Kuk Mo Jung

Henan University

85 Minglun St. Shunhe

Kaifeng, Henan 475001

China

SCHOLARLY PAPERS

6

DOWNLOADS

511

SSRN CITATIONS

8

CROSSREF CITATIONS

2

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 199 (261,912)
Citation 1

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 108 (428,779)

Abstract:

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foreign exchange rates, long run risks models, liquidity risks

3.

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 66 (579,307)

Abstract:

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

4.

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 54 (638,968)
Citation 3

Abstract:

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

5.

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 54 (638,968)
Citation 2

Abstract:

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

6.

Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate

Number of pages: 33 Posted: 26 May 2016
Kuk Mo Jung
Henan University
Downloads 30 (798,144)

Abstract:

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money, overlapping generations, recursive preferences, optimal inflation