If you made any changes in Pure these will be visible here soon.

Fingerprint Dive into the research topics where Byeongseon Seo is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Error Correction Model Mathematics
Error correction Engineering & Materials Science
Conditional Heteroskedasticity Mathematics
Cointegration Mathematics
Asymptotic distribution Mathematics
Nonparametric Testing Mathematics
Term Structure of Interest Rates Mathematics
Mean Reversion Mathematics

Research Output 1998 2015

  • 622 Citations
  • 7 h-Index
  • 12 Article

Transaction costs and nonlinear mean reversion in the EU emission trading scheme

Kim, J. & Seo, B., 2015 Dec 1, In : Hitotsubashi Journal of Economics. 56, 2, p. 281-296 16 p.

Research output: Contribution to journalArticle

Transaction costs
Emissions trading scheme
Mean reversion
European Union
Market efficiency
Nonparametric Testing
Error Correction Model
Linearity
Test Statistic
Specification

Asymmetric dividend smoothing in the aggregate stock market

Kim, S. & Seo, B., 2010 Apr 1, In : Quantitative Finance. 10, 4, p. 349-355 7 p.

Research output: Contribution to journalArticle

Dividend smoothing
Stock market

Conditional heteroskedasticity-robust testing for cointegration

Seo, B., 2010 Dec 1, In : Journal of Economic Theory and Econometrics. 21, 4, p. 20-46 27 p.

Research output: Contribution to journalArticle

Conditional heteroskedasticity
Innovation
Testing
Cointegration
Wald test

Nonlinear monetary policy reaction with asymmetric central bank preferences: some evidence for Korea

Kim, S. & Seo, B., 2008 Dec 1, In : Hitotsubashi Journal of Economics. 49, 2, p. 91-108 18 p.

Research output: Contribution to journalArticle

Inflation
Monetary policy
Korea
Central bank
Output gap