Jung-Suk Yu

School of Urban Planning & Real Estate Studies, Dankook University

Associate Professor

152, Jukjeon-ro, Suji-gu, Yongin-si

Gyeonggi-do, 16890

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

16

DOWNLOADS
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Top 21,351

in Total Papers Downloads

3,459

SSRN CITATIONS
Rank 18,413

SSRN RANKINGS

Top 18,413

in Total Papers Citations

42

CROSSREF CITATIONS

15

Scholarly Papers (16)

1.

A Comparison of Mixed Garch-Jump Models with Skewed T-Distribution for Asset Returns

Number of pages: 47 Posted: 22 Feb 2005
Jung-Suk Yu and Elton Daal
School of Urban Planning & Real Estate Studies, Dankook University and University of New Orleans - College of Business Administration - Department of Economics and Finance
Downloads 956 (34,875)
Citation 3

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Mixed GARCH-jump models, Skewed t-distribution, GARJI model, Likelihood ratio test, Information criteria, VaR

2.

Financial Development and Economic Growth: New Evidence from Panel Data

NFI Working Paper No. 2007-WP-10
Number of pages: 30 Posted: 13 May 2007
M. Kabir Hassan and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 609 (63,668)
Citation 35

Abstract:

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economic growth, financial development

3.

Financial Sector Reform and Economic Growth in Morocco: An Empirical Analysis

Networks Financial Institute Working Paper No. 2007-WP-28
Number of pages: 39 Posted: 19 Dec 2007
M. Kabir Hassan and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 327 (132,340)

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Financial development, growth, pooled regression, Granger causality tests, Morocco

4.

Credit Default Swaps and Sovereign Debt Markets

Networks Financial Institute Working Paper 2011-WP-03
Number of pages: 39 Posted: 08 Mar 2011
University of New Orleans - College of Business Administration - Department of Economics and Finance, University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 325 (133,167)
Citation 5

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Price discovery, financial integration, CDS, sovereign bonds, credit risk

5.

Volatility Clustering, Leverage Effects, and Jumps Dynamics in Emerging Asian Equity Markets

Number of pages: 47 Posted: 08 Mar 2005
Elton Daal, Atsuyuki Naka and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance, University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 267 (163,167)
Citation 1

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GARCH-jump models, jump predictability, volatility clustering, leverage effects, leptokurtosis

6.

Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African Stock Markets

Networks Financial Institute Working Paper No. 2007-WP-31
Number of pages: 27 Posted: 19 Dec 2007
M. Kabir Hassan and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 235 (184,714)
Citation 1

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Rational speculative bubbles, MENA stock markets, fractional integration tests, duration dependence tests

Stock Exchange Alliances in Organization of Islamic Conferences (Oic) Countries

NFI Working Paper No. 2007-WP-18
Number of pages: 30 Posted: 23 Jul 2007
M. Kabir Hassan and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 162 (257,970)
Citation 1

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Stock exchanges alliances, OIC capital markets, cross-border merger

Stock Exchange Alliances in Organization of Islamic Conferences (OIC) Countries

Networks Financial institute Working Paper, 2007-WP-18
Number of pages: 30 Posted: 01 Nov 2018
M. Kabir Hassan and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 11 (825,331)

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Stock Exchanges Alliances, OIC Capital Markets, Cross-Border Mergers

8.

Determinants of Credit Default Swaps in International Markets

Networks Financial Institute Working Paper No. 2011-WP-01
Number of pages: 30 Posted: 01 Mar 2011
M. Kabir Hassan, Thiti S. Ngow and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance, affiliation not provided to SSRN and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 163 (256,147)
Citation 2

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Credit default swaps, credit risk, credit default swaps spreads, market conditions

9.

An Examination on the Roles of Diffusions and Stochastic Volatility in the Exponential Levy Jumps Models

Number of pages: 57 Posted: 27 Feb 2006
Elton Daal and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 160 (260,209)

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Levy processes, stochastic volatility, characteristic functions, fast Fourier transform, option pricing

10.

A Re-Examination of the U.S. Underground Economy: Size, Estimation, and Policy Implications

Networks Financial Institute Working Paper 2010-WP-04
Number of pages: 41 Posted: 09 Nov 2010
M. Kabir Hassan and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 142 (286,289)
Citation 1

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Underground economy, currency demand method, error correction model, non-stationarity with unit roots, serial correlations

11.

Financial Development and Economic Growth in the Organization of Islamic Conference Countries

Journal of King Abdulaziz University: Islamic Economics, Vol. 24, No. 1, 2011
Number of pages: 28 Posted: 12 Nov 2017
M. Kabir Hassan, Benito Sanchez and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance, University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 43 (566,300)

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12.

Financial Sector Reform and Economic Growth in Morocco: An Empirical Analysis

Networks Financial Institute at Indiana State University, 2007-WP-28
Number of pages: 39 Posted: 31 Oct 2018
M. Kabir Hassan and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 25 (675,546)

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Financial Development, Growth, Pooled Regression, Granger Causality Tests, Morocco

13.

Emerging Market Efficiencies: New Zealand's Maturation Experience in the Presence of Non-Linearity, Thin Trading and Asymmetric Information

International Review of Finance, Vol. 7, Issue 1-2, pp. 21-34, March/June 2007
Number of pages: 14 Posted: 18 Jan 2008
COB Northern Michigan University, University of New Orleans - College of Business Administration - Department of Economics and Finance, School of Urban Planning & Real Estate Studies, Dankook University and affiliation not provided to SSRN
Downloads 14 (766,640)
Citation 1

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14.

Rational Speculative Bubbles in the Frontier Emerging Stock Markets

Jurnal Ekonomi Malaysia 49(2) (2015)
Number of pages: 12 Posted: 31 Oct 2018
M. Kabir Hassan, Jung-Suk Yu and Mamunur Rashid
University of New Orleans - College of Business Administration - Department of Economics and Finance, School of Urban Planning & Real Estate Studies, Dankook University and University of Brunei Darussalam - UBD School of Business and Economics
Downloads 12 (785,857)

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Rational speculative bubbles, frontier emerging stock markets, fractional integration tests, duration dependence tests

15.

Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African (MENA) Stock Markets

Economic Research Forum, Working Paper No. 388, March, 2008
Number of pages: 20 Posted: 31 Oct 2018
Jung-Suk Yu and M. Kabir Hassan
School of Urban Planning & Real Estate Studies, Dankook University and University of New Orleans - College of Business Administration - Department of Economics and Finance
Downloads 8 (826,558)

Abstract:

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Fluctuations, Stock market, Middle East, North Africa, Speculative bubbles, Fractional integration test, Duration dependence test

16.

Financial Development and Economic Growth: New Evidence From Panel Data

The Quarterly Review of Economics and Finance 51 (2011) 88–104
Posted: 11 Oct 2018
M. Kabir Hassan, Benito Sanchez and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance, University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University

Abstract:

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Financial Development, Economic Growth, Panel Regression, Granger Causality Tests