Kyu Ho Kang

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The effects of monetary policy regime shifts on the term structure of interest rates
Studies in Nonlinear Dynamics & Econometrics
2023-03-07Paper
Estimation of state-space models with endogenous Markov regime-switching parameters
Econometrics Journal
2022-07-26Paper
Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter
Econometric Reviews
2022-03-04Paper
The effects of conventional and unconventional monetary policy on forecasting the yield curve
Journal of Economic Dynamics and Control
2020-01-31Paper
An empirical investigation on funding liquidity and market liquidity
Review of Finance
2018-11-20Paper


Research outcomes over time


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