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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 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
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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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COVID-19's impacts on the Korean stock market
Choi, Changkyu; Jung, Hojin - In: Applied economics letters 29 (2022) 11, pp. 974-978
Persistent link: https://www.econbiz.de/10013411995
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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