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Cifuentes, Rodrigo (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003045019

Bruno, Valentina; Shin, Hyun Song - In: Journal of international business studies : JIBS ; an … 45 (2014) 7, pp. 800-820

Persistent link: https://www.econbiz.de/10010496398

Investor redemptions and fund manager sales of emerging market bonds : how are they related?

Shek, Jimmy; Shim, Ilhyock; Shin, Hyun Song - 2015

Persistent link: https://www.econbiz.de/10011332847

Dividends and bank capital in the global financial crisis of 2007-2009

Acharya, Viral V.; Gujral, Irvind; Kulkarni, Nirupama; … - In: The journal of financial crises 4 (2022) 2, pp. 1-39

Persistent link: https://www.econbiz.de/10013447565

Impact of public announcements on trade in financial markets

Morris, Stephen; Shin, Hyun Song - 1994

Persistent link: https://www.econbiz.de/10000898679

Fair value reporting standards and market volatility

Plantin, Guillaume; Sapra, Haresh; Shin, Hyun Song - In: Derivatives accounting and risk management : key …, (pp. 145-156). 2004

Persistent link: https://www.econbiz.de/10002771787

Liquidity risk and contagion

Cifuentes, Rodrigo; Ferrucci, Gianluigi; Shin, Hyun Song - 2005

Persistent link: https://www.econbiz.de/10002841566

Leverage asset pricing

Adrian, Tobias; Mönch, Emanuel; Shin, Hyun Song - 2013

We investigate intermediary asset pricing theories empirically and find strong support for models that have intermediary leverage as the relevant state variable. A parsimonious model that uses detrended dealer leverage as a price-of-risk variable, and innovations to dealer leverage as a pricing...

Persistent link: https://www.econbiz.de/10009787499

Endogenous and systemic risk

Daníelsson, Jón; Shin, Hyun Song; Zigrand, Jean-Pierre - In: Quantifying systemic risk, (pp. 73-94). 2013

Persistent link: https://www.econbiz.de/10010191412

Asset price dynamics with value-at-risk constrained traders

Daníelsson, Jón; Shin, Hyun Song; Zigrand, Jean-Pierre - 2001

Persistent link: https://www.econbiz.de/10001622267

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