Myung Jig Kim

Hanyang University

Seoul

Korea, Republic of (South Korea)

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

3

DOWNLOADS

256

SSRN CITATIONS
Rank 15,036

SSRN RANKINGS

Top 15,036

in Total Papers Citations

9

CROSSREF CITATIONS

66

Scholarly Papers (3)

1.

Mean Reversion in Stock Prices? a Reappraisal of the Empirical Evidence

NBER Working Paper No. w2795
Number of pages: 39 Posted: 16 Jun 2004 Last Revised: 14 Apr 2022
Myung Jig Kim, Charles R. Nelson and Richard Startz
Hanyang University, Dept of Economics and UCSB
Downloads 186 (222,965)
Citation 9

Abstract:

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2.

Predictable Stock Returns: Reality or Statistical Illusion?

NBER Working Paper No. w3297
Number of pages: 33 Posted: 31 May 2001 Last Revised: 14 Apr 2022
Charles R. Nelson and Myung Jig Kim
Dept of Economics and Hanyang University
Downloads 42 (556,230)

Abstract:

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3.

2017년 미국의 단계적인 금리인상 전망을 반영한 우리나라 금리 기간구조 예측 (Forecasting Korea's Yield Curve Using Analyst's Views on Us Rate Hikes in 2017)

Financial Stability Studies, Vol.18, No.2, Korea Deposit Insurance Corporation(KDIC), 2017, pp.143-174 .
Number of pages: 32 Posted: 13 Jun 2018 Last Revised: 26 Dec 2018
Sang-Heon Lee and Myung Jig Kim
KIS Pricing and Hanyang University
Downloads 28 (635,366)

Abstract:

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금리 예측, 예상된 글로벌 충격, 주요인분석, 정책금리, Yield Forecasts, Anticipated Global Shock, Principal Component Analysis, Policy Rate