Narrow search
Showing 1 - 10 of 35
Cover Image
The zero lower bound and economic determinants of the volatility surface in the interest cap markets
Kim, Myeong Hyeon; Kim, Changki; Hwang, Injun - In: The journal of futures markets 37 (2017) 6, pp. 578-598
Persistent link: https://www.econbiz.de/10011950845
Cover Image
Premia for correlated default risk
Azizpour, Shahriar; Giesecke, Kay; Kim, Baeho - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1340-1357
Persistent link: https://www.econbiz.de/10009241405
Cover Image
Monte Carlo algorithms for default timing problems
Giesecke, Kay; Kim, Baeho; Zhu, Shilin - In: Management science : journal of the Institute for … 57 (2011) 12, pp. 2115-2129
Persistent link: https://www.econbiz.de/10009428275
Cover Image
Systematic cyclicality of systemic bubbles : evidence from the U.S. commercial banking system
Kim, Myeong Hyeon; Kim, Baeho - In: Journal of macroeconomics 42 (2014), pp. 281-297
Persistent link: https://www.econbiz.de/10011286611
Cover Image
Systemic risk : what defaults are telling us
Giesecke, Kay; Kim, Baeho - In: Management science : journal of the Institute for … 57 (2011) 8, pp. 1387-1405
Persistent link: https://www.econbiz.de/10009297011
Cover Image
Liquidity and credit risk before and after the global financial crisis : evidence from the Korean corporate bond market
Shin, Dongheon; Kim, Baeho - In: Pacific-Basin finance journal 33 (2015), pp. 38-61
Persistent link: https://www.econbiz.de/10011474048
Cover Image
Optimal credit swap portfolios
Giesecke, Kay; Kim, Baeho; Kim, Jack; Tsoukalas, Gerry - In: Management science : journal of the Institute for … 60 (2014) 9, pp. 2291-2307
Persistent link: https://www.econbiz.de/10010461900
Cover Image
Default probabilities of privately held firms
Duan, Jin-Chuan; Kim, Baeho; Kim, Woojin; Shin, Donghwa - In: Journal of banking & finance 94 (2018), pp. 235-250
Persistent link: https://www.econbiz.de/10011966607
Cover Image
Default clustering risk premium and its cross-market asset pricing implications
Byun, Kiwoong; Kim, Baeho; Oh, Dong Hwan - 2023
Persistent link: https://www.econbiz.de/10014377671
Cover Image
Innovation in financial inclusion policies with digital transformation : evidence from South Korea
Byun, Kiwoong; Hong, Jusung; Kim, Baeho; Park, Jehyun - In: Asia-Pacific journal of financial studies 53 (2024) 2, pp. 128-154
Persistent link: https://www.econbiz.de/10014530694