Myeong Jun Kim

Myeong Jun Kim

South China University of Technology - Guangzhou / China
Economics & Econometrics / Economics
AD Scientific Index ID: 4932602
华南理工大学
person_outline Myeong Jun Kim's MOST POPULAR ARTICLES
1-) Causal relationship among cryptocurrencies: A conditional quantile approachMJ Kim, NP Canh, SY ParkFinance Research Letters 42, 101879, 2021202021
2-) An empirical test for Okun’s law using a smooth time-varying parameter approach: evidence from East Asian countriesMJ Kim, SY Park, SY JeiApplied Economics Letters 22 (10), 788-795, 2015182015
3-) Do gender and age impact the time‐varying Okun\\\'s law? Evidence from South KoreaMJ Kim, SY ParkPacific Economic Review 24 (5), 672-685, 2019102019
4-) Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approachH Li, MJ Kim, SY ParkInternational Review of Financial Analysis 44, 217-225, 201682016
5-) Optimal conditional hedge ratio: A simple shrinkage estimation approachMJ Kim, SY ParkJournal of Empirical Finance 38, 139-156, 201672016