Minjoo Kim

University of Liverpool - Accounting and Finance Division

227 Grove

Management School

Liverpool, Liverpool L69 3BX

United Kingdom

http://https://www.liverpool.ac.uk/management/staff/minjoo-kim/

SCHOLARLY PAPERS

10

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Scholarly Papers (10)

1.

Asymmetric Capital Structure Adjustments: New Evidence from Dynamic Panel Threshold Models

Journal of Empirical Finance, Forthcoming
Number of pages: 37 Posted: 05 Aug 2009 Last Revised: 17 Apr 2012
Viet Anh Dang, Minjoo Kim and Yongcheol Shin
Alliance Manchester Business School, University of Liverpool - Accounting and Finance Division and Independent
Downloads 1,180 (16,906)
Citation 3

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Capital Structure, Target Leverage, Dynamic Trade-off Theory, Dynamic Panel Threshold Model.

2.

In Search of Robust Methods for Dynamic Panel Data Models in Empirical Corporate Finance

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 03 Aug 2010 Last Revised: 13 Dec 2014
Viet Anh Dang, Minjoo Kim and Yongcheol Shin
Alliance Manchester Business School, University of Liverpool - Accounting and Finance Division and University of York (UK) - Department of Economics and Related Studies
Downloads 487 (57,340)
Citation 2

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Dynamic panel data estimation; GMM; bias correction; capital structure; cash holdings

3.

Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula

Number of pages: 51 Posted: 30 Jun 2014 Last Revised: 20 Jun 2015
London Metropolitan University - Department of Economics, Finance and International Business (EFIB), University of Maryland - Robert H. Smith School of Business, University of Liverpool - Accounting and Finance Division and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Downloads 240 (127,483)

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Asymmetry; Tail dependence; Dependence dynamics; Dynamic skewed t copulas; VaR and ES forecasting

4.

Asymmetric Adjustment Toward Optimal Capital Structure: Evidence from a Crisis

International Review of Financial Analysis, Forthcoming
Number of pages: 55 Posted: 22 Feb 2014
Viet Anh Dang, Minjoo Kim and Yongcheol Shin
Alliance Manchester Business School, University of Liverpool - Accounting and Finance Division and University of York (UK) - Department of Economics and Related Studies
Downloads 218 (140,116)

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Capital Structure, Global Financial Crisis, Trade-off Theory, Partial Adjustment Model, Dynamic Panel Threshold Model.

5.

Forecasting Distribution of Inflation Rates: Functional Autoregressive Approach

Forthcoming in Journal of the Royal Statistical Society: Series A.
Number of pages: 45 Posted: 20 Feb 2010 Last Revised: 26 Feb 2015
Indira Gandhi Institute of Development Research (IGIDR), University of Liverpool - Accounting and Finance Division and Independent
Downloads 196 (154,824)
Citation 2

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Time-varying Cross-sectional Distribution, Functional Autoregression, Nonparametric Bootstrap, Density and Probability Forecasting of the UK Inflation

6.

FARVaR: Functional Autoregressive Value-at-Risk

Journal of Financial Econometrics, forthcoming
Number of pages: 81 Posted: 23 Mar 2014 Last Revised: 05 Mar 2019
University of Liverpool Management School, University of Liverpool - Accounting and Finance Division, University of York (UK) - Department of Economics and Related Studies and Independent
Downloads 154 (191,409)

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density forecasts; financial risk management; functional autoregressive model

7.

The Joint Credit Risk of UK Global-Systemically Important Banks

Journal of Futures Markets, 37(10), 964-988. doi:10.1002/fut.21855
Number of pages: 51 Posted: 28 Oct 2015 Last Revised: 05 Mar 2019
London Metropolitan University - Department of Economics, Finance and International Business (EFIB), University of Maryland - Robert H. Smith School of Business, University of Liverpool - Accounting and Finance Division and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Downloads 79 (307,632)
Citation 1

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Joint credit risk; time-varying and asymmetric dependence structure; market factors; GAS based GHST copula

8.

Do Firms Care About Investment Opportunities? Evidence from China.

Journal of Corporate Finance, Vol. 52, 2018
Number of pages: 54 Posted: 11 Jan 2017 Last Revised: 05 Mar 2019
Sai Ding, Minjoo Kim and Xiao Zhang
University of Glasgow, University of Liverpool - Accounting and Finance Division and Nankai University - School of Finance
Downloads 67 (337,422)

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investment opportunities, fundamentals, ownership reform, China

9.

Interim Evaluation of Emerging Market Investments: Time Aggregation of Utilities

Number of pages: 56 Posted: 05 Dec 2009 Last Revised: 16 Dec 2010
Charlie X. Cai, Minjoo Kim and Yongcheol Shin
University of Liverpool Management School, University of Liverpool - Accounting and Finance Division and Independent
Downloads 56 (369,261)

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Stochastic and Spatial Dominance, Subsampling, Emerging and Developed Stock Markets Performance, Currency Risk

10.

Higher Order Comoments and Dependence Structure of Equity Portfolio

Number of pages: 43 Posted: 30 Jun 2014
London Metropolitan University - Department of Economics, Finance and International Business (EFIB), University of Maryland - Robert H. Smith School of Business, University of Liverpool - Accounting and Finance Division and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Downloads 47 (398,936)
Citation 2

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Higher Order Comoments, Dependence Structure, Hyperbolic Generalized Skewed t Copula, Generalized Autoregressive Score, Risk Management