Beum Jo Park : Citation Profile


Are you Beum Jo Park?

Dankook University

5

H index

5

i10 index

168

Citations

RESEARCH PRODUCTION:

19

Articles

1

Papers

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 6
   Journals where Beum Jo Park has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 9 (5.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa753
   Updated: 2024-01-16    RAS profile: 2021-12-31    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Beum Jo Park.

Is cited by:

Damette, Olivier (4)

Goutte, Stéphane (4)

Buchinsky, Moshe (4)

GUPTA, RANGAN (3)

Demirer, Riza (3)

Fitzenberger, Bernd (3)

Carnero, M. Angeles (2)

Melo-Velandia, Luis (2)

Fiszeder, Piotr (2)

Haupt, Harry (2)

Grossi, Luigi (2)

Cites to:

Bollerslev, Tim (24)

Andersen, Torben (14)

Engle, Robert (11)

Diebold, Francis (11)

Shleifer, Andrei (10)

Campbell, John (10)

Tauchen, George (8)

Hommes, Cars (8)

Summers, Lawrence (7)

Schwert, G. (6)

He, Xuezhong (Tony) (6)

Main data


Where Beum Jo Park has published?


Journals with more than one article published# docs
Economic Analysis (Quarterly)8
Journal of Banking & Finance2

Recent works citing Beum Jo Park (2024 and 2023)


YearTitle of citing document
2023Monetary policy transmission modeling and policy responses. (2023). Xu, Xiaoguang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001760.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Kamal, Elham ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004713.

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2023Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189.

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2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023The Nexus between Foreign Competition and Buying Innovation: Evidence from China’s High-Technology Industry. (2023). Zeb, Ali ; Jalal, Waqar ; Rabnawaz, Muhammad ; Yi, SU. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:11756-:d:1206743.

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2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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Works by Beum Jo Park:


YearTitleTypeCited
2007TRADING VOLUME, VOLATILITY, AND GARCH EFFECTS IN THE SOUTH KOREAN WON/US DOLLAR EXCHANGE MARKET: EVIDENCE FROM CONDITIONAL QUANTILE ESTIMATION* In: The Japanese Economic Review.
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article2
2015Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework In: Review of International Economics.
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article2
2007The Impact of Surprise Information on the Relation between Volatility and Trading Volume in Exchange Rate Markets (in Korean) In: Economic Analysis (Quarterly).
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article0
2008A Study on the Relationship between Volatility and Trading Volumes Using a Surprising-Information-Stochastic-Volatility(SISV) Model (in Korean) In: Economic Analysis (Quarterly).
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article0
2011The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean) In: Economic Analysis (Quarterly).
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2012Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean) In: Economic Analysis (Quarterly).
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2013Volatility Regimes and the Relationship between Volatility, Trading Volume, and Spreads in the FX market (in Korean) In: Economic Analysis (Quarterly).
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2014The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean) In: Economic Analysis (Quarterly).
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2015Risk Preferences in Decision Making and Cognitive Ability: An Experimental Analysis (in Korean) In: Economic Analysis (Quarterly).
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2016Investors Herd Behavior and its Relation with Volatility in the Korean Stock Market (in Korean) In: Economic Analysis (Quarterly).
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1996An interior point algorithm for nonlinear quantile regression In: Journal of Econometrics.
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article81
2010Surprising information, the MDH, and the relationship between volatility and trading volume In: Journal of Financial Markets.
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article14
2011Asymmetric herding as a source of asymmetric return volatility In: Journal of Banking & Finance.
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article21
2014Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents In: Journal of Banking & Finance.
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article13
2022The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market In: Research in International Business and Finance.
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article5
2002An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns. In: Journal of Forecasting.
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article26
2017A Dynamic Measure of Intentional Herd Behavior in Financial Markets In: MPRA Paper.
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paper1
2011Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information In: Journal for Economic Forecasting.
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article0
2002Asymmetric Volatility of Exchange Rate Returns Under The EMS: Some Evidence From Quantile Regression Approach for Tgarch Models In: International Economic Journal.
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article0
2009Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models In: Quantitative Finance.
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article3

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