Howard Kung

London Business School

Assistant Professor of Finance

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 9,390

SSRN RANKINGS

Top 9,390

in Total Papers Downloads

4,084

CITATIONS
Rank 14,591

SSRN RANKINGS

Top 14,591

in Total Papers Citations

25

Scholarly Papers (13)

1.

Innovation, Growth, and Asset Prices

AFA 2012 Chicago Meetings Paper
Number of pages: 50 Posted: 21 Mar 2011 Last Revised: 12 Jun 2014
Howard Kung and Lukas Schmid
London Business School and Duke University - The Fuqua School of Business
Downloads 944 (14,070)
Citation 10

Abstract:

Endogenous growth, asset pricing, innovation, R&D, productivity, recursive preferences

2.

Fiscal Policies and Asset Prices

Review of Financial Studies, 2012
Number of pages: 47 Posted: 15 Jun 2011 Last Revised: 10 Mar 2017
University of North Carolina Kenan-Flagler Business School, London Business School, Ohio State University (OSU) - Department of Finance and Duke University - The Fuqua School of Business
Downloads 908 (15,379)
Citation 9

Abstract:

cost of equity, corporate tax uncertainty, tax smoothing

The CAPM Strikes Back? An Investment Model with Disasters

Fisher College of Business Working Paper No. 2015-03-03, Charles A. Dice Center Working Paper No. 2015-03
Number of pages: 41 Posted: 23 Feb 2015 Last Revised: 08 Oct 2015
Hang Bai, Kewei Hou, Howard Kung and Lu Zhang
Ohio State University (OSU) - Fisher College of Business, Ohio State University (OSU) - Department of Finance, London Business School and Ohio State University - Fisher College of Business
Downloads 297 (84,251)

Abstract:

The CAPM, Investment-based Asset Pricing, Rare Disasters, Measurement Errors

The CAPM Strikes Back? An Investment Model with Disasters

NBER Working Paper No. w21016
Number of pages: 41 Posted: 16 Mar 2015
Hang Bai, Kewei Hou, Howard Kung and Lu Zhang
Ohio State University (OSU) - Fisher College of Business, Ohio State University (OSU) - Department of Finance, London Business School and Ohio State University - Fisher College of Business
Downloads 19 (470,926)
  • Add to Cart

Abstract:

Computational Methods for Production-Based Asset Pricing Models with Recursive Utility

Economic Research Initiatives at Duke (ERID) Working Paper No. 87
Number of pages: 45 Posted: 15 Dec 2010 Last Revised: 10 May 2017
Eric M. Aldrich and Howard Kung
University of California, Santa Cruz and London Business School
Downloads 222 (114,745)

Abstract:

DSGE Models, Nonlinear Solution Methods, Numerical Dynamic Program- ming, Recursive Utility, Asset Pricing

Computational Methods for Production-Based Asset Pricing Models with Recursive Utility

Number of pages: 45 Posted: 26 Sep 2009 Last Revised: 10 May 2017
Eric M. Aldrich and Howard Kung
University of California, Santa Cruz and London Business School
Downloads 52 (330,622)

Abstract:

DSGE Models, Nonlinear Solution Methods, Numerical Dynamic Programming, Recursive Utility, Asset Pricing.

5.

The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment

Number of pages: 63 Posted: 15 Mar 2012 Last Revised: 20 Mar 2017
Hyunseob Kim and Howard Kung
Cornell University - Samuel Curtis Johnson Graduate School of Management and London Business School
Downloads 193 (48,228)
Citation 3

Abstract:

Asset redeployability; Uncertainty; Irreversible investment; Capital reallocation; Real options

6.

Competition, Markups and Predictable Returns

Number of pages: 50 Posted: 18 Jan 2015 Last Revised: 16 May 2017
Alexandre Corhay, Howard Kung and Lukas Schmid
University of Toronto - Rotman School of Management, London Business School and Duke University - The Fuqua School of Business
Downloads 122 (85,715)

Abstract:

Imperfect competition, strategic interactions, time-varying risk premia, stock return predictability, markups, entry and exit, recursive preferences

7.

Macroeconomic Linkages between Monetary Policy and the Term Structure of Interest Rates

Number of pages: 39 Posted: 16 Feb 2014 Last Revised: 21 Feb 2014
Howard Kung
London Business School
Downloads 120 (145,661)
Citation 1

Abstract:

Term structure of interest rates, asset pricing, recursive preferences, monetary policy, endogenous growth, inflation, productivity

8.

Equilibrium Growth, Inflation, and Bond Yields

Number of pages: 50 Posted: 01 Mar 2012 Last Revised: 04 Jun 2012
Howard Kung
London Business School
Downloads 95 (215,839)
Citation 2

Abstract:

Term structure of interest rates, asset pricing, recursive preferences, monetary policy, endogenous growth, inflation, productivity.

9.
Downloads 58 (308,934)

Growth, Slowdowns, and Recoveries

Economic Research Initiatives at Duke (ERID) Working Paper No. 184
Number of pages: 39 Posted: 16 Mar 2015 Last Revised: 11 Apr 2015
Francesco Bianchi and Howard Kung
Duke University and London Business School
Downloads 52 (330,622)

Abstract:

DSGE model, Endogenous growth, Technology Diffusion, Business cycles, Bayesian Methods

Growth, Slowdowns, and Recoveries

NBER Working Paper No. w20725
Number of pages: 48 Posted: 08 Dec 2014
Duke University, London Business School and University of Alberta
Downloads 6 (544,473)
  • Add to Cart

Abstract:

Growth, Slowdowns, and Recoveries

CEPR Discussion Paper No. DP10291
Number of pages: 39 Posted: 08 Dec 2014
Francesco Bianchi and Howard Kung
Duke University and London Business School
Downloads 0
  • Add to Cart

Abstract:

Bayesian methods, business cycles, DSGE model, endogenous growth, technology diffusion

10.

A Macroeconomic Foundation for the Equilibrium Term Structure of Interest Rates

Number of pages: 37 Posted: 25 Apr 2013
Howard Kung
London Business School
Downloads 38 (337,407)
Citation 1

Abstract:

term structure of interest rates, asset pricing, recursive preferences, monetary policy, endogenous growth, inflation, productivity

11.

QE in the Fiscal Theory: A Risk-Based View

Rotman School of Management Working Paper No. 2981085
Number of pages: 52 Posted: 07 Jun 2017
University of Toronto - Rotman School of Management, London Business School and University of Alberta
Downloads 0 (475,713)

Abstract:

Fiscal Theory of the Price Level, Government Debt, Maturity Structure, Inflation, Bond Risk Premia, Markov-Switching DSGE, Nonlinear Solution Methods, Time-Varying Risk Premia

12.

Limited Marital Commitment and Household Portfolios

Number of pages: 31 Posted: 18 Nov 2016
Jawad M. Addoum, Howard Kung and Gonzalo Morales
Cornell University, London Business School and University of Alberta
Downloads 0 (419,017)

Abstract:

Optimal Portfolio Choice, Limited Commitment, Bargaining Power, Risk Aversion

13.

Government Maturity Structure Twists

Number of pages: 40 Posted: 25 Apr 2016
University of Toronto - Rotman School of Management, London Business School and University of Alberta
Downloads 0 (303,737)

Abstract: