Dong-Hyun Ahn

Seoul National University - School of Economics

Kwanak-gu

Seoul, 151-742

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

7

DOWNLOADS

538

CITATIONS

3

Scholarly Papers (7)

1.

Time Costs of Risky Asset Management: Dynamic Portfolio Choice and Limited Participation

EFA 2006 Zurich Meetings Paper
Number of pages: 56 Posted: 25 May 2006
Dong-Hyun Ahn, In Joon Kim and Sun-Joong Yoon
Seoul National University - School of Economics, Yonsei University - School of Business and Hallym University - Department of Finance
Downloads 181 (164,214)
Citation 2

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Time cost, opportunity cost, monitoring cost, full income approach, portfolio choice, time allocation, leisure-labor choice, limited participation

2.

Endogenous Labor/Leisure/Investment Choice under Time Constraints

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 48 Posted: 04 Mar 2008 Last Revised: 13 Apr 2010
Dong-Hyun Ahn and Sun-Joong Yoon
Seoul National University - School of Economics and Hallym University - Department of Finance
Downloads 161 (181,848)

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Time cost, Full income approach, Equity premium puzzle, Time allocation, Leisure-labor

Can We Explain the Sign-Switching Behavior of Cross-Country Interest Rate Correlations?

Economic Research Initiatives at Duke (ERID) Working Paper Series No. 56
Number of pages: 79 Posted: 10 Sep 2010 Last Revised: 23 Jan 2011
Dong-Hyun Ahn, In Seok Baek and A. Ronald Gallant
Seoul National University - School of Economics, Samsung Asset Management and Duke University - Fuqua School of Business, Economics Group
Downloads 79 (306,443)

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international term structure models, sign-switching correlation, monetary policies, business cycles, efficient method of moments, reprojection

Can We Explain the Sign-Switching Behavior of Cross-Country Interest Rate Correlations?

Number of pages: 79 Posted: 16 Mar 2010 Last Revised: 23 Jan 2011
Dong-Hyun Ahn, In Seok Baek and A. Ronald Gallant
Seoul National University - School of Economics, Samsung Asset Management and Duke University
Downloads 66 (339,691)

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international term structure models, sign-switching correlation, monetary policies, business cycles, efficient method of moments, reprojection

4.

Bond Spreads, Market Integration and Contagion in the 2007-2008 Crisis

Seoul Journal of Economics, Vol. 30, No. 1, p. 1-18, 2017
Number of pages: 18 Posted: 01 Mar 2017 Last Revised: 03 Mar 2017
Jae-Young Kim, Dong-Hyun Ahn and Eun-Young Ko
Seoul National University - Department of Economics, Seoul National University - School of Economics and Seoul National University
Downloads 44 (404,115)

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Market Integration, Contagion, Economic Crisis, Factor Analysis

5.

Why Has the Size Effect Disappeared?

Journal of Banking and Finance, Forthcoming
Number of pages: 62 Posted: 01 Oct 2015 Last Revised: 12 Mar 2019
Dong-Hyun Ahn, Byoung-Kyu Min and Bohyun Yoon
Seoul National University - School of Economics, University of Sydney Business School and Kangwon National University
Downloads 6 (599,362)
Citation 1

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Size effect, Business cycle duration

6.

Portfolio Performance Measurement: A No Arbitrage Bounds Approach

European Financial Management, Vol. 15, Issue 2, pp. 298-339, March 2009
Number of pages: 42 Posted: 27 Apr 2009
Dong-Hyun Ahn, H. Henry Cao and Stéphane Chrétien
Seoul National University - School of Economics, affiliation not provided to SSRN and Université Laval
Downloads 1 (643,301)
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7.

Basis Assets

The Review of Financial Studies, Vol. 22, Issue 12, pp. 5133-5174, 2009
Posted: 24 Nov 2009
Seoul National University - School of Economics, University of North Carolina Kenan-Flagler Business School and University of Michigan, Stephen M. Ross School of Business

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C10, G11