Research Interests: Financial Economics, Financial Econometrics, International Finance and Macroeconomics
"Realized Volatility in the Futures Markets," with Dimitrios Thomakos, Journal of Empirical Finance, 10(3), 2003. "Modeling Daily Realized Futures Volatility using Singular Spectrum Analysis," Physica A, with Dimitrios Thomakos and Luc Wille, 312(3-4), 2002.
"Rigorous Speculation: The Collapse and Revival of the North Korean Economy," with Marcus Noland and Sherman Robinson, World Development, October 2000.
"Famine in North Korea: Causes and Cures," with Marcus Noland and Sherman Robinson, Economic Development and Cultural Changes, July, 2001.
"Modeling Korean Unification," with Marcus Noland and Sherman Robinson, Journal of Comparative Economics, April 2000.