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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
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Revisiting asset pricing under habit formation in an overlapping-generations economy
Kim, Sei-Wan; Krausz, Joshua; Nam, Kiseok - In: Journal of banking & finance 37 (2013) 1, pp. 132-138
Persistent link: https://www.econbiz.de/10009675550
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The intertemporal risk-return relation, investor behavior, and technical trading profits : evidence from the G-7 countries
Kang, Moonsoo; Krausz, Joshua; Nam, Kiseok - In: The European journal of finance 25 (2019) 8, pp. 780-798
Persistent link: https://www.econbiz.de/10012207029
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Intertemporal risk-return tradeoff in the short-run
Marks, Joseph M.; Nam, Kiseok - In: Economics letters 172 (2018), pp. 81-84
Persistent link: https://www.econbiz.de/10012022059
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Trend in aggregate idiosyncratic volatility
Nam, Kiseok; Khaksari, Shahriar; Kang, Moonsoo - In: Review of financial economics : RFE 35 (2017), pp. 11-28
Persistent link: https://www.econbiz.de/10011959395
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State-dependent volatility feedback effect in the ICAPM
Kilic, Osman; Nam, Kiseok; O'Connor, Matthew L. - In: Finance research letters 59 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014445185
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Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman; Marks, Joseph M.; Nam, Kiseok - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
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Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya; Nam, Kiseok; Wang, Xuewu - In: Review of financial economics : RFE 41 (2023) 2, pp. 109-135
Persistent link: https://www.econbiz.de/10014278645