Dr Minjoo Kim PhD, FHEA

Senior Lecturer Finance and Accounting

+44 (0)151 795 1146
Work email Minjoo.Kim@liverpool.ac.uk
Personal Websitehttps://sites.google.com/site/drminjookim/

Publications

Selected Publications

Do firms care about investment opportunities? Evidence from China (Journal article - 2018)
FARVaR: Functional Autoregressive Value-at-Risk (Journal article - 2019)
Forecasting distributions of inflation rates: the functional auto-regressive approach (Journal article - 2016)
In search of robust methods for dynamic panel data models in empirical corporate finance (Journal article - 2015)
Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models (Journal article - 2012)

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2024

Default dependence in the insurance and banking sectors: A copula approach (Journal article)

Zhang, X., Kim, M., Yan, C., & Zhao, Y. (2024). Default dependence in the insurance and banking sectors: A copula approach. Journal of International Financial Markets, Institutions and Money, 91, 101911. doi:10.1016/j.intfin.2023.101911

DOI: 10.1016/j.intfin.2023.101911

2021

The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (Journal article)

Kim, M., Yang, J., Song, P., & Zhao, Y. (2021). The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments. QUANTITATIVE FINANCE, 21(5), 815-835. doi:10.1080/14697688.2020.1812701

DOI: 10.1080/14697688.2020.1812701

2019

FARVaR: Functional Autoregressive Value-at-Risk (Journal article)

Cai, X., Kim, M., Shin, Y., & Zhang, Q. (2019). FARVaR: Functional Autoregressive Value-at-Risk. Journal of Financial Econometrics, 17(2), 284-337. doi:10.1093/jjfinec/nby031

DOI: 10.1093/jjfinec/nby031

2018

Do firms care about investment opportunities? Evidence from China (Journal article)

Ding, S., Kim, M., & Zhang, X. (2018). Do firms care about investment opportunities? Evidence from China. Journal of Corporate Finance, 52, 214-237. doi:10.1016/j.jcorpfin.2018.07.003

DOI: 10.1016/j.jcorpfin.2018.07.003

2017

The joint credit risk of UK global-systemically important banks (Journal article)

Cerrato, M., Crosby, J., Kim, M., & Zhao, Y. (2017). The joint credit risk of UK global-systemically important banks. JOURNAL OF FUTURES MARKETS, 37(10), 964-988. doi:10.1002/fut.21855

DOI: 10.1002/fut.21855

Relation between higher order comoments and dependence structure of equity portfolio (Journal article)

Cerrato, M., Crosby, J., Kim, M., & Zhao, Y. (2017). Relation between higher order comoments and dependence structure of equity portfolio. JOURNAL OF EMPIRICAL FINANCE, 40, 101-120. doi:10.1016/j.jempfin.2016.11.007

DOI: 10.1016/j.jempfin.2016.11.007

2016

Forecasting distributions of inflation rates: the functional auto-regressive approach (Journal article)

Chaudhuri, K., Kim, M., & Shin, Y. (2016). Forecasting distributions of inflation rates: the functional auto-regressive approach. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 179(1), 65-102. doi:10.1111/rssa.12109

DOI: 10.1111/rssa.12109

2015

In search of robust methods for dynamic panel data models in empirical corporate finance (Journal article)

Dang, V. A., Kim, M., & Shin, Y. (2015). In search of robust methods for dynamic panel data models in empirical corporate finance. JOURNAL OF BANKING & FINANCE, 53, 84-98. doi:10.1016/j.jbankfin.2014.12.009

DOI: 10.1016/j.jbankfin.2014.12.009

2014

Asymmetric adjustment toward optimal capital structure: Evidence from a crisis (Journal article)

Dang, V. A., Kim, M., & Shin, Y. (2014). Asymmetric adjustment toward optimal capital structure: Evidence from a crisis. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 33, 226-242. doi:10.1016/j.irfa.2014.02.013

DOI: 10.1016/j.irfa.2014.02.013

2013

On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK (Journal article)

Chaudhuri, K., Greenwood-Nimmo, M., Kim, M., & Shin, Y. (2013). On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK. JOURNAL OF MONEY CREDIT AND BANKING, 45(7), 1431-1449. doi:10.1111/jmcb.12058

DOI: 10.1111/jmcb.12058

2012

Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models (Journal article)

Viet, A. D., Kim, M., & Shin, Y. (2012). Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models. JOURNAL OF EMPIRICAL FINANCE, 19(4), 465-482. doi:10.1016/j.jempfin.2012.04.004

DOI: 10.1016/j.jempfin.2012.04.004