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Minjoo Kim

Personal Details

First Name:Minjoo
Middle Name:
Last Name:Kim
Suffix:
RePEc Short-ID:pki548
https://sites.google.com/site/drminjookim/

Affiliation

Management School
University of Liverpool

Liverpool, United Kingdom
http://www.liverpool.ac.uk/management/
RePEc:edi:mslivuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015. "Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula," Working Papers 2015_15, Business School - Economics, University of Glasgow.
  2. Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015. "Correlated Defaults of UK Banks: Dynamics and Asymmetries," Working Papers 2015_24, Business School - Economics, University of Glasgow.
  3. Cerrato, Mario & Crosby, John & Kim, Minjoo & Zhao, Yang, 2014. "Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas," SIRE Discussion Papers 2015-25, Scottish Institute for Research in Economics (SIRE).

Articles

  1. Ding, Sai & Kim, Minjoo & Zhang, Xiao, 2018. "Do firms care about investment opportunities? Evidence from China," Journal of Corporate Finance, Elsevier, vol. 52(C), pages 214-237.
  2. Cerrato, Mario & Crosby, John & Kim, Minjoo & Zhao, Yang, 2017. "Relation between higher order comoments and dependence structure of equity portfolio," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 101-120.
  3. Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2017. "The joint credit risk of UK global‐systemically important banks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(10), pages 964-988, October.
  4. Kausik Chaudhuri & Minjoo Kim & Yongcheol Shin, 2016. "Forecasting distributions of inflation rates: the functional auto-regressive approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(1), pages 65-102, January.
  5. Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2015. "In search of robust methods for dynamic panel data models in empirical corporate finance," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 84-98.
  6. Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2014. "Asymmetric adjustment toward optimal capital structure: Evidence from a crisis," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 226-242.
  7. Kausik Chaudhuri & Matthew Greenwood-Nimmo & Minjoo Kim & Yongcheol Shin, 2013. "On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1431-1449, October.
  8. Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2012. "Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 465-482.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2015-08-13 2015-12-01
  2. NEP-RMG: Risk Management (2) 2015-08-13 2015-12-01
  3. NEP-BAN: Banking (1) 2015-12-01
  4. NEP-ETS: Econometric Time Series (1) 2015-08-13
  5. NEP-FOR: Forecasting (1) 2015-08-13
  6. NEP-IFN: International Finance (1) 2015-12-01
  7. NEP-ORE: Operations Research (1) 2015-08-13

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