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정국모(Jung, Kuk-Mo) |
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대표 연구 "A Long Run Approach to Money, Unemployment, and Equity Prices," (with J.H. Pyun) Economic Modelling, 125, 106337, 2023 "A Model of Endogenous Direct and Indirect Asset Liquidity," (with A. Geromichalos and S. Lee) European Economic Review, Vol 132, 103627, 2021 "Stock Market Uncertainty and Uncovered Equity Parity Deviation: Evidence from Asia," (with J. Jung) Journal of Asian Economics, 73, 101271, 2021 "A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle," (with S. Lee) Journal of Money, Credit and Banking, 52(6), pp. 1397-1433, 2020 "Out-of-Smaple Analysis of Internaitona Reserves for Emerging Economies with a Dynamic Panel Model," (with J.H. Pyun)", Panoeconomicus, 67(5), pp. 675-695, 2020 "Monetary Policy and Efficiency in Over-the-Counter financial Trade," (with A. Geromichalos) Canadian Journl of Economics, 52(3), pp. 1699-1754, 2019 "Optimal Negative Interest Ratesunder Uncertainty," International Journal of Central Banking, 15(3), pp.1-25, 2019 "Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate," International Review of Economics and Finance, pp. 486-506, 2018 "An Over-the-Counter Apporach to the FOREX Market," (with A. Geromichalos) International Economic Review, 59(2), pp. 898-919, 2018 "Liquidity Risk and Time-Varying Correlation between Equity and currency Returns," Economic Inquiry, 55(2), pp. 898-919, 2017
"International Reserves for Emerging Economies: A Liquidity Approach," Journal of International Money and Finance, 68, pp. 230-257, 2016 |
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