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Jungkyu Ahn
Institutions:
Incheon National University,
Jeonbuk National University
Observed institutions:
Seoul National University of Science and Technology,
Incheon National University,
Monash University,
Jeonbuk National University
ORCID:
0000-0002-1390-5373
Observed ORCID:
0000-0002-1390-5373
OpenAlex ID:
A5077799482
Demystifying the US Treasury floating rate note puzzle: A swap market perspective
2022
·
Jungkyu Ahn
, Yongkil Ahn
·
Finance research letters
·
5
Margin constraints and asset prices
2024
·
Jungkyu Ahn
·
European Finance Review
·
4
Clogged pipes in the repo market
2023
·
Jungkyu Ahn
, Yongkil Ahn
·
Finance research letters
·
4
What drives the TIPS–Treasury bond mispricing?
2023
·
Jungkyu Ahn
, Yongkil Ahn
·
Journal of Empirical Finance
·
2
The tail risk surface
2023
·
Jungkyu Ahn
, Yongkil Ahn
·
Finance research letters
·
2
Options illiquidity in an over-the-counter market
2024
·
Jungkyu Ahn
·
International Review of Financial Analysis
·
1
The promises and pitfalls of the secured overnight financing rate
2024
·
Jungkyu Ahn
, Yongkil Ahn
·
Applied Economics Letters
·
1
Key drivers of the volatility risk premium embedded in the USDKRW FX rate
2026
·
Seungpyo Hong
, Jungkyu Ahn
·
대한경영학회지
Operational Hedging and Interest Rate Risk
2026
·
Jungkyu Ahn
, Bobae Choi
, et al.
·
SSRN Electronic Journal
Hydrograph shape characterization of experimental dam collapse using peak formation and early recession indices
2026
·
Jeongmin Lee
, Jungkyu Ahn
, et al.
·
SSRN Electronic Journal
An empirical comparison of forecasts for foreign exchange volatility
2025
·
Seungpyo Hong
, Jungkyu Ahn
·
대한경영학회지
A tale of two tails
2025
·
Jungkyu Ahn
, Doowon Lee
·
Economics Letters
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Works count:
12
Citation count:
19
H-index:
3
I10-index:
Year
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