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The impacts of COVID-19 on the dependence structure of the stock market
Kim, Jong-Min; Jung, Hojin - In: Applied economics letters 30 (2023) 4, pp. 510-515
Persistent link: https://www.econbiz.de/10013553675
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Uncovered equity parity : new evidence from a copula approach
Jung, Hojin; Su, Li; Jung, Kuk Mo - In: Applied economics 56 (2024) 59, pp. 8690-8703
Persistent link: https://www.econbiz.de/10015141901
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Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min; Jung, Hojin - In: Economic modelling 64 (2017), pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
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Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min; Jung, Hojin - In: Economics letters 145 (2016), pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
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Dependence structure between oil prices, exchange rates, and interest rates
Kim, Jong-Min; Jung, Hojin - In: The energy journal 39 (2018) 2, pp. 259-280
Persistent link: https://www.econbiz.de/10011825635
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Relationship between oil price and exchange rate by FDA and copula
Kim, Jong-Min; Jung, Hojin - In: Applied economics 50 (2018) 22, pp. 2486-2499
Persistent link: https://www.econbiz.de/10011850251
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Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min; Kim, Dong H.; Jung, Hojin - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
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A quantile-copula approach to dependence between financial assets
Kim, Jong-Min; Tabacu, Lucia; Jung, Hojin - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
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A revisit to size anomalies in U.S. bank stock returns by panel copula
Kim, Jong-Min; Jung, Hojin; Yang, Brian - In: Applied economics letters 29 (2022) 8, pp. 750-754
Persistent link: https://www.econbiz.de/10013171048