민홍기 (Min, HongGhi)기술경영학부 | 교수
Financial Economics/Time Series Analysis
email@example.com | +82-(0)42-350-6305 ∥ N22, #403
- Field of Study
- Financial Economics & Engineering
Recent Issues in Global Financial Markets
Time Series Econometrics
- 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.