민홍기 (Min, HongGhi)

민홍기 (Min, HongGhi)

기술경영학부 | 교수
Financial Economics/Time Series Analysis

hmin@kaist.ac.kr | +82-(0)42-350-6305 ∥ N22, #403
http://felicity.kaist.ac.kr/
Field of Study
Financial Economics & Engineering
Recent Issues in Global Financial Markets
Time Series Econometrics
Education
Ph.D. in Economics, Binghamton University (SUNY), USA (1990)
B.A. in Economics, Seoul National University, KOREA (1980)

Major Career
Department of Business and Technology Management, KAIST [Mar. 2009-present]
Department of IT Management Information and Communications University (ICU), [Feb. 2002-Feb. 2009]
Visiting Scholar, Department of Economics, Texas A&M University [Aug. 2007– Jul. 2008]
Consultant, Policy Research Department (Poverty), The World Bank (Washington D.C) [Aug. 2001– Feb. 2002]
Research Director, Global Project Investment (Washington D.C), [Aug. 1999-Jul. 2001]
Consultant, Policy Research Department (Finance), The World Bank (Washington D.C) [Jan. 1997– Jul. 1999]
Key Papers
H.G.MIN and Y. Hwang, “Dynamic Correlation Analysis of US Financial Crsis and Contagion : Evidence from four OECD Countries, Applied financial Economics, 2012(22), 2063-2074

Kim, B. and MIN,HG and Y. Hwang, Yen-synchronization of Floating East-Asian Currencies: A Regime Switching Regression Model and Micro-structural Analysis, J. of the Japanese & International Economics, 2012(26), 221-231

Kim, B ,Min, HG, “Household lending, interest rates and housing price bubbles in Korea: Regime switching model and Kalman Filter Approach”, Economics modeling, 2011(28), 1415-1423

Hwang, Y ,Min, HG ,McDonald, J ,Kim, H ,Kim, B, “Using the credit spread as an option-risk factor: Size and value effects in CAPM”, Journal of Banking Finance, 2010 (34), 2995-3009.

Kim, BH ,Min, HG ,Moh, YK, “Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study”, Economic Modeling, 2010(27), 1167-1177.

Kim, BH ,Chun, SE ,Min, HG, “Nonlinear dynamics in arbitrage of the S&P 500 index and futures: A threshold error-correction model”, Economic Modeling, 2010(27), 566-573.

Kim, B, HG. Hwang, YS, McDonald, J, Are Asian countries current accounts sustainable?, are not costless”, Journal of Policy Modeling, 2009 (31), 163-179.