| Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models VA Dang, M Kim, Y Shin Journal of Empirical Finance 19 (4), 465-482, 2012 | 336 | 2012 |
| In search of robust methods for dynamic panel data models in empirical corporate finance VA Dang, M Kim, Y Shin Journal of Banking & Finance 53, 84-98, 2015 | 149 | 2015 |
| Asymmetric adjustment toward optimal capital structure: Evidence from a crisis VA Dang, M Kim, Y Shin International Review of Financial Analysis 33, 226-242, 2014 | 143 | 2014 |
| Do firms care about investment opportunities? Evidence from China S Ding, M Kim, X Zhang Journal of Corporate Finance 52, 214-237, 2018 | 52 | 2018 |
| Relation between higher order comoments and dependence structure of equity portfolio M Cerrato, J Crosby, M Kim, Y Zhao Journal of Empirical Finance 40, 101-120, 2017 | 25 | 2017 |
| Forecasting distributions of inflation rates: the functional auto-regressive approach K Chaudhuri, M Kim, Y Shin Journal of the Royal Statistical Society Series A: Statistics in Society 179 …, 2016 | 18 | 2016 |
| The joint credit risk of UK global‐systemically important banks M Cerrato, J Crosby, M Kim, Y Zhao Journal of Futures Markets 37 (10), 964-988, 2017 | 14 | 2017 |
| On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK K Chaudhuri, M Greenwood‐Nimmo, M Kim, Y Shin Journal of Money, Credit and Banking 45 (7), 1431-1449, 2013 | 11 | 2013 |
| FARVaR: functional autoregressive value-at-risk CX Cai, M Kim, Y Shin, Q Zhang Journal of Financial Econometrics 17 (2), 284-337, 2019 | 9 | 2019 |
| The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments M Kim, J Yang, P Song, Y Zhao Quantitative Finance 21 (5), 815-835, 2021 | 4 | 2021 |
| Three essays in semi-parametric modelling of time-varying distribution M Kim University of Leeds, 2011 | | 2011 |
