Get started
Author

Yuen Jung Park

Observed name: Yuen Park
Institution: Hallym University
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 · 31
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 · 28
Macroeconomic Conditions and Credit Default Swap Spread Changes
2017 · Tong Suk Kim, Jae Won Park, et al. · Journal of Futures Markets · 20
Investor Sentiment and Credit Default Swap Spreads During the Global Financial Crisis
2016 · Jeehye Lee, Sol Kim, et al. · Journal of Futures Markets · 17
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
The Effect of Housing Prices on Bank Performance in Korea
2019 · Youngkyung Ok, Jungmu Kim, et al. · Sustainability · 9
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
Institutional Investors’ Trading Response to Stock Market Anomalies: Evidence from Korea
2020 · Jungmu Kim, Youngkyung Ok, et al. · Sustainability · 5
PDF
A Study on Cross－Effects of Prices of Bitcoin, Traditional Assets, and Traditional Currencies
2019 · Jungmu Kim, Nae Young Kang, et al. · 경영교육연구 · 4
Cross-Sectional Expected Returns and Predictability in the Korean Stock Market
2019 · Toyoung Kim, Tong Suk Kim, et al. · Emerging Markets Finance and Trade · 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
Repurchases Have Changed
2015 · Inmoo Lee, Yuen Park, et al. · SSRN Electronic Journal · 1
Macroeconomic Conditions and Credit Default Swap (CDS) Spread Changes
2014 · Tong Suk Kim, Yuen Park, et al. · SSRN Electronic Journal · 1
Works count: 46
Citation count: 219
H-index: 9
I10-index: 7
Year
Topic
Type