Yongcheol Shin

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

Professor

Heslington

York, YO1 5DD

United Kingdom

SCHOLARLY PAPERS

14

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SSRN RANKINGS

Top 25,260

in Total Papers Downloads

2,112

SSRN CITATIONS
Rank 27,692

SSRN RANKINGS

Top 27,692

in Total Papers Citations

5

CROSSREF CITATIONS

25

Scholarly Papers (14)

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 502 (62,320)
Citation 4

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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 293 (116,266)
Citation 6

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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, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 66 (381,673)
Citation 4

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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 224 (152,532)

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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 204 (166,466)

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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, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 184 (182,976)
Citation 11

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

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, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 127 (249,478)
Citation 2

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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, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 38 (489,577)
Citation 1

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

8.

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 162 (204,274)

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density forecasts; financial risk management; functional autoregressive model

9.

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 116 (267,525)
Citation 1

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

10.

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 107 (281,392)
Citation 1

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

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 37 (483,731)
Citation 3

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

12.

Canonical Correlation-based Model Selection for the Multilevel Factors

Number of pages: 39 Posted: 20 May 2020
In Choi, Rui Lin and Yongcheol Shin
Sogang University - Department of Economics, University of York and University of York (UK) - Department of Economics and Related Studies
Downloads 29 (523,238)

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Multilevel Factor Models, Principal Components, Canonical Correlation Difference, Multilevel Asset Pricing Models

13.

Dynamic Spatial Network Quantile Autoregression

Number of pages: 56 Posted: 29 Sep 2020 Last Revised: 19 Oct 2020
Xiu Xu, Weining Wang and Yongcheol Shin
Soochow University, University of York and University of York (UK) - Department of Economics and Related Studies
Downloads 22 (565,242)

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Network, Quantile autoregression, Instrumental variables, Dynamic models

14.

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 (721,145)
Citation 1
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Futures and spot prices, Initial mispricing correction, Limited arbitrage, Noise momentum