• 73 Citations
  • 4 h-Index
20022015
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Fingerprint Dive into the research topics where Joocheol Kim is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

financial derivatives Social Sciences
Asset-liability Management Mathematics
Martingale Method Mathematics
Stratified Sampling Mathematics
Stochastic Volatility Mathematics
monetary policy Social Sciences
Martingale Mathematics
Conditioning Mathematics

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Research Output 2002 2015

  • 73 Citations
  • 4 h-Index
  • 12 Article
4 Citations (Scopus)

A parametric alternative to the Hill estimator for heavy-tailed distributions

Kim, J. H. T. & Kim, J., 2015 May 1, In : Journal of Banking and Finance. 54, p. 60-71 12 p.

Research output: Contribution to journalArticle

Phase-type distribution
Eigenvalues
Extreme value theory
Heavy-tailed distribution
Hill estimator
2 Citations (Scopus)

Financial Derivatives Usage and Monetary Policy Transmission: Evidence from Korean Firm-level Data

Park, D. & Kim, J., 2015 Jan 1, In : Global Economic Review. 44, 1, p. 101-115 15 p.

Research output: Contribution to journalArticle

financial derivatives
monetary policy
indebtedness
firm
evidence
3 Citations (Scopus)

Financial regulation, exchange rate exposure, and hedging activities: Evidence from Korean firms

Kim, J. H. & Kim, J., 2015 Jan 30, In : Emerging Markets Finance and Trade. 51, p. S152-S173

Research output: Contribution to journalArticle

Financial regulation
Exchange rate exposure
Hedging
Corporate governance
Financial supervision
3 Citations (Scopus)

Revisiting a story of two countries in East Asia after Abenomics

Park, D. & Kim, J., 2015 Jan 1, In : Applied Economics Letters. 22, 4, p. 255-260 6 p.

Research output: Contribution to journalArticle

East Asia
Stock market returns
Currency depreciation
Empirical evidence
Exporting
1 Citation (Scopus)

Intra and offshore trade in the euro zone and trade imbalances

Kim, J. H. & Kim, J., 2014 Jan 1, In : Applied Economics Letters. 21, 15, p. 1060-1064 5 p.

Research output: Contribution to journalArticle

Euro zone
Trade imbalances
Imbalance
Government expenditure
Unemployment