| Changes in US inflation persistence KH Kang, CJ Kim, J Morley Studies in Nonlinear Dynamics & Econometrics 13 (4), 2009 | 94 | 2009 |
| Change-points in affine arbitrage-free term structure models S Chib, KH Kang Journal of Financial Econometrics 11 (2), 302-334, 2013 | 45 | 2013 |
| Estimation of state‐space models with endogenous Markov regime‐switching parameters KH Kang The Econometrics Journal 17 (1), 56-82, 2014 | 24 | 2014 |
| The effects of conventional and unconventional monetary policy on forecasting the yield curve Y Eo, KH Kang Journal of Economic Dynamics and Control 111, 103812, 2020 | 20 | 2020 |
| Volatility spillovers in Korean financial markets OJ Yoon, KH Kang Bank of Korea Economic Papers 7, 88-106, 2007 | 13 | 2007 |
| Term structure of interest rates in a DSGE model with regime changes S Chib, KH Kang, S Ramamurthy unpublished paper, Washington University in St. Louis, 2010 | 12 | 2010 |
| An empirical investigation on funding liquidity and market liquidity JY Chung, DH Ahn, IS Baek, KH Kang Review of Finance 22 (3), 1213-1247, 2018 | 10 | 2018 |
| State-space models with endogenous markov regime switching parameters KH Kang Working Paper, Washington University, 2010 | 10 | 2010 |
| Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter YM Kim, KH Kang Econometric Reviews 38 (10), 1109-1130, 2019 | 9 | 2019 |
| Technological Innovation and Employment (in Korean) KH Kang Economic Analysis (Quarterly) 12 (1), 53-74, 2006 | 9 | 2006 |
| Has international CPI inflation comovement strengthened since the global financial crisis? I Shin, KH Kang Macroeconomic Dynamics 27 (1), 111-140, 2023 | 8 | 2023 |
| Term structure of interest rates in a dsge model with regime changes. unpublished paper, Washington University in St S Chib, KH Kang, S Ramamurthy Louis, MI, USA, 2010 | 8 | 2010 |
| The effects of monetary policy regime shifts on the term structure of interest rates A Abdymomunov, KH Kang Available at SSRN 1972261, 2011 | 7 | 2011 |
| Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models Y Eo, KH Kang Available at SSRN 2756915, 2018 | 6 | 2018 |
| The predictive density simulation of the yield curve with a zero lower bound KH Kang Journal of Empirical Finance 33, 51-66, 2015 | 6 | 2015 |
| Do bond markets find inflation targets credible? Evidence from five inflation-targeting countries YM Kim, KH Kang, K Ka International Review of Economics & Finance 67, 66-84, 2020 | 5 | 2020 |
| Conditional value-at-risk forecasts of an optimal foreign currency portfolio D Kim, KH Kang International Journal of Forecasting 37 (2), 838-861, 2021 | 4 | 2021 |
| Efficient posterior sampling in Gaussian affine term structure models S Chib, KH Kang Working paper, 2017 | 4 | 2017 |
| Can credit spreads help predict a yield curve? A Abdymomunov, KH Kang, KJ Kim Journal of International Money and Finance 64, 39-61, 2016 | 4 | 2016 |
| The effects of monetary policy regime shifts on the term structure of interest rates A Abdymomunov, KH Kang Studies in Nonlinear Dynamics & Econometrics 19 (2), 183-207, 2015 | 4 | 2015 |
