Faculty

Institution

Unit

Venue

Kon S. Lai

California State University, Los Angeles

Affiliations

California State University, Los Angeles

School Of Business And Economics

Department Of Economics

Department Of Economics And Statistics, United States Of America

NoneKon S. Lai is currently serving as a California State University, Los Angeles faculty at California State University, Los Angeles.

Honors

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Experiences

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Education

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Kon S. Lai

California State University, Los Angeles

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economics finance economic dynamics macroeconomics international financial markets economic analysis international finance financial economics exchange rate movement exchange rates global finance economic modelling monetary economics international money interest rates inflation monetary theory statistics applied mathematics financial stability volatility modeling econometrics statistical hypothesis test international monetary economics term structure model real interest rate statistical methodology financial time series analysis econophysics economic fluctuation market trends foreign exchange markets fractional calculus economic research keynesian economics high-frequency financial econometrics empirical finance forward rate trade patterns alternative monetary regime lag order long memory real exchange rates financial studies fractals public money finance research theoretical economics power markets stock market prediction energy commodities commodity markets energy trade monetary union experimental testing testability fractal analysis fiscal policy government spending government budget fractional stochastics economic forecasting dynamic economic model open economy macroeconomics fractional cointegration analysis recent float power parity puzzle asymmetric price transmission crude oil threshold cointegration analysis cross-country differences cointegration test practitioners corner modified dickey‐fuller test fractal structure mean reversion

Notable Scholarly Works

Notable Federal Grants

Collaborators

On Argentina’s Currency Crisis of 2018. Lecturas de Economía (2020)

financial crisiseconomicsfinancecurrency crisisinternational monetary economicsinternational financelatin american economic historyinternational moneyglobal financemonetary economicsinternational financial marketsinternational monetary system

Nonlinear Trend Stationarity in Global and Hemispheric Temperatures. Applied Economics Letters (2017)

nonlinear trend stationarityclimate dynamicsmilankovitch cycleearth scienceatmospheric scienceglobal climatenonlinear scienceclimatologynonlinear phenomenawave nonlinearity

Structural Change and Long-Run Reversion in the Ex Ante Real Interest Rate. Applied Economics Letters (2015)

monetary theoryterm structure modeleconomicsfinancelong-run reversionfinancial economicseconophysicseconomic dynamicsforward rateinterest ratesalternative monetary regimestructural changefinancial stabilityfinancial engineering

Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence From Oecd Countries. International Journal of Finance & Economics (2012)

market competitiontrade patternsopen economy macroeconomicseconomicsfinancetrade policyeconomic analysisinternational tradeeconomic growtheconomic dynamicseconomic researchmacroeconomicstrade opennessand inflationinflationtrade

Dynamic Linkages Between the New York and Tokyo Stock Markets. Journal of International Financial Markets Institutions and Money (2011)

market trendseconomicsfinancecapital marketssecurity marketsinternational financefinancial economicseconomic dynamicsglobal financenew yorkinternational financial marketsmarket microstructure

The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations. Applied Economics (2010)

transitory dynamicseconomicsfinanceinternational financeexchange rate movementeconophysicseconomic dynamicsexchange ratesmacroeconomicseconomic fluctuationbusiness cyclesglobal financeinternational financial markets

A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility. SSRN Electronic Journal (2009)

financial factorsforeign exchange marketseconomicsfinanceinternational financefinancial economicsexchange rate movementeconomic dynamicseconomic modellingexchange ratesvolatility modelingmultiple-horizon searchglobal financeinternational financial marketsasset pricingtrade

The Puzzling Unit Root in the Real Interest Rate and Its Inconsistency With Intertemporal Consumption Behavior. Journal of International Money and Finance (2007)

keynesian economicsmonetary theoryterm structure modeleconomicsfinancefinancial economicsreal interest rateeconomic dynamicsinterest ratesmacroeconomicsunit rootintertemporal consumption behavior

A Reappraisal of the Border Effect on Relative Price Volatility. International Economic Journal (2006)

relative price volatilityeconomicsfinancemarket (economics)high-frequency financial econometricsfinancial economicseconomic analysiseconomic dynamicsvolatility modeling

A Threshold Cointegration Analysis of Asymmetric Price Transmission From Crude Oil to Gasoline Prices. Economics Letters (2005)

econometricsenergy commoditieseconomicsfinanceasymmetric price transmissioncommodity marketsmarket (economics)energy tradeeconomic analysiseconomic dynamicseconomic modellingmacroeconomicscrude oilvolatility modelingenergy economicsthreshold cointegration analysis

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Kon S. Lai

California State University, Los Angeles

Affiliations

California State University, Los Angeles

School Of Business And Economics

Department Of Economics

Department Of Economics And Statistics, United States Of America

NoneKon S. Lai is currently serving as a California State University, Los Angeles faculty at California State University, Los Angeles.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Kon S. Lai

California State University, Los Angeles

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

On Argentina’s Currency Crisis of 2018. Lecturas de Economía (2020)

Nonlinear Trend Stationarity in Global and Hemispheric Temperatures. Applied Economics Letters (2017)

nonlinear trend stationarityclimate dynamicsmilankovitch cycleearth scienceatmospheric scienceglobal climatenonlinear scienceclimatologynonlinear phenomenawave nonlinearity

Structural Change and Long-Run Reversion in the Ex Ante Real Interest Rate. Applied Economics Letters (2015)

Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence From Oecd Countries. International Journal of Finance & Economics (2012)

Dynamic Linkages Between the New York and Tokyo Stock Markets. Journal of International Financial Markets Institutions and Money (2011)

market trendseconomicsfinancecapital marketssecurity marketsinternational financefinancial economicseconomic dynamicsglobal financenew yorkinternational financial marketsmarket microstructure

The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations. Applied Economics (2010)

A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility. SSRN Electronic Journal (2009)

The Puzzling Unit Root in the Real Interest Rate and Its Inconsistency With Intertemporal Consumption Behavior. Journal of International Money and Finance (2007)

keynesian economicsmonetary theoryterm structure modeleconomicsfinancefinancial economicsreal interest rateeconomic dynamicsinterest ratesmacroeconomicsunit rootintertemporal consumption behavior

A Reappraisal of the Border Effect on Relative Price Volatility. International Economic Journal (2006)

relative price volatilityeconomicsfinancemarket (economics)high-frequency financial econometricsfinancial economicseconomic analysiseconomic dynamicsvolatility modeling

A Threshold Cointegration Analysis of Asymmetric Price Transmission From Crude Oil to Gasoline Prices. Economics Letters (2005)

1
2
3
4
5
10 / page