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Details about Hwagyun (Hagen) Kim

E-mail:
Homepage:http://people.tamu.edu/~hagenkim
Postal address:360p Wehner Building Department of Finance Mays Business School Texas A&M University 4218 TAMU College Station, TX 77843-4218
Workplace:Mays Business School, Texas A&M University, (more information at EDIRC)

Access statistics for papers by Hwagyun (Hagen) Kim.

Last updated 2015-08-19. Update your information in the RePEc Author Service.

Short-id: pki105


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Journal Articles

2015

  1. Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility
    Journal of Financial Economics, 2015, 115, (2), 361-382 Downloads View citations (9)

2014

  1. Momentum Effect as Part of a Market Equilibrium
    Journal of Financial and Quantitative Analysis, 2014, 49, (01), 107-130 Downloads View citations (2)

2013

  1. Term structure dynamics with macro-factors using high frequency data
    Journal of Empirical Finance, 2013, 22, (C), 78-93 Downloads View citations (2)

2010

  1. Using the credit spread as an option-risk factor: Size and value effects in CAPM
    Journal of Banking & Finance, 2010, 34, (12), 2995-3009 Downloads View citations (4)

2009

  1. Velocity of money and inflation dynamics
    Applied Economics Letters, 2009, 16, (18), 1777-1781 Downloads

2006

  1. Transactions Cost and Interest Rate Rules
    Journal of Money, Credit and Banking, 2006, 38, (4), 1077-1091 Downloads
 
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