Details about Kuk Mo Jung

Access statistics for papers by Kuk Mo Jung.

Last updated 2026-09-30. Update your information in the RePEc Author Service.

Short-id: pju150

Working Papers

2025

1. Central bank interventions and asset market liquidity
   Working Papers, University of California, Davis, Department of Economics
2. Long-Run Economic Impacts of Climate Volatility
   Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) View citations (2)

2020

3. A Long-Run Approach to Money, Unemployment and Equity Prices
   Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) View citations (8)
   See also Journal Article A long-run approach to money, unemployment, and equity prices, Economic Modelling, Elsevier (2023) View citations (2) (2023)

2019

4. A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle
   Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) View citations (2)
   Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (21)
   See also Journal Article A Liquidity‐Based Resolution of the Uncovered Interest Parity Puzzle, Journal of Money, Credit and Banking, Blackwell Publishing (2020) View citations (7) (2020)
5. Asset Liquidity in Monetary Theory and Finance: A Unified Approach
   Working Papers, University of California, Davis, Department of Economics View citations (3)
   Also in Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) (2019) View citations (3)
6. Monetary Policy and Efficiency in Over-the-Counter Financial Trade
   Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) View citations (4)
   Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (5)
   See also Journal Article Monetary policy and efficiency in over-the-counter financial trade, Canadian Journal of Economics, Canadian Economics Association (2019) View citations (3) (2019)
7. Out-of-Sample Analysis of International Reserves for Emerging Economies with a Dynamic Panel Model
   Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy)
   See also Journal Article Out-of-Sample Analysis of International Reserves for Emerging Economies with a Dynamic Panel Model, Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia (2020) View citations (1) (2020)

2016

8. Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Uncertainty-induced dynamic inefficiency and the optimal inflation rate, International Review of Economics & Finance, Elsevier (2018) (2018)

2015

9. An Over-the-Counter Approach to the FOREX Market
   MPRA Paper, University Library of Munich, Germany View citations (5)
   Also in Working Papers, University of California, Davis, Department of Economics (2014) View citations (1)
10. International Reserves for Emerging Economies: A Liquidity Approach
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article International reserves for emerging economies: A liquidity approach, Journal of International Money and Finance, Elsevier (2016) View citations (18) (2016)
11. Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS, Economic Inquiry, Western Economic Association International (2017) View citations (3) (2017)

Journal Articles

2024

1. Heterogeneous asset valuation in OTC markets and optimal inflation
   Journal of Economic Dynamics and Control, 2024, 161, (C) View citations (1)
2. Uncovered equity parity: new evidence from a copula approach
   Applied Economics, 2024, 56, (59), 8690-8703

2023

3. A long-run approach to money, unemployment, and equity prices
   Economic Modelling, 2023, 125, (C) View citations (2)
   See also Working Paper A Long-Run Approach to Money, Unemployment and Equity Prices, Working Papers (2020) View citations (8) (2020)

2021

4. A model of endogenous direct and indirect asset liquidity
   European Economic Review, 2021, 132, (C) View citations (8)
5. Stock market uncertainty and uncovered equity parity deviation: Evidence from Asia
   Journal of Asian Economics, 2021, 73, (C) View citations (1)

2020

6. A Liquidity‐Based Resolution of the Uncovered Interest Parity Puzzle
   Journal of Money, Credit and Banking, 2020, 52, (6), 1397-1433 View citations (7)
   See also Working Paper A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle, Working Papers (2019) View citations (2) (2019)
7. Out-of-Sample Analysis of International Reserves for Emerging Economies with a Dynamic Panel Model
   Panoeconomicus, 2020, 67, (5), 675-695 View citations (1)
   See also Working Paper Out-of-Sample Analysis of International Reserves for Emerging Economies with a Dynamic Panel Model, Working Papers (2019) (2019)

2019

8. Monetary policy and efficiency in over-the-counter financial trade
   Canadian Journal of Economics, 2019, 52, (4), 1699-1754 View citations (3)
   Also in Canadian Journal of Economics/Revue canadienne d'économique, 2019, 52, (4), 1699-1754 (2019) View citations (1)
   See also Working Paper Monetary Policy and Efficiency in Over-the-Counter Financial Trade, Working Papers (2019) View citations (4) (2019)
9. Optimal Negative Interest Rate under Uncertainty
   International Journal of Central Banking, 2019, 15, (3), 1-25 View citations (1)

2018

10. AN OVER†THE†COUNTER APPROACH TO THE FOREX MARKET
    International Economic Review, 2018, 59, (2), 859-905 View citations (9)
11. Uncertainty-induced dynamic inefficiency and the optimal inflation rate
    International Review of Economics & Finance, 2018, 56, (C), 486-506
    See also Working Paper Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate, MPRA Paper (2016) (2016)

2017

12. LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS
    Economic Inquiry, 2017, 55, (2), 898-919 View citations (3)
    See also Working Paper Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns, MPRA Paper (2015) View citations (1) (2015)

2016

13. International reserves for emerging economies: A liquidity approach
    Journal of International Money and Finance, 2016, 68, (C), 230-257 View citations (18)
    See also Working Paper International Reserves for Emerging Economies: A Liquidity Approach, MPRA Paper (2015) View citations (1) (2015)