Howard Kung

London Business School

Assistant Professor of Finance

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

12

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CITATIONS
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in Total Papers Citations

24

Scholarly Papers (12)

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 (13,773)
Citation 10

Abstract:

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

2.

Fiscal Policies and Asset Prices

Review of Financial Studies, Forthcoming
Number of pages: 47 Posted: 15 Jun 2011 Last Revised: 03 Oct 2012
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 (15,365)
Citation 10

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 272 (87,224)

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 18 (450,745)

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: 47 Posted: 15 Dec 2010 Last Revised: 06 May 2011
Eric M. Aldrich and Howard Kung
University of California, Santa Cruz and London Business School
Downloads 200 (119,648)

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: 46 Posted: 26 Sep 2009 Last Revised: 09 Sep 2010
Eric M. Aldrich and Howard Kung
University of California, Santa Cruz and London Business School
Downloads 52 (311,338)

Abstract:

Dynamic Macroeconomic Models, Dynamic Equilibrium Economies, Computational Methods, Nonlinear Solution Methods, Production, Long-Run Risk, Recursive Utility, Asset Pricing, Equity Premium, Business Cycle

5.

The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment

Number of pages: 63 Posted: 15 Mar 2012 Last Revised: 15 Jul 2016
Hyunseob Kim and Howard Kung
Cornell University - Samuel Curtis Johnson Graduate School of Management and London Business School
Downloads 193 (49,906)
Citation 1

Abstract:

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

6.

Competition, Markups and Predictable Returns

Number of pages: 59 Posted: 18 Jan 2015 Last Revised: 16 Apr 2015
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 (99,222)

Abstract:

Imperfect competition, markups, entry and exit, productivity, business cycle propagation, asset pricing, predictability, 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 (146,863)
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 (207,471)
Citation 1

Abstract:

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

9.
Downloads 56 (296,128)

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 50 (317,207)

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 (517,735)

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

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 (326,637)
Citation 1

Abstract:

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

11.

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 (430,072)

Abstract:

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

12.

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 (352,101)

Abstract: