Kuk Mo Jung

Henan University

85 Minglun St. Shunhe

Kaifeng, Henan 475001

China

SCHOLARLY PAPERS

7

DOWNLOADS

368

SSRN CITATIONS

7

CROSSREF CITATIONS

4

Scholarly Papers (7)

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 173 (240,126)
Citation 1

Abstract:

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uncovered interest parity puzzle, monetary search models, FOREX market

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 79 (423,120)

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foreign exchange rates, long run risks models, liquidity risks

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

Economic Inquiry, Vol. 55, Issue 2, pp. 898-919, 2017
Number of pages: 22 Posted: 14 May 2020
Kuk Mo Jung
Henan University
Downloads 0

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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 36 (594,422)
Citation 3

Abstract:

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

4.

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 34 (605,788)

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

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, Davis and Henan University
Downloads 28 (660,974)
Citation 2

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

Monetary Policy and Efficiency in Over‐The‐Counter Financial Trade

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 52, Issue 4, pp. 1699-1754, 2019
Number of pages: 56 Posted: 05 May 2020 Last Revised: 04 Sep 2020
Athanasios Geromichalos and Kuk Mo Jung
University of California, Davis and Henan University
Downloads 2 (915,331)

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6.

Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate

Number of pages: 33 Posted: 26 May 2016
Kuk Mo Jung
Henan University
Downloads 14 (752,941)

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money, overlapping generations, recursive preferences, optimal inflation

7.

An Over‐The‐Counter Approach to the Forex Market

International Economic Review, Vol. 59, Issue 2, pp. 859-905, 2018
Number of pages: 47 Posted: 22 May 2020
Athanasios Geromichalos and Kuk Mo Jung
University of California, Davis and Henan University
Downloads 2 (877,636)
Citation 2

Abstract:

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