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Kim, Hwagyun's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,764 |
Total
Citations
6 |
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1.
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Kim, Hwagyun
Texas A&M University - Mays Business School
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601
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3
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Bond Return Prediction, Macroeconomic Variables
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2.
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Kim, Hwagyun
Texas A&M University - Mays Business School Moon, Agnes J.
University of Southern California - Marshall School of Business - Finance and Business Economics Department
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11 Jan 07
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Last Revised:
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18 Oct 11
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434
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Term structure, Segmented asset market, Habit formation, Imperfect nominal indexation, Bond risk premia
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3.
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Kim, Hwagyun
Texas A&M University - Mays Business School Lee, Hyoung Il
Government of Korea - Ministry of Strategy and Finance Park, Joon Y.
Texas A&M University (TAMU) Yeo, Hyosung
Texas A&M University (TAMU)
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428
(31,277)
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3
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macroeconomic uncertainty, asset pricing, regime switching volatility with smooth transitions, volatility clustering, Gibbs Sampling
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4.
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Cho, David D.
Huizenga School of Business Kim, Hwagyun
Texas A&M University - Mays Business School Shin, Jung S.
State University of New York at Buffalo
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12 Oct 07
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Last Revised:
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18 Oct 11
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354
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Corporate bonds, Seniority/Security, TRACE, Watchlist, Credit News, Credit Risk
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5.
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Kim, Hwagyun
Texas A&M University - Mays Business School Mahajan, Arvind
Texas A&M University (TAMU) - Department of Finance Petkevich, Alex
The University of Toledo - Department of Finance
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226
(66,056)
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Momentum, Bonds, Aggregate Default Shocks, Recovery.
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6.
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Choi, Seung Mo
International Monetary Fund (IMF) Johnson, Shane A.
Texas A&M University - Department of Finance Kim, Hwagyun
Texas A&M University - Mays Business School Nam, Changwoo
Korea Development Institute
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18 Mar 11
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Last Revised:
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13 Dec 12
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215
(69,544)
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Asset Pricing, Cross-Sectional Stock Returns, Payout Policy, Propensity to Pay Dividend, Firm Heterogeneity
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7.
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Kim, Hwagyun
Texas A&M University - Mays Business School
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25 Feb 09
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Last Revised:
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18 Oct 11
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170
(87,545)
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term structure estimation, stochastic volatility, yield forecasts, macroeconomic factors, velocity of money, bond risk premia
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8.
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Kim, Hwagyun
Texas A&M University - Mays Business School Park, Joon Y.
Texas A&M University (TAMU) Chang, Yoosoon
delete
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09 Feb 11
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Last Revised:
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21 Nov 12
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152
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Panel, High-Frequency, Time Change, Realized Variance, Fame-French
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9.
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Choi, Seung Mo
International Monetary Fund (IMF) Kim, Hwagyun
Texas A&M University - Mays Business School
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09 Sep 12
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Last Revised:
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18 Dec 12
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70
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1
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Momentum Effect, Asset Pricing
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10.
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Kim, Hwagyun
Texas A&M University - Mays Business School Choi, Seung Mo
International Monetary Fund (IMF) MA, Xiaohan
The George Washington University
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63
(179,478)
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growth, urbanization, learning by doing, international trade
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11.
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Jeong, Daehee
affiliation not provided to SSRN Kim, Hwagyun
Texas A&M University - Mays Business School Park, Joon Y.
Texas A&M University (TAMU)
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21 Mar 10
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Last Revised:
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21 Nov 12
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30
(243,551)
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Recursive utility, stochastic differential utility, multiple priors, ambiguity aversion, continuous time asset pricing model, time change, unobservable aggregate wealth
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12.
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Kim, Hwagyun
Texas A&M University - Mays Business School Park, Hail
Bank of Korea
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21
(272,010)
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term structure estimation, macro factors, yield forecasts
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