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PUBLICATIONS
The role of asset flippers in a boom and bust real estate market, (with Jin Choi), Journal of Economic Asymmetries,, Vol. 8 No. 2, 2011.
Asymmetric Threshold Linkages of Inter-Sector Activity in International Equity Markets, (with E. Ahn), International Journal of Economics and Finance, Vol 3, No2, 2011, pp 52-64.
Sources of output volatility from financial crisis in emerging markets, (with K Pattanachak), Applied Financial Economics, Vol 20, 2010, pp 183-199.
“Unlocking the Sources of the Apparent Episodic Stationarity of the P/E Ratio: Impulse or Propagation?” (with G. Karras, H. Neuberger, and H. Stokes), The Review of Accounting and Finance, 6 No. 3, 2007, 339-348.
“Why are Postwar Cycles Smoother? Impulses of Propagation?” (with G. Karras and H. Stokes), Journal of Economics and Business, 58, (2006) 392-406.
“Sources of Exchange Rate Volatility: Impulses or Propagation,” (with G. Karras and H. Stokes), International Review of Economics and Finance, 14 No. 2. (2005) 213-226.
“The volatility relationship between financial markets and output markets – Bivariate GARCH Approach,” (with E. Ahn), Applied Financial Economics, Vol 6, 2006, pp 1-6,.
“The Performance of Portmanteau Tests on Asymmetric Nonlinear Time Series,” Working Paper.
“The Effect of Telecommunication Costs on Internet Traffic - Cross Country Evidence,” working paper. “A Monte Carlo Study of Asymmetric Time Series,” Ph.D Dissertation, University of Illinois, Chicago, 2001
“Metropolitan Chicago Regional Rental Market Analysis: Rental Housing Supply Survey Report,” November 1999. (co-authors: T. Johnson, M. Sagun, J. Dombrow, and Y. Cho)
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UIC home - CBA - Economics Department Welcome your comments and suggestions to jmlee@uic.edu. |
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Jin Man Lee |
