Kyung-Chun Mun

Kyung-Chun Mun

Truman State University - Kirksville / United States
Business & Management / Business Administration
AD Scientific Index ID: 4554176
person_outline Kyung-Chun Mun's MOST POPULAR ARTICLES
1-) Volatility and correlation in international stock markets and the role of exchange rate fluctuations Journal of International Financial Markets, Institutions and Money 17 (1), 25-41, 2007
2-) The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data Journal of Banking & Finance 36 (2), 383-394, 2012
3-) Contagion and impulse response of international stock markets around the 9–11 terrorist attacks Global Finance Journal 16 (1), 48-68, 2005
4-) Bank foreign exchange and interest rate risk management: simultaneous versus separate hedging strategies Journal of Financial Intermediation 12 (3), 277-297, 2003
5-) Effects of exchange rate fluctuations on equity market volatility and correlations: evidence from the Asian financial crisis Quarterly Journal of Finance and Accounting, 77-102, 2008