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Yuen Jung Park
Institution:
Hallym University
Observed institutions:
Hallym University,
University of Illinois Urbana-Champaign,
University of Illinois System
ORCID:
0009-0002-7860-3277
Observed ORCID:
0009-0002-7860-3277
OpenAlex ID:
A5014635704
Stochastic volatility of the futures prices of emission allowances: A Bayesian approach
2016
·
Jungmu Kim
, Yuen Jung Park
, et al.
·
Physica A Statistical Mechanics and its Applications
·
33
Repurchases after being well known as good news
2019
·
Inmoo Lee
, Yuen Jung Park
, et al.
·
Journal of Corporate Finance
·
30
The impacts of overseas market shocks on the CDS-option basis
2018
·
Yuen Jung Park
, Ali M. Kutan
, et al.
·
The North American Journal of Economics and Finance
·
29
Macroeconomic Conditions and Credit Default Swap Spread Changes
2017
·
Tong Suk Kim
, Jae Won Park
, et al.
·
Journal of Futures Markets
·
25
Investor Sentiment and Credit Default Swap Spreads During the Global Financial Crisis
2016
·
Jeehye Lee
, Sol Kim
, et al.
·
Journal of Futures Markets
·
16
The Effect of Housing Prices on Bank Performance in Korea
2019
·
Youngkyung Ok
, Jungmu Kim
, et al.
·
Sustainability
·
15
PDF
The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis
2013
·
Tong Suk Kim
, Yuen Jung Park
, et al.
·
Journal of Futures Markets
·
14
Testing CEV stochastic volatility models using implied volatility index data
2018
·
Jungmu Kim
, Yuen Jung Park
, et al.
·
Physica A Statistical Mechanics and its Applications
·
12
Asymmetric information in the equity market and information flow from the equity market to the CDS market
2020
·
Heewoo Park
, Tong Suk Kim
, et al.
·
Journal of Financial Markets
·
9
Institutional Investors’ Trading Response to Stock Market Anomalies: Evidence from Korea
2020
·
Jungmu Kim
, Youngkyung Ok
, et al.
·
Sustainability
·
7
PDF
Hawkes-diffusion process and the conditional probability of defaults in the Eurozone
2015
·
Jungmu Kim
, Yuen Jung Park
, et al.
·
Physica A Statistical Mechanics and its Applications
·
7
The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads*
2012
·
Yuen Jung Park
, Tong Suk Kim
·
Asia-Pacific Journal of Financial Studies
·
6
Cross-Sectional Expected Returns and Predictability in the Korean Stock Market
2019
·
Toyoung Kim
, Tong Suk Kim
, et al.
·
Emerging Markets Finance and Trade
·
5
A Study on Cross－Effects of Prices of Bitcoin, Traditional Assets, and Traditional Currencies
2019
·
Jungmu Kim
, Nae Young Kang
, et al.
·
경영교육연구
·
4
Skewness Versus Kurtosis: Implications for Pricing and Hedging Options
2017
·
Sol Kim
, Geul Lee
, et al.
·
Asia-Pacific Journal of Financial Studies
·
4
Retail investors and overpricing of left-tail risk: evidence from the Korean stock market
2023
·
Jungmu Kim
, Yuen Jung Park
, et al.
·
Journal of Derivatives and Quantitative Studies 선물연구
·
3
PDF
Is Factor Investing Sustainable after Price Impact Costs? The Capacity of Factor Investing in Korea
2019
·
Jungmu Kim
, Yuen Jung Park
·
Sustainability
·
3
PDF
Contagion between liquid and illiquid assets during the financial crisis: evidence from the US credit derivative market
2020
·
Jungmu Kim
, Yuen Jung Park
·
Journal of Derivatives and Quantitative Studies 선물연구
·
2
PDF
Predictability of OTC Option Volatility for Future Stock Volatility
2020
·
Jungmu Kim
, Yuen Jung Park
·
Sustainability
·
2
PDF
Is Low-Volatility Investing Sustainable in the SME Stock Market of Korea? A Risk and Return Analysis
2019
·
Jungmu Kim
, Yuen Jung Park
·
Sustainability
·
2
PDF
Do changes in the implied volatility of stock options predict future changes in CDS spreads?
2025
·
Changsoo Hong
, Yuen Jung Park
·
Journal of Derivatives and Quantitative Studies 선물연구
·
1
PDF
Does information environment affect information spillover between the CDS and stock markets in Korea?
2024
·
Heewoo Park
, Yuen Jung Park
·
Journal of Derivatives and Quantitative Studies 선물연구
·
1
Individual Investors, Average Skewness, and Market Returns
2020
·
Jungmu Kim
, Yuen Jung Park
·
Sustainability
·
1
PDF
Does CDS Slope Predict Future Stock Returns? Evidence from the Korean Market
2013
·
Jungmu Kim
, Yuen Jung Park
·
Journal of Derivatives and Quantitative Studies 선물연구
·
1
The Impact of Default Correlations on the Prices of Collateralized Bond Obligat
2002
·
In Joon Kim
, Suk Joon Byun
, et al.
·
Journal of Derivatives and Quantitative Studies 선물연구
·
1
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Works count:
40
Citation count:
233
H-index:
9
I10-index:
8
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