Hedging bank market risk with futures and forwards

von Mun, Kyung-chun
Veröffentlicht in The quarterly review of economics and finance (2016)

The joint response of stock and foreign exchange markets to macroeconomic surprises : using US and Japanese data

von Mun, Kyung-chun
Veröffentlicht in Journal of banking & finance (2012)

Effects of exchange rate fluctuations on equity market volatility and correlations : evidence from the Asian financial crisis

von Mun, Kyung-chun
Veröffentlicht in Quarterly journal of finance & accounting (2008)

The 9/11 terrorist attacks and emerging stock markets

von Mun, Kyung-chun
Veröffentlicht in The day that changed everything? ; Vol. 2: The impact of 9/11 on business and economics (2009)

Volatility and correlation in international stock markets and the role of exchange rate fluctuations

von Mun, Kyung-chun
Veröffentlicht in Journal of international financial markets, institutions & money (2007)

Bank foreign exchange and interest rate risk management : simultaneous versus separate hedging strategies

von Mun, Kyung-chun
Veröffentlicht in Journal of financial intermediation (2003)

Cross-hedging foreign exchange rate risks : the case of deposit money banks in emerging Asian countries

von Mun, Kyung-chun
Veröffentlicht in Pacific-Basin finance journal (1997)

Risk premia on foreign exchange : a direct approach

von Mun, Kyung-chun
Veröffentlicht in Journal of multinational financial management (2003)

Stock market adjustment to earnings announcement in the presence of accounting irregularity allegations

von Mun, Kyung-chun
Veröffentlicht in Quarterly journal of finance & accounting (2010)