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연구
[1] "Maximum Likelihood Inference on Cointegration and Seasonal Cointegration", Journal of Econometrics (1992).
[2] "Testing for Unit Roots in Seasonal Time Series: Some Theoretical Extensions" (with E. Ghysels and J. Noh), Journal of Econometrics (1994).
[3] "On Periodic Structures and Testing for Seasonal Unit Roots" (with E. Ghysels and A. Hall), Journal of American Statistical Association (1996).
[4] "Recent Advances in Wavelet Methods for Economic Time Series", Journal of Econometric Theory and Econometrics (2001).
[5] "Seasonal Time Series and Autocorrelation Function Estimation" (with W. Bell and E. Ghysels), The Manchester School (2002).
[6] “Comparative Analysis of Alternative Methods for Seasonal Adjustment: X-12-ARIMA and TRAMO-SEATS”, Economic Papers (2003).
[7] "International Transmission of Swap Market Movements: The US, Korea, and China" (with W. Hong), Asia-Pacific Journal of Financial Studies (2009).
[8] "Common Features in East Asian Stock Markets: Long-term and Short-term Comovements between China and Korea" (with S. Kim), Singapore Economic Review (2013).
[9] "Predictability of Term Spread for Economic Activity with Liquidity Premium Theory" (with S. Hwang) Emerging Markets Finance and Trade (2016).
[10] "Cross-regional Connectedness
in the Korean Housing Market" (with Woo Suk Lee), Journal of Housing Economics, 46(1), 1-16 (2019).
[11] "Network Connectedness among Northeast Asian Financial Markets" (with Woo Suk Lee), Emerging Markets Finance and Trade, 55(14), 1-18 (2019).
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