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Biography
Prof. Hong-Ghi Min
Department of Management Science
Korea Advanced Institute of Science and Technology (KAIST), South Korea
Professor


Email: hmin@kaist.ac.kr


Qualifications

1990 Ph.D. in Economics, Binghamton University (SUNY)
1980 B.A. in Economics, Seoul National University


Publications (selected)

  1. “Dynamic Correlation Analysis of US Financial Crisis: Evidence from four OECD countries”, (with Y. Hwang),Applied Financial Economics, 2012, vol. 22. pp 2063-2074.
  2. “Yen-Synchronization of Floating East-Asian Currencies: Regime Switching Regression Model and Micro-Structural Analysis”, (with B. Kim, J. McDonald and Y. Hwang),Journal of Japanese and International Economies, 2012, vol. 26, pp 220-231.
  3. “Dynamic Correlation Analysis of US Financial Crisis,” Presented at the 2012 International Conference of Academic and Business Research Institute held at Orlando, US, January 4-7, 2012.
  4. “Household Lending, Interest Rates and Housing Price Bubbles in Korea: Regime Switching Regression Model and Kalman Filter Approach”, (with B. Kim),Economic Modelling, 2011, vol. 28, pp 1415-1423.
  5. “Yen-Synchronization of Floating East-Asian Currencies: A Regime Switching Regression Model and Micro-Structural Analysis,” Presented at the 2011 International Conference of Korea Trade Research Association held at COEX (Seoul), Korea, December 16, 2011.
  6. “Yen-Synchronization of Floating East-Asian Currencies: A Regime Switching Regression Model and Micro-Structural Analysis,” Presented at the International Conference on Financial Management and Economics held at Hong Kong, China, July 2-3, 2011.
  7. “Market Discipline of Subordinated debts: Empirical Evidence from Japanese Commercial Banks," Presented at The International Conference on Financial Management and Economics held at Shanghai, China, March 11-13, 2011.
  8. “Using the Credit Spread as an Option-Risk Factor: Size and Value Effects in CAPM”, (with Y. Hwang, J. McDonald, H. Kim, and B. Kim),Journal of Banking and Finance, 2010, vol. 34, pp 2995-3009.
  9. “The Influence of Financial Development on R&D Activity: Cross-Country Evidence”, (with Y. Hwang, and S. Han),Review of Pacific Basin Financial Markets and Policies, 2010, vol. 13, pp 381-401.
  10. “Nonlinear Dynamics in Exchange Rate Deviations from the Monetary Fundamentals: An Empirical Study”, (with B. Kim, Y. Moh),Economic Modelling, 2010, vol. 27, pp 1167-1177.
  11. “Nonlinear Dynamics in the Arbitrage of the S&P 500 Index and Futures: A Threshold Error-correction Model”, (with B. Kim, S. Chun),Economic Modelling, 2010, vol. 27, pp 566-573.
  12. “Are Asian Countries’ Current Account Sustainable ?: A Non-linear Unit Root Test”,Journal of Policy Modeling, (with B. Kim, Y. Hwang and J. McDonald) , 2008. (Lead Article).
  13. “The Cross-industry Spillover of Technological Capability in Korea (DRAM and TFT-LCD Industries)”,World Development, 2008, vol. 36 no. 12 (with T. Park and J. Choung), pp 2855-2873.
  14. “Interest and Exchange Rate Shocks on the Capital Market Risk and Capital Mobility”,Business and Economic Research Journal, 2007, vol. 6 no.5 (with J. McDonald), pp 23-48.
  15. “Dynamic Capital Mobility, Capital Market Risk and Contagion: Evidence from Seven Asian Countries”,Japanand the World Economy, 2003, vol. 15, pp 161- 183.
  16. Patterns of Knowledge Production: The Case of Information and Telecommunication Sector in Korea,”Scientometrics, (with J. Choung and M. Park), 2003, vol. 58, no.1, pp 115-128.
  17. “Determinants of Emerging Market Bond Spreads: Cross-country Evidence,”Global Finance Journal, vol 14. 2003, pp 271-286.
  18. “Opening to Foreign Banks: Issues of Stability, Efficiency, and Growth,” (with A. Demirguc-kunt, R. Levine), inThe Implications of Globalization of World Financial Market, Bank of Korea, December 1998. pp 83-105.
  19. “The Portfolio-Balance Model of Exchange Rates: Short-run behavior and Forecasting,” 1993,International Economic Journal, vol 7, no 4. pp. 75-87.
  20. “Test of Rational Expectations Hypothesis in Korea: Determinants of Real Output Fluctuations in Korea,” (with J. McDonald),Global Economic Review, vol 19, no1, 1990 pp 69-83.
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