Jinho Bae

Konkuk University

1, Hwayang-dong

Gwangjin-gu

Seoul, 143-071

Korea

  • Konkuk University

    • Email
    • Tel: 82-2-450-3646
    • Fax: 82-2-446-3615
SCHOLARLY PAPERS

4

DOWNLOADS

882

SSRN CITATIONS

7

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

Why are Stock Returns and Volatility Negatively Correlated?

Number of pages: 42 Posted: 23 Sep 2004
Jinho Bae, Chang-Jin Kim and Charles R. Nelson
Konkuk University, Dept. of Economics, University of Washington and Dept of Economics
Downloads 670 (53,952)
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 165 (243,627)
Citation 1

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Irrational exuberance, New Economy, Earnings growth, Bull market

3.

위기 이후 통화정책의 방향 및 시사점: 자연이자율 하락을 중심으로(Direction and Implications of Monetary Policy in the Post-Crisis Period: Focusing on a Declining Natural Rate of Interest)

KDI Policy Study 2015-15 (kor)
Number of pages: 75 Posted: 20 Mar 2017
Jaejoon Lee and Jinho Bae
Korea Development Institute (KDI) and Konkuk University
Downloads 45 (535,141)

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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 (842,679)

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