Sang Young Jei

Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches

Sung Y. Park, Sang Young Jei · Journal of Futures Markets · 2009 · 73 citations

Volatility Modeling, Economics, Financial Economics +13

An empirical analysis of Okun’s laws in ASEAN using time-varying parameter model

Jun Kim, Jong Cheol Yoon, Sang Young Jei · Physica A Statistical Mechanics and its Applications · 2019 · 27 citations

Time-varying Parameter Model, Econometric Model, Empirical Analysis +5

Study of the Relationship between Government Expenditures and Economic Growth for China and Korea

Jong Chan Lee, Yi Joong Won, Sang Young Jei · Sustainability · 2019 · 25 citations · Full text

East Asian Studies, Economic Development, Economic Growth +19

An empirical test for Okun’s law using a smooth time-varying parameter approach: evidence from East Asian countries

Myeong Jun Kim, Sung Y. Park, Sang Young Jei · Applied Economics Letters · 2014 · 18 citations

Empirical test for purchasing power parity using a time-varying parameter model: Japan and Korea cases

Hyunggun Kim, Sang Young Jei · Applied Economics Letters · 2012 · 12 citations

Exchange Rate, Economic Fluctuation, International Finance +18