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Kiseok Nam

Yeshiva University

31

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670

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Intertemporal risk-return tradeoff in the short-run

2018 Economics Letters
- Joseph M. Marks
- Kiseok Nam
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Trend in Aggregate Idiosyncratic Volatility

2017 Review of Financial Economics
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Trend in Aggregate Idiosyncratic Volatility

2016
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Revisiting the intertemporal risk-return relation: asymmetrical effect of unexpected volatility shocks

2014 Quantitative Finance
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Revisiting asset pricing under habit formation in an overlapping-generations economy

2013 Journal of Banking and Finance
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Flexible Multivariate GARCH Modeling for Heteroskedastic Asset Returns with an Asymmetric and Leptokurtic Distribution

2013
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The Demand for Money in Asia: Some Further Evidence

2012 International journal of economics and finance
- Augustine C. Arize
- Kiseok Nam
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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation

2012 Pacific-basin Finance Journal
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Cointegration, dynamic structure, and the validity of purchasing power parity in African countries

2010 International Review of Economics & Finance
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Profitability of Nonlinear Dynamics Under Technical Trading Rules: Evidence from Pacific Basin Stock Markets

2009 Emerging Markets Finance and Trade
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