Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
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
Cover Image
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min; Hwang, Sun Young - In: Applied economics 53 (2021) 4, pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Cover Image
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
Cover Image
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
Cover Image
Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations
Imai, Hiroyuki; Kim, Jong-Min - In: Applied economics 56 (2024) 47, pp. 5634-5649
Persistent link: https://www.econbiz.de/10015051126