1 "채권시장과 주식시장의 동적 상관성과 가격결정에 관한 연구" 12 (12): 257-280, 1999
2 "주식수익률 조건부 변동성의 외생적 결정요인: 이자율 및 환율변동 등의 영향을 중심으로" 13 (13): 1-26, 2000
3 "주가와 거시경제변수간의 관계분석" 99 (99): 1999
4 "우리나라 금융시장의 변동성과 상관관계분석" 51 (51): 53-96, 2003
5 "외환주식채권시장의 상호 관련성: 한국일본의 비교" 18 (18): 169-191, 2001
6 "외환위기 이후 국내외 금융변수간의 동태적 관계변화" 27 (27): 183-206, 2002
7 "금리변수가 주가수익률에 미치는 영향" 26 : 199-236, 2000
8 "Why don't the Prices of Stocks and Bonds move together?" (79) : 1132-1145, 1989
9 "The Relationship between International Bond Markets and International Stock Markets" (7) : 181-190, 1998
10 "Stock Returns and Inflation with Supply and Demand Disturbances" (12) : 1203-1218, 1999
1 "채권시장과 주식시장의 동적 상관성과 가격결정에 관한 연구" 12 (12): 257-280, 1999
2 "주식수익률 조건부 변동성의 외생적 결정요인: 이자율 및 환율변동 등의 영향을 중심으로" 13 (13): 1-26, 2000
3 "주가와 거시경제변수간의 관계분석" 99 (99): 1999
4 "우리나라 금융시장의 변동성과 상관관계분석" 51 (51): 53-96, 2003
5 "외환주식채권시장의 상호 관련성: 한국일본의 비교" 18 (18): 169-191, 2001
6 "외환위기 이후 국내외 금융변수간의 동태적 관계변화" 27 (27): 183-206, 2002
7 "금리변수가 주가수익률에 미치는 영향" 26 : 199-236, 2000
8 "Why don't the Prices of Stocks and Bonds move together?" (79) : 1132-1145, 1989
9 "The Relationship between International Bond Markets and International Stock Markets" (7) : 181-190, 1998
10 "Stock Returns and Inflation with Supply and Demand Disturbances" (12) : 1203-1218, 1999
11 "Residual Based Tests for Cointegration in Modles with Regime Shifts" (70) : 99-126, 1996a
12 "Practitioners Coner: Tests for Cointegration in Models with Regime and Trends Shifts" (56) : 555-560, 1996b
13 "On the Relationship between Money and Inflation in the United States: Additional Evidence" (3) : 549-552, 1996
14 "Money, Income and Dynamic Lag Pattern" (64) : 97-103, 1997
15 "Long-run and Short-run Linkages between Stock Prices and Interest Rates in the G-7" (7) : 321-323, 2000
16 "Lag-length Selection and Tests of Granger Causality between Money and Income" 164-178, 1985
17 "Interest Rates, Inflation, and Stock Prices: the Case of the Athens Stock Exchange" (24) : 231-236, 2002
18 "Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level" (63) : 559-575, 2001
19 "Further Evidence on the Great Crash Journal of Business and Economic Statistics" 251-280, 1992
20 "Five Alternative Methods of Estimating Long-run Equilibrium Relationships" (60) : 203-233, 1994
21 "Fitting autoregressive models for Prediction" (21) : 243-247, 1969
22 "Dynamic Conditional Correlation:A Simple Class of Mutivariate Generalized Autoregressive Conditional Heteroskedasticity Models" (20) : 339-350, 2002
23 "Causal Relations among Stock Returns, Inflation, Real Activity, and Interest Rates: Evidence from Japan" (9) : 71-80, 1998
24 "Cantheir co-movements be explained in terms of present value models? Journal of Monetary Economics" 25-46, 1992
25 "Can Interest Rate Changes Help Predict Future Stock Price Movements? Evidence from the German Market" (10) : 209-211, 2003
26 "Business Conditions and Expected Returns on Stocks and Bonds" (25) : 23-49, 1989
27 "Beyond the Purchasing Power Parity: Testing for Cointegration and Causality between Exchange rates, Prices, and Interest rates" (18) : 911-924, 1999
28 "Autoregressive modeling and money income causality detection" (7) : 85-106, 1981
29 "Asset Pricing, Time-varying Risk Premia and Interest Rate Risk" (21) : 315-335, 1997
30 "Are Stock and Bond Price Collonear in the Long Run?" (6) : 193-201, 1997
31 "Are Common Stocks a Good Hedge against Inflation? Evidence from the Pacific-rim Countries" (8) : 457-482, 2000
32 "A Multivariate Generalized Autoregressive Conditional Heteroskedasticity Modle with Time-Varying Correlations" (20) : 351-362, 2002
33 ""Is the Correlation in International Equity Returns Constant:1960-1990?" (14) : 3-26, 1995