Jinho Bae

Konkuk University

1, Hwayang-dong

Gwangjin-gu

Seoul, 143-071

Korea

SCHOLARLY PAPERS

4

DOWNLOADS

851

SSRN CITATIONS

7

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Why are Stock Returns and Volatility Negatively Correlated?

Number of pages: 42 Posted: 23 Sep 2004
Konkuk University, Dept. of Economics, University of Washington and Dept of Economics
Downloads 641 (51,548)
Citation 7

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Asymmetric volatility, volatility reedback, leverage effect, regime switching, GARCH

2.

Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance?

Number of pages: 39 Posted: 21 Oct 2004
Jinho Bae and Charles R. Nelson
Konkuk University and Dept of Economics
Downloads 163 (225,476)
Citation 1

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Irrational exuberance, New Economy, Earnings growth, Bull market

3.
Downloads 45 (494,975)

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4.

The Dynamics of Post-War US Inflation: The Limited Role of Time Inconsistency

The Manchester School, Vol. 79, Issue 3, pp. 333-348, 2011
Number of pages: 16 Posted: 21 Apr 2011
Jinho Bae
Konkuk University
Downloads 2 (774,694)
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