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Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho (contributor); Helwege, Jean (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786259
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Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho (contributor); Helwege, Jean (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522524
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Structural Models of Corporate Bond Pricing : An Empirical Analysis
Eom, Young Ho - 2002
This paper empirically tests five structural models of corporate bond pricing: Those of Merton (1974), Geske (1977), Leland and Toft (1996), Longstaff and Schwartz (1995), and Collin-Dufresne and Goldstein (2001). We implement the models using a sample of 182 bond prices from firms with simple...
Persistent link: https://www.econbiz.de/10012741348
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Structural Models of Corporate Bond Pricing: An Empirical Analysis
Eom, Young Ho; Helwege, Jean; Huang, Jing-Zhi - In: The review of financial studies 17 (2013) 2, pp. 499-498
Persistent link: https://www.econbiz.de/10010114477
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Why untie aid? : an empirical analysis of the determinants of South Korea's Untied aid from 2010 to 2013
Chung, Soyoon; Eom, Young Ho; Jung, Heon Joo - In: Journal of international development : the journal of … 28 (2016) 4, pp. 552-568
Persistent link: https://www.econbiz.de/10011552595
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Who overreacts to overnight news? : empirical evidence from the Korean stock market
Kwon, Enjung; Eom, Young Ho; Jang, Woon Wook; Hahn, Jaehoon - In: Asia-Pacific journal of financial studies 44 (2015) 2, pp. 298-321
Persistent link: https://www.econbiz.de/10011458986
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Empirical performance of alternative option pricing models with stochastic volatility and leverage effects
Jang, Woon Wook; Eom, Young Ho; Kim, Don H. - In: Asia-Pacific journal of financial studies 43 (2014) 3, pp. 432-464
Persistent link: https://www.econbiz.de/10010408040
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Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - In: The journal of fixed income 12 (2002) 1, pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
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The international linkage of interest rate swap spreads : the yen-dollar markets
Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - In: Economic theory, dynamics and markets : essays in honor …, (pp. 287-308). 2001
Persistent link: https://www.econbiz.de/10001785965
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No-arbitrage option pricing : new evidence on the validity of the martingale property
Brenner, Menachem; Eom, Young Ho - 1997
Persistent link: https://www.econbiz.de/10001442896