Beum-Jo Park

Dankook University - Faculty of Business and Economics

Seoul 140-714

  • Dankook University - Faculty of Business and Economics

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

A Dynamic Measure of Intentional Herd Behavior Causing Excess Volatility in U.S. Stock Markets (미국 주식시장의 초과변동성과 의도적 무리행동의 동태적 측정)

Korea Deposit Insurance Corporation, No. Vol. 22, No. 1-5
Number of pages: 52 Posted: 02 Jul 2021
Myung Joong Kim and Beum-Jo Park
Occupational Safety and Health Research Institute and Dankook University - Faculty of Business and Economics
Downloads 35 (669,982)

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Intentional herd behavior, Dynamic conditional correlation, Public news announcements, Dynamic measure, Herding tests, Systemic risk, Excess volatility, 의도적 무리행동, 동태적 조건부 상관관계(DCC), 공적 뉴스, 동태적 측정방법, 무리행동 검정, 구조적 위험, 초과변동성

2.

동적 무리행동과 제한적 합리성을 갖는 경제주체의 자산 가격 동역학 (Time-Varying Herd Behavior and Dynamics of Asset Prices Among Boundedly Rational Agents)

Financial Stability Studies, Vol. 15, No. 1, Korea Deposit Insurance Corporation(KDIC), 2014, pp. 159-185.
Number of pages: 27 Posted: 11 Aug 2017 Last Revised: 09 Jan 2019
Beum-Jo Park
Dankook University - Faculty of Business and Economics
Downloads 29 (709,729)

Abstract:

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초과 변동성, 동적 무리행동, 제한적 합리성, 이질적 경제주체 모형, 자산 가격 동역학, Excess volatility, Time-varying herd behavior, Bounded rationality, Heterogeneous agent model, Asset price dynamics