Yuna Rhee

Pohang University of Science and Technology (POSTECH)

Ph.D. Candidate

77 Cheongam-ro

Pohang

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Business Cycle and Credit Risk Modeling with Jump Risks

Journal of Empirical Finance, Forthcoming
Posted: 25 Feb 2013 Last Revised: 13 Aug 2016
Bong-Gyu Jang, Yuna Rhee and Ji Hee Yoon
Pohang University of Science and Technology (POSTECH), Pohang University of Science and Technology (POSTECH) and University College London - Department of Economics

Abstract:

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credit risk, business cycle, jump risk, credit model, structural model, credit default swap

2.

Optimal Retirement with Unemployment Risks

Journal of Banking and Finance, Vol 37, Issue 9
Posted: 20 Aug 2011 Last Revised: 22 Jul 2013
Bong-Gyu Jang, Seyoung Park and Yuna Rhee
Pohang University of Science and Technology (POSTECH), Nottingham University Business School and Pohang University of Science and Technology (POSTECH)

Abstract:

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unemployment risk, involuntary retirement, optimal retirement, moderate equity holdings, retirement consumption puzzle

3.

Asset Demands and Consumption with Longevity Risk

Economic Theory, Forthcoming
Posted: 11 Nov 2010 Last Revised: 24 Aug 2017
Bong-Gyu Jang, Hyeng Keun Koo and Yuna Rhee
Pohang University of Science and Technology (POSTECH), Ajou University and Pohang University of Science and Technology (POSTECH)

Abstract:

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longevity risk, asset demand, consumption, life insurance, annuity