KiHoon Jimmy Hong

Hongik University

Assistant Professor

Mapogu

94

Seoul, Seoul 121

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

5

DOWNLOADS

292

SSRN CITATIONS

3

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

Crowding Out in a Dual Currency Regime? Digital versus Fiat Currency

Bank of Korea WP 2017-13
Number of pages: 45 Posted: 04 May 2017
KiHoon Jimmy Hong, Kyounghoon Park and Jongmin Yu
Hongik University, The Bank of Korea and Hongik University - Department of Economics
Downloads 202 (218,518)
Citation 5

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Bitcoin, Digital currency, Dual currency, Crowding out

2.

Can Momentum Factors Be Used to Enhance Accounting Information Based Fundamental Analysis in Explaining Stock Price Movements?

Number of pages: 40 Posted: 06 Mar 2014
KiHoon Jimmy Hong and Eliza Wu
Hongik University and The University of Sydney - Business School
Downloads 90 (403,826)
Citation 1

Abstract:

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Stock Returns, Fundamental Analysis, Momentum, State Space Model

3.

The Value-at-Risk of Time-Series Momentum and Contrarian Trading Strategies

Journal of Risk Model Validation, Vol. 15, No. 3
Number of pages: 30 Posted: 10 Nov 2021
Keunbae Ahn, Jihye Park and KiHoon Jimmy Hong
affiliation not provided to SSRN, Hongik University and Hongik University
Downloads 0 (949,836)
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value-at-risk; momentum; contrarian; risk management; return autocorrelation.

4.

Analytical Method of Computing Stressed Value-at-Risk with Conditional Value-at-Risk

Journal of Risk, Forthcoming
Number of pages: 22 Posted: 14 Dec 2016
KiHoon Jimmy Hong
Hongik University
Downloads 0 (949,836)
Citation 1
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conditional risk, conditional value-at-risk (CoVaR), delta-normal method, stressed value-at-risk (SVaR), risk management

5.

Capturing the Impact of Unobserved Sector‐Wide Shocks on Stock Returns with Panel Data Model

Economic Record, Vol. 91, Issue 295, pp. 495-508, 2015
Number of pages: 14 Posted: 09 Dec 2015
KiHoon Jimmy Hong, Bin Peng and Xiaohui Zhang
Hongik University, Monash University - Department of Econometrics and Business Statistics and University of Exeter Business School - Department of Economics
Downloads 0 (949,836)

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