Myeong Jun Kim
Biographic Data
| ID | 6681697 |
|---|---|
| NAME | Myeong Jun Kim |
| GIVEN NAMES | Myeong Jun |
| FAMILY NAME | Kim |
| SIGNATURE | KIM M J |
| AFFILIATIONS | School of Economics and Finance, South China University of Technology, Guangzhou University Town, Guangzhou Shi |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Quantile causal relationship between Bitcoin and stock indices
This study employs a Granger non-causality test in quantiles to analyze the causal relationship between Bitcoin and representative stock indices. We further bifurcate our analysis into pre- and post-COVID-19 periods, providing a unique perspective on hedge evaluation in different market conditions. The empirical findings reveal several key insights. First, a traditional causal test conducted over the entire period, which only considers causality …
On time and frequency-varying Okun’s coefficient
No prominent works on this page.
On time and frequency-varying Okun’s coefficient
Quantile causal relationship between Bitcoin and stock indices
This study employs a Granger non-causality test in quantiles to analyze the causal relationship between Bitcoin and representative stock indices. We further bifurcate our analysis into pre- and post-COVID-19 periods, providing a unique perspective on hedge evaluation in different market conditions. The empirical findings reveal several key insights. First, a traditional causal test conducted over the entire period, which only considers causality …
Econometrics (2 works) · Economics (2 works) · Blockchain Technology Applications and Security (1 work) · Business (1 work) · Complex Systems and Time Series Analysis (1 work) · Computer Science (1 work) · Detrended fluctuation analysis (1 work) · Financial economics (1 work) · Geography (1 work) · Granger causality (1 work)