Faculty:

Professor Chang-ik, Jo (조창익)

  • Field: Economics
  • Lab : International Education Center, room 14222
  • Office Number: 033 – 248 – 1811
  • E-mail : cjo@hallym.ac.kr

Education:

  • February 1993: Bachelor of Economics, Seoul National University.
  • February 1995: Graduated from Seoul National University (Master of Economics, Major in Health and Environmental Economics).
  • June 2004: University of New York City Graduate School (Masters and Doctorate in Economics; Majoring in – Health Economics, Applied Quantitative Economics, Labor and Human Capital Economics.
  • Doctoral Dissertation: Marital Status and Obesity: Causes and Effects
  • Advisor: Distinguished Professor Michael Grossman

Major Career:

  • May 1993 ~ February 1995: Institute of Health and Environmental Research, Seoul National University.
  • April 1995 ~November 1995: Korea Institute of Healthcare Research. (Participating in the estimation of national healthcare expenditure and the project for improvement of rural medical care finances)
  • March 1998 ~July 1998: Researcher, National Health Service Account Committee, under the Ministry of Health and Welfare.
  • September 1999 ~May 2001: Assistant Professor, Department of Economics, University of New York (PSC CUNY).
  • February 2000 ~June 2004: Bernard M. Baruch College, New York City University.
  • May 2003 ~March 2010: Korea Institute of Environment & Health Visiting Research Fellow. (Pharmacoeconomic Analysis, Development of Risk Communication Contents)
  • August 2004~May 2006: Associate Professor, Department of Economics, Anderson University, USA.
  • April 2006 ~February 2009: Assistant Professor, Graduate School of Business Administration, Hallym University (Department of Health Economics).
  • February 2008 ~January 2009: Professor, MBA, Hallym University.
  • March 2009~ August 2010: Associate Professor, Department of Economics, Hallym University.
  • August 2012 ~July 2013: Georgia State University, Visiting Associate Professor of Economics.
  • September 2009~Now: Professor, Department of International Trade Management (ITB), Hallym University.
  • September 2010 ~Now: Associate Professor, Department of Economics, Hallym University.
  • February 2014~June 2015: Dean of International Studies, Hallym University.
  • June 2015~Now: Director, Hallym University.

Research and Publications

  • “An empirical investigation of the effect of business cycles and parental socioeconomic status on the children’s weight change,” Journal of Women and Economics, accepted for publication, 2015 (in Korean)
  • “Conjoint preference elicitation approach to measure the willingness to pay for liver cancer treatment in Korea,” Clinical and Molecular Hepatology, accepted for publication, 2015. (in English).
  • “An Economic Impact of Tariff Escalation on Imports of Crude Oil in Korea: A Study using Computable General Equilibrium Analysis,” Energy Policy, accepted for publication, 2015. (in English).
  • “Fat and Bone in Osteoporosis: No More of Controlling for Body Weight,” European Journal of Epidemiology, accepted for publication, 2015. (in English).
  • “A study on estimating the policy effect of diaper and infant formula provision for needy low-income families: income transfer effect or money illusion?” Journal of Women and Economics, 2014 (in Korean).
  • “Cost of illness studies: concepts, scopes, and methods,” Clinical and Molecular Hepatology,2014. (in English).
  • “An Empirical Investigation on Availability of Emergency Contraception and Sexual Behaviors: Any Causal Effects?” Health and Social Welfare Review, vol. 33(3), 2013. (in Korean)
  • “Using Discrete Choice Experiments to Estimate Marginal Willingness to Pay (MWTP) of Insurance Premium for the Cancer Treatment in Korea: A General Population Study,” Health and Social Welfare Review, vol. 33(2), 2013. (in English)
  • “What Determines the Pharmaceutical R&D Investments?” Journal of Social Science, vol. 38(3), 2012. (in English)
  • “A Comparison of Preferences of Targeted Therapy for Metastatic Renal Cell Carcinoma between the Patient Group and Medical Expert Group,” Value in Health, vol. 15, 2012 (in English)
  • “The effect of doctor’s payment method on patient’s medical care use: revisit of the patient’s asymmetric information problem,” KDI Journal of Economic Policy. 2011. (in English)
  • “An Estimation of the Price Elasticity of Demand for Health Care after Implementation of Office Visit Copayment for Medical Aid Beneficiaries,” The Korean Journal of Health Economics and Policy, vol. 16 (3), 2010. (in Korean)
  • “Do asymmetric information problems still affect a patient’s medical care use after controlling for the patient’s ex-ante health status?” Hitotsubashi Journal of Economics, vol. 50(2), 2009. (in English)
  • “The Effect of Social Capital on Smoking and Drinking behaviors of the Elderly in Korea,”The Korean Journal of Health Economics and Policy, vol. 14 (2), 2008. (in English)
  • “The Effect of the Degree of Competition of the Hospital Market Regions on Clinic’s Rate of antibiotics Prescription,” KDI Journal of Economic Policy, vol. 30 (2).2008. (in Korean)
  • “An Economic Analysis of Public Health Policies Using Economic Growth Models: A Case in Korea,” The Korean Journal of Health Economics and Policy, vol. 12 (2). 2006. pp. 77~105. (in Korean)/li>
  • “Marital Status and Obesity: An Empirical Investigation of Causality Relationship Using Constrained Bivariate Probit Models.” The Korean Journal of Health Economics and Policy, vol. 12 (2). 2006. pp. 125~143. (in English)
  • “An Economic Analysis of Sexual Behaviors of Young Adults: Any Causality with Drinking Alcohol or Using Drugs?” The Korean Journal of Health Economics and Policy, vol. 12 (1).

Books

  • “Intermediate Microeconomics,” (Korean translation of Bernheim and Whinston) 2014.
  • “Health Economics,” (translated in Korean) 2013.
  • “A Study on Optimal Tariff Escalation of Intermediate and Final Products: Cases of Crude Oil, Iron Ore, and Coal,” The Korean Association of Public Finance, 2012.
  • “A Study of Management and Allocation of Water Rights,” Kangwon Development Research Institute, 2009.
  • “The Changing Landscape of South Korea’s Healthcare Financing System and Outlook,” in Health Insurance in Asia, published by Asia Insurance Review, 2009.

Research Reports

  • “An Economic Evaluation of Provision of Diapers and Infant Formula to the Needy Low-Income Families in Korea,” PIMAC Report, Korea Development Institute, 2014.
  • “An Economic Evaluation of Construction of Choongnam University Hospital in Sejong City,” PIMAC Report, Korea Development Institute, 2014.
  • “An Economic Evaluation of Funding the Research-Based Hospitals in Korea,” PIMAC Report, Korea Development Institute, 2013.
  • “Manual of Economic Evaluation of Feasibility Study of Health Facilities in Korea,” PIMAC, Korea Development Institute, 2012.
  • “An Economic Evaluation of Reconstruction of Masan Hospital,” PIMAC Report, Korea Development Institute, 2011.
  • “An Empirical Investigation of the Links between the Drug Price Regulation and R&D Activities in Pharmaceutical Industry: A Firm-Level Analysis.” Pfizer Korea, Inc.
  • “Using Discrete Choice Experiments to Estimate the Marginal Willingness to Pay for Health Insurance Premium for Cancer Treatments: A General Population Study”. 2010.
  • “An Economic Evaluation of Biosafety Level 4 Laboratory of KFDA,” PIMAC Report, Korea Development Institute, 2010.
  • “Cost-Benefit Analysis of Branch Hospital of Gyeongsang National University Hospital in Changwon City,” PIMAC Report, Korea Development Institute, 2010.
  • “A Study of Effects of Introduction of for-Profit Hospitals in Korea.” Ministry of Strategy and Finance (MOSF) and Korea Development Institute, 2009.
  • “Cost-Benefit Analysis of Center for Clinical Practice of Kyungpook National University Hospital,” PIMAC Report, Korea Development Institute, 2009.
  • “A Cost-minimization Study of Aggrenox for the Prevention of Recurrent Strokes in Korea,”Korea Institute of Environment and Health, 2009.
  • “Cost-Minimization Analysis of Posaconazole in the Treatment of Invasive Aspergillosis with Refractory Diseases in Korea.” Korea Institute of Environment and Health, 2009.
  • “Cost-Effectiveness Analysis of Posaconazole for Prophylaxis in Patients with Neutropenia.”Korea Institute of Environment and Health, 2009.
  • “Cost-Effectiveness Analysis of Temsirolimus in the Stages 3 and 4 of Advanced Renal Cell Carcinoma (aRCC) in Korea.” Korea Institute of Environment and Health, 2009.
  • “An Economic Evaluation of Anidulafungin in the Treatment of Invasive Candidiasis in Korea,” Korea Institute of Environment and Health, 2008.
  • “A Cost-Effectiveness Study of Fesoterodine in the Treatment of Overactive Bladder Syndrome in Korea,” Korea Institute of Environment and Health, 2008.
  • “A Study of Development of Economic Evaluation on National Health Examination Program,” Ministry of Health, Social Welfare, and Family, Korea, 2008.
  • “Cost-Benefit Analysis of VA Hospital in Inchon Area,” PIMAC Report, Korea Development Institute, 2007.
  • “Cost-Benefit Analysis of Korean Army Medical Center,” PIMAC Report, Korea Development Institute, 2007.
  • “Economic Burden of Chronic Myeloid Leukemia in Korea: A Retrospective Claims Database Study,” Bristol-Myers Squibb Pharmaceutical Research Institute, 2007.
  • “Why American People Become Obese?” mimeo, 2004.
  • “Alzheimer’s Disease Hits Everyone.” mimeo, 2004.
  • “The Impact of Managerial Ownership on Firm Investments.” mimeo, 2001.
  • “Sensitivity Analysis of Price Elasticity of Cigarette Smoking in America: Using BRFSS Data 1987~1999.” mimeo, 2001.
  • “A Measurement of Social Costs Associated with Population Growth and Pollution: Cases in 5 Metropolitan Areas in Korea,” (with B. M., Yang) Quarterly Meeting of Korea Association of Environmental Economics and Policies, 1995 (in Korean)

Presentations and invited lectures

  • Bernard M. Baruch College, Department of Finance (2nd May 2001).
  • University of North Florida, Department of Economics (January 20th 2004).
  • University of Maryland, School of Pharmacy (January 29th 2004).
  • University of California at Merced, College of Social Science (February 3rd 2004).
  • College of Staten Island, CUNY Economics Seminar (February 18th 2004).
  • Korea Institute for Health and Social Affairs (April 2nd 2004).
  • The Graduate Center of the City University of New York, Applied Economics Seminar (April 16th 2004).
  • Massachusetts State University, Department of Economics (April 21st 2004).
  • Anderson University, College of Business (May 1st 2004).
  • Center for the Disease Control and Prevention (May 6th 2004).
  • South Carolina State Budget Review Board(September 27th 2005).
  • Hallym University Graduate School of Business(December 14th 2005, December 7th 2006).
  • Seoul National University School of Public Health (April 30th 2008).
  • International Society for Pharmacoeconomics and Outcomes Research Conference (September 9th 2008 / May 17-18th 2010 /May 17-18, 2011, and November 5-7, 2011).
  •  University of Padova, Italy (October 19-23, 2011).·Annual Meeting of the Korea Economic Association (December         5th 2011).·
  • Rotterdam University, the Netherlands (March 19th-23rd 2012).
  • Georgia State University (January 22nd 2013).
  • Anderson University (May 4th 2013).

___________________________________________________________________________________

Professor Seokmin, Hong (홍석민)

  • Field : Advertising
  • Lab: College of Social Science and Business Building 2: Room 13405
  • Office Number: 033 – 248 – 1927
  • E-mail : seokminhong@hallym.ac.kr

Education

  • BA Sociology, Yonsei University(1985-1989)
  • MA Advertising, University of Texas at Austin(1996-1998)
  • PhD. Advertising, University of Texas at Austin(1998-2003)

Major Career

  • Hallym University International Dean
  • Exchange Professor Taylor University
  • Member of Gangwon-do election poll process committee
  • Advertising Agency Cologne AE

Research and Publications

  • Hong Suk Min (2013). A Study on the Difference of Professionalism in Press by Demographic Characteristics of Central Public Officials. Korea Policy Studies (KCI)
  • Hong Suk Min (2013). Effects of seeking cancer – related information on health behaviors in the medium of behavioral cues. Nursing Administration Scholarship (KCI)
  • Hong Suk Min (2012). A Comparative Study on Job Satisfaction by Pre – PR Job Experience. Korea Policy Studies (KCI)
  • Hong Suk Min et al. (2012). A study on the desirable relationship between government and media. Media Science Research (KCI)
  • Hong Suk Min et al. (2012). An Empirical Study on Persuasion Effect of Corporate Social Responsibility Disclosure Type. Advertising Research (KCI)
  • Hong Suk Min (2012). A Study on the Effect of Media Usage and Attitude toward Media on the Job Satisfaction of Public Officials. Korea Policy Research (KCI)

  • Professor Suk-jae, Noh (노석재)
    • Field : Macroeconomics
    • Lab : College of Social Science and Business Building 1: Room 10534
    • Office number : 033 – 248 – 1816
    • E-mail : sjnoh@hallym.ac.kr

    Education

    • Bachelor of Economics, Sungkyunkwan University
    • Master of Economics, Sogang University
    • Doctor of Economics, Brown University, USA

    Major Research Fields

    • Macroeconomic Theory
    • Political Economy

 

Professor Sunghun, Moon (문성훈)

  • Field : Tax accounting and Tax Law
  • Lab : College of Social Science and Business Building 1: Room 10332
  • Office number: 033 – 248 – 1845
  • E-mail : mooncta@hallym.ac.kr

Education

  • Doctor of Philosophy, Seoul City University

Major Career

  • Seoul Citizen University lecturer (investment strategy)
  • Financial investment association fund tax specialist course instructor (Direct investment goods tax)
  • Research Fellow, PB Institute, Samsung Securities (financial product tax)
  • Samsung Securities – Yeungnam University financial academy instructor (fund and stock tax)
  • Researcher at Samsung Finance Corporation (Financial Strategy Research)

Research and Publications

  • Improvement of financial asset taxation system – Comparative analysis of transaction tax and income tax [Tax Laws Study, 2015]
  • Analysis of taxation cases in foreign exchange funds [Accounting, Taxation and Audit Research, 2015]
  • Study on management of overseas financial investment and tax risk [Tax and Accounting Journal, 2015]
  • Institutional and tax support measures to revitalize donation culture [Tax and Accounting Journal, 2015]
  • The effect of the tax credit change on pension income tax deduction on pension tax system [Tax Administration Report, 2014]
  • A study on the tax benefits of the retirement pension system [Taxation Research, 2014]
  • A study on the improvement of taxation on the levy of the securities transaction tax of the pension fund [Tax Affairs Research, 2014]
  • Influence of introduction of FATCA and countermeasures for taxation [Tax and Accounting Journal, 2014]
  • Taxation of public pension management stage – Conduit Theory and pension provision – [Tax and Accounting Journal, 2014]
  • Taxation of transferable income tax on joint investment in kind [Tax Law Research, 2014]
  • Focused on Taxation Case – [Tax Affairs Research, 2014]
  • A study on the taxation of new financial products in the banking service industry – Derivatives-linked securities of gold banking
  • Does hospitals’ provision of uncompensated care deteriorate their profitability?: A longitudinal study of US hospitals[Accounting Journal, 2014]
  • Problems in accordance with the income tax deduction limit and the taxation support scheme for activating donation culture [Tax Affairs Research, 2014]
  • A Study on the Real Profit Adjustment of Merged Firms [International Economic Education Review, 2014]
  • Taxation of pension income tax incentives to attract pension eligibility in the aging society [Tax and Accounting Journal, 2014] – Co-authors: Co-authors (Participation)
  • Taxation Issues and Improvement Measures of Stock Lending [Jurisprudence Issue, 2013]
  • A study on tax strategies using interest rate swaps [Accounting Journal, 2013]
  • A study on the foreign fund taxation system – Focused on the case of taxation on foreign exchange tax [Tax and Accounting Journal, 2011]
  • Financial products and aggressive tax avoidance [Journal of Tax Science, 2011]

Books

  • Entrepreneurship and the organization [Responsibility, 2015]
  • Founding Finance [Responsibility, 2015]

Professor Donghun, Jo (조동훈)

  • Field : Economy
  • Lab: College of Social Science and Business Building 1: Room 10509
  • Office number: 033 – 248 – 1821
  • E-mail : hooncho@hallym.ac.kr

Education

  • Department of Economics, Kyunghee University
  • Doctor of Economics, UC Santa Barbara, USA

Major Career

  •  June 2006 – February 2008 Research Fellow, Korea Labor Institute·
  •  February 2008 – Present:  Assistant Professor of Economics, Hallym University

Research and Publications

  • Labor Economics: Empirical Analysis of Wage Gap and Human Capital

  • Professor Dong Gyu, Ahn (안동규)

     

    • Fields: International Management, International Finance, Corporate Ethics
    • Lab : College of Social Science and Business Building 1: Room 10401
    • Office number: 033 – 248 – 1853
    • E-mail : dkahn@hallym.ac.kr

    Education

    • 1983-1988: Ohio State University (Doctor of Business Administration – Department of Business Administration)
    • 1981-1983: Duke University (Master of Business Administration – Department of Business Administration)
    • 1976-1980: Seoul National University (Department of Korean Language and Literature)

    Major Career

    • 2002-2003: Professor of Finance
    • 2002-2003 Director of Business Administration
    • 1998-2001 Graduate School of Administration
    • 1994-1997 Head of Finance Department

    Social Career

    • General Manager of the Citizens’
    • Director of the International Business Association
    • Director of the Korean Decentralization Academy
    • Representative of the Decentralization National Movement

    Research and Publications

    • “Decentralization and Innovation”, “Digestion”, 2004
    • “A Study on the Development of Corporate Corruption Index Measurement Model”, Institute of Anti-Corruption System, Seoul City University, 2000
    • “The Effects of the Announcement of Foregin Direct Investment into the U.S. on The U.S. Stockholders.” Ohio State University,1998 /li>
    • “Lease Financing”, 1995
    • “Financial Ethical Analysis of Korean Firms”, “Corporate Ethics Research,” 1995.
    • “Economic Ethics of Korean Capitalism, Market Economy and Korean Capitalism”, Hallym Academy, 1995

  • Professor Gun-Hong, Kim (김건홍)
    • Field : International Economics
    • Lab : College of Social Science and Business Building 1: Room 10535
    • Office number: 033 – 248 – 1812
    • E-mail : kimku@hallym.ac.kr

    Education

    • BA in Economics, Seoul National University
    • MA in Economics, Seoul National University
    • Doctor of Economics, Carnegie Mellon University, USA

    Major Career

    ·         1986.10 – 1987.6  Associate Professor, The Ohio State University·

  • 1995.3 – 1997.1 Invited Research Fellow, Korea Institute for International Economic Policy (KIEP)
    • 1987.9 – 2008.8 Professor, Victoria University of Wellington, New Zealand

    Research and Publications

    • “Satisficing Solutions to a Monetary Policy Problem: A Viability Theory Approach”, with J. B. Krawczyk, Macroeconomic Dynamics, 13, February 2009, pp. 46-80.
    • “A Structural VAR Business Cycle Model for a Volatile Small Open Economy”, with R. A. Buckle, H. Kirkham, N. McLellan, and J. Sharma, Economic Modelling, 24, November 2007, pp. 990-1017.
    • “Consumption-Smoothing in a Small, Cyclically Volatile Open Economy: Evidence from New Zealand”, with R. A. Buckle and V. B. Hall, Journal of International Money and Finance, 25, December 2006, pp. 1277-1295.
    • “How Important is the Intermediate Input Channel in Explaining Sectoral Employment Comovement over the Business Cycle?”, with Y. Kim, Review of Economic Dynamics, 9, October 2006, pp. 659-682.
    • “A Structural VAR Approach to Estimating Budget Balance Targets”, with R. A. Buckle and J. Tam, New Zealand Economic Papers, 32(2), December 2002, pp. 275-293.
    • “Foreign Reserve Crisis and the Korean Industrial Structure: A CGE Approach”, with S. Moon, Mathematical and Computer Modelling, Volume 33, Issue 6/7, 2001, pp. 577-596.
    • “Pacific Rim Business Cycle Analysis: Synchronisation and Volatility”, with R. A. Buckle and V. B. Hall, New Zealand Economic Papers, 32(2), December 1998, pp. 129-159.
    • “Business Cycles in Korea: Is there any stylised feature?”, with Y. Choi, Journal of Economic Studies, Vol. 24, No 5, October 1997, pp. 275-293.
    • “Dating New Zealand Business Cycles”, with R. A. Buckle and V. B. Hall, New Zealand Economic Papers, 29(2), December 1995, pp. 143-171.
    • “The Econometric Analysis of Calibrated Macroeconomic Models”, with A. R. Pagan, In M. Hashem Pesaran and Mike Wickens(ed.), The Handbook of Applied Econometrics: Macroeconomics, Oxford: Blackwell, 1995, pp. 356-390.
    • “Key Features of New Zealand Business Cycles”, with R. A. Buckle and V. B. Hall, The Economic Record, Vol.70, No.208, March 1994, pp. 56-72.
    • “Review of Booms and Recessions in a Noisy Economy by Robert E. Hall, Yale University Press”, The Economic Record, Vol.68, No.200, June 1992, pp. 85-86.
    • “Real Business Cycles in a Small Open Economy”, In L. Evans, J. Poot and N. Quigley (ed.), Long-Run Perspectives on the New Zealand Economy, Vol. 2 of the Proceedings of the sesquicentennial Conference of the New Zealand Association of Economists, June 1991, pp. 325-337.

    Other Papers

    • “Credit Market Frictions in an Open Economy”, with I. Claus, Centre for Applied Macroeconomic Analysis Working Paper, 4/2006, Australian National University, January 2006.
    • “A Viability Theory Analysis of a Macroeconomic Dynamic Game”, with J. B. Krawczyk, Proceedings of the 2004 Symposium of the International Society of Dynamic Games, Tucson, Arizona, December 2004.
    • “Satisficing Solutions to a Macroeconomic State-Constrained Control Problem: A Viability Theory Approach”, with J. B. Krawczyk, Proceedings of the International Workshop on Optimisaion and Game Theory: Modeling and Algorithms, Kyoto University, 7 October 2004.
    • ntermediate Input Channel and the Sectoral Comovement along Business Cycle: analysis based on intertemporal optimisation”, In A. Bayard (ed.), Proceedings of the conference Input-Output and General Equilibrium: Data, Modeling, and Policy Analysis, Brussels, 2-4 September 2004.
    • he Impact of Monetary Policy on New Zealand Business Cycles and Inflation Variability”, with R. A. Buckle and N. McLellan, New Zealand Treasury Working Paper, 03/09, 2003.
    • “A Structural VAR Model of the New Zealand Business Cycle”, with R. A. Buckle, H. Kirkham, N. McLellan, and J. Sharma, New Zealand Treasury Working Paper, 02/26, 2002.
    • “New Zealand’s Current Account Deficit: Analysis Based on the Intertemporal Optimisation Approach”, with R. A. Buckle and V. B. Hall, New Zealand Treasury Working Paper, 01/02, 2001.
    • “The Role of Terms of Trade Shocks in a Real Business Cycle Model of a Small Open Economy”, Paper presented at the Annual Meeting of the Society for Economic Dynamics and Control, Nafplio, Greece, June 1993.
    • “Forecasts for the Korean Economy Using an Intertemporal CGE Model”, with S. Moon, In A. David McDonald and Michael McAleer (ed.), MODSIM 97, Proceedings of the International Congress on Modelling and Simulation, Hobart, December 1997, pp. 1265-1270.
    • “Stochastic Overlapping Generations Real Business Cycle Model of a Small Open Economy”, Working Paper Series # 10/92, Graduate School of Business and Government Management, Victoria University of Wellington, November 1992.
    • “Nominal Wage Stickiness and the Natural Rate Hypothesis: An Empirical Analysis”, Working Paper Series # 10/90, Graduate School of Business and Government Management, Victoria University of Wellington, September 1990.
    • “CGE Korea’s Import-Export Structure and Medium-Term Macroeconomic Outlook by Model “, Policy Research 96-14, Korea Institute for International Economic Policy, December 1996

Professor Young-Wook, Han (한영욱)

  • Fields : International Management, International Finance, Corporate Ethics
  • Lab : College of Social Science and Business Building 1: Room 10531
  • Office number : 033 – 248 – 1820
  • E-mail : ywhan@hallym.ac.kr

Education

  • BA. in Public Administration, Yonsei University: 1987.2
  • Michigan State University, M.A. in Economics: 1995.5
  • Michigan State University, Ph.D. in Economics: 2001.5

Major Career

  • 2001.8 – 2004.6 Assistant Professor, City University of Hong Kong
  • 2004.9 – Present Assistant Professor, Department of Economics, Hallym University

Research and Publications

  • Financial Economics – International Finance)
    • Empirical analysis of the movements of high frequency financial data
    • Studies of intraday impacts of public news and private information on financial markets
    • Models of time dependent risk premium, Exchange rate determination models
    • Asset pricing models and issues on Central bank intervention and Currency crisis
  • Applied Time Series Analysis
    • Time series analysis of high frequency financial data
    • Models of heteroskedasticity and volatility
    • Analysis of long memory processes and fractional integration in both conditional mean process and conditional variance process
    • Models of jump diffusion process and long memory processes.