Jae-Young Kim

Seoul National University - Department of Economics

San 56-1, Silim-dong, Kwanak-ku

Seoul 151-742

Korea

SCHOLARLY PAPERS

6

DOWNLOADS

312

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

Extreme Risk Spillover in Financial Markets: Evidence from the Recent Financial Crisis

Seoul Journal of Economics 28 (No. 2 2015): 171-198
Number of pages: 28 Posted: 30 Jun 2015
Jungbin Hwang and Jae-Young Kim
University of California, San Diego (UCSD) and Seoul National University - Department of Economics
Downloads 107 (275,279)

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Global Financial Crisis, Risk Spillover, Value at Risk

2.

Food Prices and Population Health in Developing Countries: An Investigation of the Effects of the Food Crisis Using a Panel Analysis

Asian Development Bank Economics Working Paper Series No. 374
Number of pages: 31 Posted: 11 Sep 2013
Korea University, Seoul National University - Department of Economics, Kangwon National University and Asian Development Bank
Downloads 63 (377,967)
Citation 4

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food price, health, food security

3.

Are Currencies Coordinating? The Coupling-Decoupling Behavior of Won-Dollar and Yen-Dollar Exchange Rates

Seoul Journal of Economics, Vol. 25, No. 4, pp. 367-386, 2012
Number of pages: 20 Posted: 30 Nov 2012
Jae-Young Kim, Yun-Jong Wang and Woong Yong Park
Seoul National University - Department of Economics, SK China and Seoul National University
Downloads 57 (397,025)

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band-reverting behavior, threshold cointegration, structural change, financial crisis, Won-Yen exchange rate

4.

Bond Spreads, Market Integration and Contagion in the 2007-2008 Crisis

Seoul Journal of Economics, Vol. 30, No. 1, p. 1-18, 2017
Number of pages: 18 Posted: 01 Mar 2017 Last Revised: 03 Mar 2017
Jae-Young Kim, Dong-Hyun Ahn and Eun-Young Ko
Seoul National University - Department of Economics, Seoul National University - School of Economics and Seoul National University
Downloads 52 (414,088)

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Market Integration, Contagion, Economic Crisis, Factor Analysis

5.

New Empirical Evidence for the Fisher Relation: Integration and Short-Run Instability

Seoul Journal of Economics 28 (No. 4 2015): 487-497
Number of pages: 12 Posted: 01 Dec 2015
Jae-Young Kim and Woong Yong Park
Seoul National University - Department of Economics and Seoul National University
Downloads 25 (535,066)

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Fisher relation, Short-run instability, Fractional integration

6.

Some Empirical Evidence on Models of Fisher Relation

Seoul Journal of Economics 2018, Vol. 31, No. 2
Number of pages: 12 Posted: 16 Jun 2018
Jae-Young Kim and Woong Yong Park
Seoul National University - Department of Economics and Seoul National University
Downloads 8 (646,945)

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Fisher relation, Nonlinear behavior, Post-data model