Jaeho Yun

Jaeho Yun

Ewha Womens University - Incheon / South Korea
Economics & Econometrics / Economics
AD Scientific Index ID: 4530018
인하대학교
person_outline Jaeho Yun's MOST POPULAR ARTICLES
1-) Measuring systemic risk in the Korean banking sector via dynamic conditional correlation modelsJ Yun, H MoonPacific-Basin Finance Journal 27, 94-114, 2014582014
2-) Monetary aggregates and the central bank\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\'s financial stability mandateHJ Kim, HS Shin, J Yun29th issue (January 2013) of the International Journal of Central Banking, 2018542018
3-) A re-examination of the predictability of stock returns and cash flows via the decomposition of VIXJ YunEconomics Letters 186, 108755, 2020132020
4-) Out-of-sample density forecasts with affine jump diffusion modelsJ YunJournal of Banking & Finance 47, 74-87, 2014122014
5-) Bond risk premia in a small open economy with volatile capital flows: The case of KoreaJ YunJournal of International Money and Finance 93, 223-243, 201992019