Research

Publications

<2021>

Nguyen, Tram T.H., Wonho Song (2021), Carbon pricing and income inequality: An empirical investigation. Journal of Economic Development, Vol. 46, No. 2, 155-182.

<2018>

Song, Wonho, Doojin Ryu, and Robert I. Webb (2018), Volatility Dynamics under an Endogenous Markov-switching Framework: A Cross-market Approach. Quantitative Finance, Vol. 18, No. 9, 1559-1571.

Song, Wonho, Sung Y. Park and Doojin Ryu (2018), Dynamic conditional relationships between developed and emerging markets. Physica A: Statistical Mechanics and its Applications, Vol. 507, 534-543.

<2017>

Song, Wonho, Sangkon Park, Doojin Ryu (2017). Information Quality of Online Reviews in the Presence of Potentially Fake Reviews. Korean Economic Review, 33(1), 5-34.

Park, Sangkon, Jungmin Lee, Wonho Song (2017). Short-term Forecasting of Japanese Tourist Inflow to South Korea using Google Trends Data. Journal of Travel & Tourism Marketing, Vol. 34, No. 3, 357-368.

Chang, Yoosoon, Robin Sickles, Wonho Song (2017). Bootstrapping Unit Root Tests with Covariates. Econometric Reviews, 36(1-3), 136-155.

<2016>

Song, Wonho, Doojin Ryu, Robert I. Webb (2016). Overseas market shocks and VKOSPI dynamics: A Markov-switching approach. Finance Research Letters, 16, 275-282.

<2015>

Kang, Bo Soo, Chanhi Park, Doojin Ryu, Wonho Song (2015). Phase transition phenomenon: A compound measure analysis. Physica A, 428, 383–395.

<2014>

“A New Method for Forming Asset Pricing Factors from Firm Characteristics,” (with S. Suh and B. Lee) Applied Economics, Vol. 46, No. 28, 3463-3482, 2014.

<2013>

"The Determinants of Convention Site Selection: An Experimental Analysis," (with S. Han) Journal of Economic Theory and Econometrics, Vol. 24, No. 4, pp. 338-365, 2013.

<2012>

“A New Panel Data Treatment for Heterogeneity in Time Trends,” (with A. Kneip and R. Sickles) Econometric Theory, Vol. 28, No. 3, pp. 590-628.

<2011>

"Oil Price and Total Factor Productivity of Korean Manufacturing Industries," (with S. Park) Journal of Economic Theory and Econometrics, Vol. 22, No. 4, pp. 47-75.

<2009>

“Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies,” (with Y. Chang), Review of Economic Studies, Vol 76, pp. 903-935.

Publications in Korean Journals

<2021>

Kim, Hyesun, Sangkon Park, Wonho Song (2021). Analysis of the Choice Attributes for Domestic Duty Free Shops. Korea Review of Applied Economics, forthcoming.

Song, Wonho (2021). Determinants of Foreign Investments in Korean Bond Market: An Empirical Analysis. Review of International Money and Finance, forthcoming.

<2019>

Ryu, Deockhyun, Wonho Song (2019), The Robustness of Population-weighted Individual Income Distribution Dynamics. Journal of Economic Research, Vol. 24, No. 3, 323-342.

<2017>

Rhee, Sangkyu, Wonho Song (2017). Study of Methods for the Estimation of Reasonable Terrestrial Retransmission Fees. Korean Telecommunications Policy Review, 24(1), 1-40 (in Korean).

<2014>

“A Study on the Effect of Japanese Yen on the Export of South Korea,” (with J. Shin) Kukje Kyungje Yongu, Vol. 20, No. 4, 51-70, 2014 (in Korean).

“The Effect of Supporting Policy for the Multi-child Family: Focusing on the Reduction of Electric Charges and Automobile Acquisition Tax,” (with S. Ahn) Korean Journal of Public Finance, Vol. 7, No. 4, 83-109, 2014 (in Korean).

“Implementation of GARCH-Family Models: Focus on Stability Conditions,” (with D. Ryu and D. Ryu) Journal of the Korea Management Engineers Society, Vol. 19, No. 3, 1-14, 2014 (in Korean).

<2013>

"Financial Integration and Economic Crises," Journal of International Trade and Industry Studies, Vol. 18, No. 4, pp.59-97, 2013.

<2011>

"Determinants of Domestic Public Debt Crisis," (with B. Park) Korean Journal of Public Finance, Vol. 4, No. 4, pp. 87-116.

<2010>

"Building an Early Warning System for Crude Oil Price Using Neural Network," Journal of East Asian Economic Integration, Vol. 14, No. 2, pp. 79-110.

"Impacts of Olympics on Exports and Tourism," Journal of Economic Development, Vol. 35, No. 4, pp. 93-110.

<2006>

“Finance and Economic Growth in China,” (with Y. Wang), Journal of International Economic Studies, Vol. 10, No.1, pp. 161-184.