Minjoo Kim
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Affiliations
-
University of Liverpool
/ Management School
Research profile
author of:
- Forecasting distributions of inflation rates: the functional auto-regressive approach (RePEc:bla:jorssa:v:179:y:2016:i:1:p:65-102)
by Kausik Chaudhuri & Minjoo Kim & Yongcheol Shin - Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas (RePEc:edn:sirdps:613)
by Cerrato, Mario & Crosby, John & Kim, Minjoo & Zhao, Yang - Do firms care about investment opportunities? Evidence from China (RePEc:eee:corfin:v:52:y:2018:i:c:p:214-237)
by Ding, Sai & Kim, Minjoo & Zhang, Xiao - Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models (RePEc:eee:empfin:v:19:y:2012:i:4:p:465-482)
by Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol - Relation between higher order comoments and dependence structure of equity portfolio (RePEc:eee:empfin:v:40:y:2017:i:c:p:101-120)
by Cerrato, Mario & Crosby, John & Kim, Minjoo & Zhao, Yang - Asymmetric adjustment toward optimal capital structure: Evidence from a crisis (RePEc:eee:finana:v:33:y:2014:i:c:p:226-242)
by Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol - Default dependence in the insurance and banking sectors: A copula approach (RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001798)
by Zhang, Xuan & Kim, Minjoo & Yan, Cheng & Zhao, Yang - In search of robust methods for dynamic panel data models in empirical corporate finance (RePEc:eee:jbfina:v:53:y:2015:i:c:p:84-98)
by Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol - Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula (RePEc:gla:glaewp:2015_15)
by Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao - Correlated Defaults of UK Banks: Dynamics and Asymmetries (RePEc:gla:glaewp:2015_24)
by Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao - On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK (RePEc:mcb:jmoncb:v:45:y:2013:i:7:p:1431-1449)
by Kausik Chaudhuri & Matthew Greenwood-Nimmo & Minjoo Kim & Yongcheol Shin - The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (RePEc:taf:quantf:v:21:y:2021:i:5:p:815-835)
by Minjoo Kim & Junhong Yang & Pengcheng Song & Yang Zhao - The joint credit risk of UK global‐systemically important banks (RePEc:wly:jfutmk:v:37:y:2017:i:10:p:964-988)
by Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao - On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK (RePEc:wly:jmoncb:v:45:y:2013:i:7:p:1431-1449)
by Kausik Chaudhuri & Matthew Greenwood‐Nimmo & Minjoo Kim & Yongcheol Shin