Taejon 305-701, 130-722
Korea, Republic of (South Korea)
Korea Advanced Institute of Science and Technology (KAIST)
Corporate Finance, Derivatives, Hedging, Risk Management, Two-stage Analysis Model
delinquency risk, credit card loan, multinomial logit
Market runs, hedge funds, limits of arbitrage, financial crisis, synchronization risk
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classification; consumer credit recovery; credit risk; machine learning; nonperforming loans
Default; Hazard Model; Loan-Level Dataset; Mortgage; Prepayment
default, commercial mortgages, taxes
housing demand, business fluctuations, asset pricing
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