• 657 Citations
  • 7 h-Index
19982015

Research output per year

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Research Output

  • 657 Citations
  • 7 h-Index
  • 12 Article
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Article
2015

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

1 Citation (Scopus)
2011
3 Citations (Scopus)
2010

Asymmetric dividend smoothing in the aggregate stock market

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

Research output: Contribution to journalArticle

Conditional heteroskedasticity-robust testing for cointegration

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

Research output: Contribution to journalArticle

2008

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

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

Research output: Contribution to journalArticle

2 Citations (Scopus)
2007
25 Citations (Scopus)
2003

Nonlinear mean reversion in the term structure of interest rates

Seo, B., 2003 Sep, In : Journal of Economic Dynamics and Control. 27, 11-12, p. 2243-2265 23 p.

Research output: Contribution to journalArticle

23 Citations (Scopus)

The impact of the Asian financial crisis on foreign exchange market efficiency: The case of East Asian countries

Jeon, B. N. & Seo, B., 2003 Aug, In : Pacific Basin Finance Journal. 11, 4, p. 509-525 17 p.

Research output: Contribution to journalArticle

33 Citations (Scopus)
2002

Testing for two-regime threshold cointegration in vector error-correction models

Hansen, B. E. & Seo, B., 2002 Oct, In : Journal of Econometrics. 110, 2, p. 293-318 26 p.

Research output: Contribution to journalArticle

416 Citations (Scopus)
1999

Distribution theory for unit root tests with conditional heteroskedasticity

Seo, B., 1999 Jul, In : Journal of Econometrics. 91, 1, p. 113-144 32 p.

Research output: Contribution to journalArticle

75 Citations (Scopus)
1998

Statistical inference on cointegration rank in error correction models with stationary covariates

Seo, B., 1998 Aug, In : Journal of Econometrics. 85, 2, p. 339-385 47 p.

Research output: Contribution to journalArticle

17 Citations (Scopus)

Tests for structural change in cointegrated systems

Seo, B., 1998, In : Econometric Theory. 14, 2, p. 222-259 38 p.

Research output: Contribution to journalArticle

62 Citations (Scopus)