Kuk Mo Jung

Henan University

85 Minglun St. Shunhe

Kaifeng, CA Henan 475001

China

SCHOLARLY PAPERS

6

DOWNLOADS

289

CITATIONS

1

Scholarly Papers (6)

1.

A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle

Number of pages: 34 Posted: 03 Nov 2015
Kuk Mo Jung and Seungduck Lee
Henan University and Sungkyunkwan University
Downloads 154 (190,162)

Abstract:

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uncovered interest parity puzzle, monetary search models, FOREX market

2.

Liquidity Risk and Time-Varying Correlation between Equity and Currency Returns

Number of pages: 37 Posted: 26 May 2016
Kuk Mo Jung
Henan University
Downloads 70 (327,519)

Abstract:

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foreign exchange rates, long run risks models, liquidity risks

3.

International Reserves for Emerging Economies: A Liquidity Approach

Number of pages: 47 Posted: 26 May 2016
Kuk Mo Jung and Ju Hyun Pyun
Henan University and Korea University Business School (KUBS)
Downloads 26 (485,146)

Abstract:

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international reserves, over-the-counter markets, liquidity, simultaneous equations

4.

Monetary Policy and Efficiency in Over-the-Counter Financial Trade

Number of pages: 52 Posted: 26 May 2016
Athanasios Geromichalos and Kuk Mo Jung
University of California and Henan University
Downloads 22 (507,490)
Citation 1

Abstract:

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monetary-search models, liquidity, asset prices, over-the-counter markets

5.

Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate

Number of pages: 33 Posted: 26 May 2016
Kuk Mo Jung
Henan University
Downloads 12 (566,533)

Abstract:

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money, overlapping generations, recursive preferences, optimal inflation

6.

Out-of-Sample Analysis of International Reserves for Emerging Economies with a Dynamic Panel Model

Number of pages: 32 Posted: 03 Dec 2018
Kuk Mo Jung and Ju Hyun Pyun
Henan University and Korea University Business School (KUBS)
Downloads 5 (611,275)

Abstract:

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foreign exchange reserves, dynamic panel estimation, out-of-sample analysis, emerging economies, over-the-counter markets