Journal Articles:

"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.

Submitted Works:

Opening Effects, News Effects and the Intra-day Covariance Structure of the Futures Return

Opening Effects, News Effects and the Intra-day Covariance Structure of the Futures Return)

Stock Return Volatility and Financial Constraints (with Qiang Xiao)

The Forward Premium Puzzle when the Forecasting Horizon is Short (with Dimitrios Thomakos)

The Asymmetric Effect of Import Prices on Inflation: Theory and Panel Estimation

Are Asymmetries too Large?

Financial Structure and Output Losses in Banking Crises (with Hsu-Min Lien)

Macroeconomic Fundamentals and Corporate Governance in the Mexico Currency Crises (with Hsu-Min Lien)

Work in Progress:

Testing for Gaussianity in Fractional Noise (with Dimitrios Thomakos and Luc Wille) to be finished by December 2002.

Macroeconomic Announcement Effects and the High Frequency Volatility-Covariance Relation (with Russell Chuderewicz, Dimitrios Thomakos and Jingtao Wu) to be finished by November, 2002.