Bonsoo Koo

Assoc Professor

Associate Professor, Econometrics & Business Statistics

https://orcid.org/0000-0002-7247-9773

EmailBonsoo.Koo@monash.edu

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Personal profile

Biography

Bonsoo Koo is an Associate Professor at the Department of Econometrics and Business Statistics at Monash University. Associate Professor Koo received his PhD from the London School of Economics and Political Science. His research interests lie in a variety of economic modelling, estimation, inference and forecasting, particularly in the areas of Finance and macroeconometrics. He has a number of publications in the areas of Financial Econometrics, Finance, Econometric Theory and Superannuation.

He has been awarded three Australian Research Council grants through its National Competitive Grants Programme and is currently working on "Forecasting under uncertainty", "Superannuation fit for the future", and "Modelling, estimation and forecasting of the yield curve dynamics".

Research interests

Financial Econometrics, Econometric Theory, Finance, Macroeconometrics, Superannuation

Network

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1 Active
6 Finished

Data61 CRP #47 - Economic Scenario Generation (ESG) and Optimal Superannuation Life-Cycle Modelling and Risks
Koo, B., Pantelous, A., Knight, K., Zhu, Z., Chen, W. (., Toscas, P. & Stephenson, A.
1/01/20 → 31/12/22
Project: Research
Research on the Relationship between voluntary savings and changes to the Superannuation Guarantee (SG)
Ruthbah, U., Pham, N., Koo, B. & Kapur, D.
6/12/19 → 30/04/20
Project: Research
Research on the effective are superannuation tax concessions in encouraging additional savings
Ruthbah, U., Pham, N., Koo, B. & Kapur, D.
6/12/19 → 30/04/20
Project: Research
RiskLab Research - Actuarial Sciences
Pantelous, A., Koo, B., O'Hare, C. & Knight, K.
1/01/17 → 31/12/19
Project: Research
Nonparametric estimation and forecasting of yield curve dynamics
Koo, B.
Australian Research Council (ARC)
1/01/17 → 31/12/20
Project: Research

13 Article
1 Conference Paper

Counterparty choice in the UK credit default swap market: an empirical matching approach
Ferrara, G., Kim, J. S., Koo, B. & Liu, Z., Jan 2021, In: Economic Modelling. 94, p. 58-74 17 p.
Research output: Contribution to journal › Article › Research › peer-review

1 Citation (Scopus)
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, B., La Vecchia, D. & Linton, O. B., Feb 2021, In: Journal of Econometrics. 220, 2, p. 562-588 27 p.
Research output: Contribution to journal › Article › Research › peer-review
Personalised drawdown strategies and partial annuitisation to mitigate longevity risk
Chen, W., Minney, A., Toscas, P., Koo, B., Zhu, Z. & Pantelous, A. A., Mar 2021, In: Finance Research Letters. 39, 10 p., 101644.
Research output: Contribution to journal › Article › Research › peer-review

1 Citation (Scopus)
Pricing in a competitive stochastic insurance market
Mourdoukoutas, F., Boonen, T. J., Koo, B. & Pantelous, A. A., Mar 2021, In: Insurance: Mathematics and Economics. 97, p. 44-56 13 p.
Research output: Contribution to journal › Article › Research › peer-review

Open Access
File
High-dimensional predictive regression in the presence of cointegration
Koo, B., Anderson, H. M., Seo, M. H. & Yao, W., Dec 2020, In: Journal of Econometrics. 219, 2, p. 456-477 22 p.
Research output: Contribution to journal › Article › Research › peer-review

2 Citations (Scopus)