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Stress EAD : experience of 2003 Korea credit card distress
Kim, Myung-jig - In: Journal of economic research 13 (2008) 1, pp. 73-102
Persistent link: https://www.econbiz.de/10003740687
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Downturn LGD, best estimate of expected loss, and potential LGD under Basel II : Korean experience
Kim, Myung-jig - In: Journal of economic research 11 (2006) 2, pp. 203-223
Persistent link: https://www.econbiz.de/10003472046
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A state-space model of diffusion-jump process with heteroscedasticity : estimating the daily flow of information in stock prices
Kim, Myung-jig - In: Kyŏngje-yŏn'gu 16 (1995) 2, pp. 287-305
Persistent link: https://www.econbiz.de/10001205483
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Modelling business cycles via common trends - common cycles model
Kim, Myung-jig - In: Journal of economic research 2 (1997) 1, pp. 79-97
Persistent link: https://www.econbiz.de/10001243898
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Duration dependence in Korean business cycles : evidence and its implication based on Gibbs sampling approach to regime-switching model
Kim, Myung-jig - In: Seoul journal of economics 9 (1996) 2, pp. 123-144
Persistent link: https://www.econbiz.de/10001229233
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Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig; Nelson, Charles R.; Startz, Richard - 1988
Persistent link: https://www.econbiz.de/10000759184
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Estimation of risk and return of venture capital investments in an emerging market : an iterative generalized method of moments approach
Kim, Myung-jig; Kim, Sang-Soo; Lee, Sang-heon - In: Asia-Pacific journal of financial studies 44 (2015) 3, pp. 475-495
Persistent link: https://www.econbiz.de/10011459035
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Assessing sovereign debt strategies under alternative term structure models
Choi, Geon-ho; Kim, Myung-jig; Lee, Hangyong - In: Asia-Pacific journal of financial studies 39 (2010) 6, pp. 777-799
Persistent link: https://www.econbiz.de/10009231504
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Jumps and time-varying correlations in daily foreign exchange rates
Chang, Kook-hyun; Kim, Myung-jig - In: Journal of international money and finance 20 (2001) 5, pp. 611-637
Persistent link: https://www.econbiz.de/10001612879
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Measuring Korea's potential GDP and trend unemployment rate
Kim, Myung-jig; Yoo, Ji-sung - In: Journal of economic theory and econometrics : journal … 5 (1999) 1, pp. 43-64
Persistent link: https://www.econbiz.de/10001506151