San 56-1, Silim-dong, Kwanak-ku
Seoul 151-742
Korea
Seoul National University - Department of Economics
food price, health, food security
Global Financial Crisis, Risk Spillover, Value at Risk
Fisher relation, Short-run instability, Fractional integration
band-reverting behavior, threshold cointegration, structural change, financial crisis, Won-Yen exchange rate
Market Integration, Contagion, Economic Crisis, Factor Analysis
Fisher relation, Nonlinear behavior, Post-data model