR, connectedness and spillovers, safe haven currency

9.

Taxation and the Asymmetric Adjustment of Selected Retail Energy Prices in the UK

Economics Letters, Forthcoming
Number of pages: 14 Posted: 14 Jun 2013 Last Revised: 19 Sep 2013
Matthew Greenwood-Nimmo and Yongcheol Shin
University of Melbourne and University of York (UK) - Department of Economics and Related Studies
Downloads 88 (286,332)

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Nonlinear ARDL (NARDL), Asymmetric Gasoline Price Adjustment, Rockets and Feathers Hypothesis

10.

Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks

Number of pages: 48 Posted: 24 Apr 2018
University of Melbourne - Melbourne Business School, University of Melbourne and University of York (UK) - Department of Economics and Related Studies
Downloads 58 (360,784)

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Network Modelling, Quantile Vector Autoregression with Common Factors, Quantile Connectedness, Financial-Sovereign Credit Risk Transmission, Tail-Dependence

11.

Mapping Korea's International Linkages Using Generalised Connectedness Measures

Bank of Korea WP 2014-16
Number of pages: 51 Posted: 28 Mar 2015
Hail Park and Yongcheol Shin
Kyung-Hee University and University of York (UK) - Department of Economics and Related Studies
Downloads 33 (451,141)

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Small Open Economy of Korea, Global VAR, Forecast Error Variance Decomposition, Generalised Connectedness Measures

12.

Noise Momentum Around the World

Abacus, Vol. 54, Issue 1, pp. 79-104, 2018
Number of pages: 26 Posted: 15 Mar 2018
Charlie X. Cai, Robert W. Faff and Yongcheol Shin
University of Bradford - School of Management, University of Queensland and University of York (UK) - Department of Economics and Related Studies
Downloads 1 (649,034)
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Abstract:

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Futures and spot prices, Initial mispricing correction, Limited arbitrage, Noise momentum