フォロー
Hwagyun (Hagen) Kim
Hwagyun (Hagen) Kim
Mays Business School, Texas A&M University
確認したメール アドレス: tamu.edu - ホームページ
タイトル
引用先
引用先
Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility
D Jeong, H Kim, JY Park
Journal of Financial Economics 115 (2), 361-382, 2015
872015
Do individuals have preferences used in macro-finance models? An experimental investigation
AL Brown, H Kim
Management Science 60 (4), 939-958, 2014
682014
Bank capital and bank stock performance
CHS Bouwman, H Kim, SOS Shin
Mays Business School Research Paper, 2018
342018
Using the credit spread as an option-risk factor: Size and value effects in CAPM
YS Hwang, HG Min, JA McDonald, H Kim, BH Kim
Journal of Banking & Finance 34 (12), 2995-3009, 2010
292010
Macroeconomic uncertainty and asset prices: A stochastic volatility model
H Kim, HI Lee, JY Park, H Yeo
AFA 2010 Atlanta Meetings Paper, 2009
27*2009
Momentum effect as part of a market equilibrium
SM Choi, H Kim
Journal of Financial and Quantitative Analysis 49 (1), 107-130, 2014
212014
Evaluating factor pricing models using high frequency panels
Y Chang, H Kim, JY Park
Quantitative Economics, Econometric Society, 2009
21*2009
Sources of momentum in bonds
H Kim, A Mahajan, A Petkevich
Mays Business School Research Paper, 2012
16*2012
Velocity of money and inflation dynamics
H Kim, C Subramanian
Applied Economics Letters 16 (18), 1777-1781, 2009
132009
Do Macroeconomic Variables Forecast Bond Returns?
H Kim
Available at SSRN 872966, 2005
132005
Term structure dynamics with macro-factors using high frequency data
H Kim, H Park
Journal of Empirical Finance 22, 78-93, 2013
112013
Ambiguous information about interest rates and bond uncertainty premiums
H Kim
Available at SSRN 2567568, 2013
112013
Trade, structural transformation and growth
SM Choi, H Kim, X Ma
The World Economy 44 (6), 1770-1794, 2021
102021
A new approach to the forward premium anomaly: testing for no arbitrage in continuous time
S Jacewitz, H Kim, JY Park
Working Paper, 2010
10*2010
Transactions cost and interest rate rules
H Kim, C Subramanian
Journal of Money, Credit, and Banking 38 (4), 1077-1091, 2006
72006
Value or growth? pricing of idiosyncratic cash-flow risk with heterogeneous beliefs
MF Gallmeyer, H Jhang, H Kim
Pricing of Idiosyncratic Cash-Flow Risk with Heterogeneous Beliefs (July 1 …, 2015
62015
Dividend policy, investment, and stock returns
SM Choi, SA Johnson, H Kim, C Nam
Finance Down Under 2014 Building on the Best from the Cellars of Finance, 2012
62012
Trade policies and growth in emerging economies: policy experiments
SM Choi, H Kim, X Ma
Review of World Economics 157, 603-629, 2021
42021
A Monetary Explanation of the Term Structure of Interest Rates and Bond Risk Premia
H Kim, AJ Moon
AFA 2010 Atlanta Meetings Paper, 2009
42009
국가별 대미 금리차의 요인분해
유복근, 김화균
경제분석 15 (2), 97-135, 2009
32009
現在システムで処理を実行できません。しばらくしてからもう一度お試しください。
論文 1–20