Details about Minjoo Kim

Access statistics for papers by Minjoo Kim.

Last updated 2021-05-01. Update your information in the RePEc Author Service.

Short-id: pki548

Working Papers

2015

1. Correlated Defaults of UK Banks: Dynamics and Asymmetries
   Working Papers, Business School - Economics, University of Glasgow View citations (2)
2. Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula
   Working Papers, Business School - Economics, University of Glasgow View citations (3)

2014

3. Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)

Journal Articles

2018

1. Do firms care about investment opportunities? Evidence from China
   Journal of Corporate Finance, 2018, 52, (C), 214-237 View citations (25)

2017

2. Relation between higher order comoments and dependence structure of equity portfolio
   Journal of Empirical Finance, 2017, 40, (C), 101-120 View citations (12)
3. The joint credit risk of UK global‐systemically important banks
   Journal of Futures Markets, 2017, 37, (10), 964-988 View citations (8)

2016

4. Forecasting distributions of inflation rates: the functional auto-regressive approach
   Journal of the Royal Statistical Society Series A, 2016, 179, (1), 65-102 View citations (5)

2015

5. In search of robust methods for dynamic panel data models in empirical corporate finance
   Journal of Banking & Finance, 2015, 53, (C), 84-98 View citations (54)

2014

6. Asymmetric adjustment toward optimal capital structure: Evidence from a crisis
   International Review of Financial Analysis, 2014, 33, (C), 226-242 View citations (38)

2013

7. On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK
   Journal of Money, Credit and Banking, 2013, 45, (7), 1431-1449 View citations (3)
   Also in Journal of Money, Credit and Banking, 2013, 45, (7), 1431-1449 (2013) View citations (1)

2012

8. Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models
   Journal of Empirical Finance, 2012, 19, (4), 465-482 View citations (90)