Details about Hwagyun (Hagen) Kim
Access statistics for papers by Hwagyun (Hagen) Kim.
Last updated 2015-08-19. Update your information in the RePEc Author Service.
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- Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility
Journal of Financial Economics, 2015, 115, (2), 361-382 View citations (9)
- Momentum Effect as Part of a Market Equilibrium
Journal of Financial and Quantitative Analysis, 2014, 49, (01), 107-130 View citations (2)
- Term structure dynamics with macro-factors using high frequency data
Journal of Empirical Finance, 2013, 22, (C), 78-93 View citations (2)
- Using the credit spread as an option-risk factor: Size and value effects in CAPM
Journal of Banking & Finance, 2010, 34, (12), 2995-3009 View citations (4)
- Velocity of money and inflation dynamics
Applied Economics Letters, 2009, 16, (18), 1777-1781
- Transactions Cost and Interest Rate Rules
Journal of Money, Credit and Banking, 2006, 38, (4), 1077-1091
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