Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Myung-Jig Kim"'
Publikováno v:
Jeju National University Tourism, Business, and Economic Research Institute. 38:23-28
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::51e599c65eb7854b9e7fbd435be45e3d
https://doi.org/10.24907/jtir.2018.11.38.4.23
https://doi.org/10.24907/jtir.2018.11.38.4.23
Publikováno v:
Korean Journal of Financial Studies. 47:199-233
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3faa83699d68da8ab3322a282c3caf35
https://doi.org/10.26845/kjfs.2018.04.47.2.199
https://doi.org/10.26845/kjfs.2018.04.47.2.199
Autor:
Myung-Jig Kim
Publikováno v:
Financial Stability Studies. 18:143-174
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::62f89adabd9c350aece331e006b5cd2c
https://doi.org/10.26588/kdic.2017.18.2.006
https://doi.org/10.26588/kdic.2017.18.2.006
Publikováno v:
Asia-Pacific Journal of Financial Studies. 44:475-495
This paper examines the risks and returns of venture capital investments using the Fama–French (Journal of Financial Economics, 1993; 33: 3) factor model and cash flow data. In doing so, this paper extends the single-stage generalized method of mom
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9b4277822f187157afe62190f5a7e1d
https://doi.org/10.1111/ajfs.12097
https://doi.org/10.1111/ajfs.12097
Autor:
Sangheon Lee, Myung Jig Kim
Publikováno v:
SSRN Electronic Journal.
Korean Abstract: 2017년 미국의 단계적인 금리인상은 개연성이 높은 예상된 글로벌 충격으로 이러한 전망을 명시적으로 반영하여 우리나라의 금리 기간구조 변화를 예측하는 것은 채권 포트폴
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d683881071b7a3bb24d94868769c9d3d
https://doi.org/10.2139/ssrn.3186019
https://doi.org/10.2139/ssrn.3186019
Autor:
Gi Choon Kang, Myung-Jig Kim
Publikováno v:
Journal of the Korea Academia-Industrial cooperation Society. 15:220-227
This paper introduces and applies the World Bank's methodology for constructing composite index or aggregating indicators. After recalculating the world competitiveness index of IMD using Unobserved Component Model(UCM) we compare it with the existin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::67e0b3ae626dc357b6160fe8d6bc4fec
https://doi.org/10.5762/kais.2014.15.1.220
https://doi.org/10.5762/kais.2014.15.1.220
Publikováno v:
Review of Economic Studies. May91, Vol. 58 Issue 3, p515. 14p.
Publikováno v:
Asia-Pacific Journal of Financial Studies. 39:777-799
This paper examines the theoretical restrictions on alternative term structure models in assessing sovereign borrowing strategies. Our approach draws upon Hahm & Kim’s (2003) cost–risk analytic model of sovereign debt management within a mean–v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8ebd8826b6e4c61274d32619605e60f3
https://doi.org/10.1111/j.2041-6156.2010.01031.x
https://doi.org/10.1111/j.2041-6156.2010.01031.x
Autor:
Myung-Jig Kim, Kook-Hyun Chang
Publikováno v:
Asia-Pacific Journal of Financial Studies. 38:521-543
This paper proposes a simple joint stress testing model useful in studying the effects of specific stress scenarios on a financial sector. In doing so, we adopt the principal component analysis (PCA) as a main device to interpret various financial in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c0001d50cc7c183cd9f4b4f13227cade
https://doi.org/10.1111/j.2041-6156.2009.tb00022.x
https://doi.org/10.1111/j.2041-6156.2009.tb00022.x
Autor:
Kook-Hyun Chang, Myung-Jig Kim
Publikováno v:
Journal of Derivatives and Quantitative Studies. 17:77-96
This paper tries to estimate multivariate latent factor model with jump in order to find common factor and jump risk of KOSDAQ markets. Using five major daily KOSDAQ indexes such as construction, wholesale, transportation, finance, and IT/SW/SVC from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7eb2c33a3a62e01fc0dafcd98b5d407b
https://doi.org/10.1108/jdqs-01-2009-b0004
https://doi.org/10.1108/jdqs-01-2009-b0004