Details about Jung-Hyun Ahn

Access statistics for papers by Jung-Hyun Ahn.

Last updated 2025-03-16. Update your information in the RePEc Author Service.

Short-id: pah271

Working Papers

2025

1. Liquidity, Collateral Quality and Interest Rate
   Working Papers, HAL
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2025)

2016

2. Liquidity, Collateral Quality, and Negative Interest Rate
   Staff Reports, Federal Reserve Bank of New York View citations (5)

2014

3. Securitization, competition and monitoring
   Post-Print, HAL View citations (13)
   Also in Working papers, Banque de France (2013)
   See also Journal Article Securitization, competition and monitoring, Journal of Banking & Finance, Elsevier (2014) View citations (16) (2014)

2010

4. Loan Sales and Loan Market Competition
   Post-Print, HAL View citations (3)
   See also Journal Article Loan Sales and Loan Market Competition*, International Review of Finance, International Review of Finance Ltd. (2010) View citations (3) (2010)
5. Securitization, competition and efficiency
   Post-Print, HAL View citations (3)
6. Titrisation, concurrence et rente bancaire
   Post-Print, HAL
   See also Journal Article Titrisation, concurrence et rente bancaire, Revue économique, Presses de Sciences-Po (2010) (2010)

2008

7. Securitization and the Intensity of Competition
   Post-Print, HAL

Journal Articles

2022

1. MACRO-FINANCIAL DETERMINANTS OF DEFAULT PROBABILITY USING COPULA: A CASE STUDY OF INDONESIAN BANKS
   Bulletin of Monetary Economics and Banking, 2022, 25, (4), 597-622

2019

2. A study of first generation commodity indices: Indices based on financial diversification
   Finance Research Letters, 2019, 30, (C), 194-200 View citations (2)

2016

3. The Impact of the Banking Competition in Funding and Lending Markets on Lending Technology
   Revue économique, 2016, 67, (6), 1117-1139 View citations (3)

2014

4. Securitization, competition and monitoring
   Journal of Banking & Finance, 2014, 40, (C), 195-210 View citations (16)
   See also Working Paper Securitization, competition and monitoring, Post-Print (2014) View citations (13) (2014)

2010

5. Loan Sales and Loan Market Competition*
   International Review of Finance, 2010, 10, (2), 241-262 View citations (3)
   See also Working Paper Loan Sales and Loan Market Competition, Post-Print (2010) View citations (3) (2010)
6. Titrisation, concurrence et rente bancaire
   Revue économique, 2010, 61, (3), 431-439
   See also Working Paper Titrisation, concurrence et rente bancaire, Post-Print (2010) (2010)

2007

7. Housing Markets and Household Debt: Short-term and Long-term Risks
   Financial Market Trends, 2007, 2007, (1), 191-214 View citations (1)