6
H index
5
i10 index
177
Citations
Beum Jo Park : Citation Profile
Dankook University | RESEARCH PRODUCTION: 19 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1996 - 2022). 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:
| Cites to:
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Main data
Where Beum Jo Park has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Analysis (Quarterly) | 8 |
| Journal of Banking & Finance | 2 |
Recent works citing Beum Jo Park (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Learning Value-at-Risk and Expected Shortfall. (2022). Saadeddine, B ; Nguyen, Hoang-Dung ; Gobet, E ; Cr, S ; Barrera, D. In: Papers. RePEc:arx:papers:2209.06476. Full description at Econpapers || Download paper |
| 2023 | Monetary 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. Full description at Econpapers || Download paper |
| 2024 | Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524. Full description at Econpapers || Download paper |
| 2024 | Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; An, Ran ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494. Full description at Econpapers || Download paper |
| 2024 | The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062. Full description at Econpapers || Download paper |
| 2023 | Forecasting 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. Full description at Econpapers || Download paper |
| 2023 | FTX 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. Full description at Econpapers || Download paper |
| 2024 | Internet stock message boards and the price–volume relationship: Registered users vs non-registered users. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000941. Full description at Econpapers || Download paper |
| 2024 | Not all the news fitting to reprint: Evidence from price-volume relationship. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001582. Full description at Econpapers || Download paper |
| 2023 | Portfolio 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2024 | The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542. Full description at Econpapers || Download paper |
| 2023 | Return–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. Full description at Econpapers || Download paper |
| 2024 | Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Wang, Chen ; Wu, Ruoxi ; Li, Xiao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291. Full description at Econpapers || Download paper |
| 2024 | Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Bouri, Elie ; Zhang, Lei ; Chen, Yan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Exploring 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. Full description at Econpapers || Download paper |
Works by Beum Jo Park:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | TRADING VOLUME, VOLATILITY, AND GARCH EFFECTS IN THE SOUTH KOREAN WON/US DOLLAR EXCHANGE MARKET: EVIDENCE FROM CONDITIONAL QUANTILE ESTIMATION In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2015 | Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework In: Review of International Economics. [Full Text][Citation analysis] | article | 2 |
| 2007 | The Impact of Surprise Information on the Relation between Volatility and Trading Volume in Exchange Rate Markets (in Korean) In: Economic Analysis (Quarterly). [Full Text][Citation analysis] | article | 0 |
| 2008 | A Study on the Relationship between Volatility and Trading Volumes Using a Surprising-Information-Stochastic-Volatility(SISV) Model (in Korean) In: Economic Analysis (Quarterly). [Full Text][Citation analysis] | article | 0 |
| 2011 | The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean) In: Economic Analysis (Quarterly). [Full Text][Citation analysis] | article | 0 |
| 2012 | Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean) In: Economic Analysis (Quarterly). [Full Text][Citation analysis] | article | 0 |
| 2013 | Volatility Regimes and the Relationship between Volatility, Trading Volume, and Spreads in the FX market (in Korean) In: Economic Analysis (Quarterly). [Full Text][Citation analysis] | article | 0 |
| 2014 | The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean) In: Economic Analysis (Quarterly). [Full Text][Citation analysis] | article | 0 |
| 2015 | Risk Preferences in Decision Making and Cognitive Ability: An Experimental Analysis (in Korean) In: Economic Analysis (Quarterly). [Full Text][Citation analysis] | article | 0 |
| 2016 | Investors Herd Behavior and its Relation with Volatility in the Korean Stock Market (in Korean) In: Economic Analysis (Quarterly). [Full Text][Citation analysis] | article | 0 |
| 1996 | An interior point algorithm for nonlinear quantile regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 82 |
| 2010 | Surprising information, the MDH, and the relationship between volatility and trading volume In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 17 |
| 2011 | Asymmetric herding as a source of asymmetric return volatility In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
| 2014 | Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2022 | The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 9 |
| 2002 | An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns. In: Journal of Forecasting. [Citation analysis] | article | 27 |
| 2017 | A Dynamic Measure of Intentional Herd Behavior in Financial Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2002 | Asymmetric Volatility of Exchange Rate Returns Under The EMS: Some Evidence From Quantile Regression Approach for Tgarch Models In: International Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2009 | Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team