2024
International Macro-Finance
Uncovered Equity Parity: New Evidence from a Copula Approach [WP version]
Applied Economics, Vol 56, Issue 59, 8690-8703
Hojin Jung, Li Su, Kuk Mo Jung
December 2024
Monetary Economics
Heterogeneous Asset Valuation in OTC Markets and Optimal Inflation [WP version]
Journal of Economic Dynamics and Control, Vol 161, 104824
Athanasios Geromichalos, Kuk Mo Jung
April 2024
2023
Monetary Economics
A Long-Run Approach to Money, Unemployment, and Equity Prices [WP version]
Economic Modelling, Vol 125, 106377
Kuk Mo Jung, Ju Hyun Pyun
August 2023
2021
International Macro-Finance
Stock Market Uncertainty and Uncovered Equity Parity Deviation: Evidence from Asia [WP version]
Journal of Asian Economics, Vol 73, 101271
JiYong Jung, Kuk Mo Jung
April 2021
Monetary Economics
A Model of Endogenous Direct and Indirect Asset Liquidity [WP version]
European Economic Review, Vol 132, 103627
Athanasios Geromichalos, Kuk Mo Jung, Seungduck Lee, Dilon Carlos
February 2021
2020
International Macro-Finance
A Liquidity-Based Resolution of Uncovered Interest Parity Puzzle [WP version]
Journal of Money, Credit and Banking, Vol 52, Issue 6, 1397-1433
Seungduck Lee, Kuk Mo Jung
September 2020
International Macro-Finance
Out-of-Sample Analysis of International Reserves for Emerging Economies with a Dynamic Panel Model [WP version]
Panoeconomicus, Vol 67, No 5, 675-695
Kuk Mo Jung, Ju Hyun Pyun
April 2020
2019
Monetary Economics
Monetary Policy and Efficiency in Over-the-Counter Financial Trade [WP version]
Canadian Journal of Economics, Vol 52, Issue 4, 1699-1754
Athanasios Geromichalos, Kuk Mo Jung
November 2019
Monetary Economics
Optimal Negative Interest Rate under Uncertainty (lead article) [WP version]
International Journal of Central Banking, Vol 15, No 3, 1-25
Kuk Mo Jung
September 2019
2018
Monetary Economics
Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate [WP version]
International Review of Economics and Finance, Vol 56, 486-506
Kuk Mo Jung
July 2018
International Macro-Finance
An Over-the-Counter Approach to the FOREX Market [WP version]
International Economic Review, Vol 59, Issue 2, 859-905
Athanasios Geromichalos, Kuk Mo Jung
May 2018
2017
International Macro-Finance
Liquidity Risk and Time-Varying Correlation between Equity and Currency Returns [WP version]
Economic Inquiry, Vol 55, No 2, 898-919
Kuk Mo Jung
April 2017
2016
International Macro-Finance
International Reserves for Emerging Economies: A Liquidity Approach [WP version] [Online appendix]
Journal of International Money and Finance, Vol 68, 230-257
Kuk Mo Jung, Ju Hyun Pyun
November 2016
2020
International Macro-Finance
The Economics of International Reserves
Chapter 6 in Fransisco L. Rivera-Batiz, ed, Encyclopedia of International Economics and Global Trade Vol 2: International Money and Finance. ISBN 978-981-12-0053-3, World Scientific Publishing Co., Singapore
Kuk Mo Jung
May 2020
2014
Economic History
The Son Also Rises: Surnames and the History of Social Mobility
Princeton University Press
Kuk Mo Jung (a subsidiary author)
Feburary 2014
2023
Environmental Macroeconomics
환경정책, Vol 31, No 2, 59-83
곽민정, 정국모
June 2023
2022
Environmental Macroeconomics
경제학연구, Vol 70, No 2, 5-36
정국모, 황다슬
June 2022