Doctoral
Degree: Ph.D.
Major: Finance
Institution: Konkuk University
Date: Feb. 2012
Master
Degree: Master of Business Administration
Major: Finance
Institution: Konkuk University
Date: Feb. 2004
Bachelor
Degree: Bachelor of Business Administration
Major: Economics
Institution: Konkuk University
Date: Feb. 2002

1. Peer Reviewed Journal Articles
Byung Jo Yoon (2019), A Study on Risk Transfer and Systemic Risk among Financial Institutions using TENET, Korean Journal of Financial Engineering, Vol.1 No. 2, pp. 1-25.
Byung Jo Yoon (2019), A Study on the Tail Dependence between the International Commodity Futures Market and the Korean Stock Market, International Business Review, Vol.23 No.2, pp.19-39.
Byung Jo Yoon (2018), A Study on the Causal Relationship between CDS Premium and Stock Price Index in Asia using Bootstrap Rolling Window, Korean Journal of Financial Engineering, Vol.17 No.4, pp.61-78.
Byung Jo Yoon (2018), A Study on Common Factors and Risk Price in the Asian Government Bonds Market, Global Business Administration Review, Vol.15 No.1, pp.19-36.
Byung Jo Yoon (2018), A Study on Structural Break and Persistence of Asian Government Bonds, Korean Journal of Financial Engineering, Vol.17 No.1, pp.95-121.
Byung Jo Yoon (2017), A Study on the Estimation of Time-varing Risk Premium and the Yield Spread in the Asian Government Bonds Market, Global Business Administration Review, Vol.14 No.3, pp. 1-19.
Byung Jo Yoon (2017), A Study on Structural Change and Causality in Asian Government Bonds, International Business Review, Vol.21 No.4, pp.79-98.
Byung Jo Yoon (2017), A Study on the Causal Relationship between the Crude Oil Futures Market and Asian Stock Markets Using a Frequency Domain Framework, Korean Journal of Financial Engineering, Vol.16 No.4, pp.1-23.
Byung Jo Yoon (2016), Modelling the Time-Varying Correlation between Oil and Asian Stock Markets, Using DCC-GARCH(1,1) and Smooth Transition Regression, International Business Journal, Vol.27 No.4, pp.69-91.
Byung Jo Yoon (2016), A Empirical Study on the Relationship Between Idiosyncratic Volatility and the Excess Returns of the Portfolio Using Markov Switching Model, Korean Journal of Financial Engineering, Vol.15 No.1, pp.75-92.
Byung Jo Yoon (2016), A Study on cointegration and time-varying correlation between CDS premium and implied volatility of currency option in Asian Market, Korean Journal of Financial Engineering, Vol.15 No.3, pp.145-161.
Byung Jo Yoon (2015), Estimating Time-Varying Correlations Between Dollar Index and Non-Deliverable Forward in Asian Markets, Journal of Asia-Pacific Studies (JAPS), Vol.22 No.4, pp.191-214.
Byung Jo Yoon (2015), A Study on Interest Rate Swap Volatility Using Markov-Switching ARCH Model in Korean and Japanese Markets, International Area Studies Review(IASR), Vol.19 No.3, pp.173-198.
2. Research Monographs
3. Books
4. Peer Reviewed Paper Presentations