E-LIB Suche - Ergebnisse für: Kim, Baeho

1

Innovation in Financial Inclusion Policies with Digital Tra..:

Byun, Kiwoong ; Hong, Jusung ; Kim, Baeho.
Asia-Pacific Journal of Financial Studies. 53 (2024) 2 - p. 128-154 , 2024

Link: https://doi.org/10.1111/..

2

A systemic change of measure from central clearing:

Hwang, Injun ; Kim, Baeho
Journal of Futures Markets. 42 (2021) 9 - p. 1738-1754 , 2021

Link: https://doi.org/10.1002/..

3

Informed options trading on the implied volatility surface:..:

Kim, Baeho ; Kim, Da‐Hea ; Park, Haehean
Journal of Futures Markets. 40 (2019) 5 - p. 776-803 , 2019

Link: https://doi.org/10.1002/..

4

Heterogeneity and netting efficiency under central clearing..:

Hwang, Injun ; Kim, Baeho
Journal of Futures Markets. 40 (2019) 2 - p. 192-208 , 2019

Link: https://doi.org/10.1002/..

5

A smiling bear in the equity options market and the cross‐s..:

Park, Haehean ; Kim, Baeho ; Shim, Hyeongsop
Journal of Futures Markets. 39 (2019) 11 - p. 1360-1382 , 2019

Link: https://doi.org/10.1002/..

6

Default probabilities of privately held firms:

Duan, Jin-Chuan ; Kim, Baeho ; Kim, Woojin.
Journal of Banking & Finance. 94 (2018) - p. 235-250 , 2018

Link: https://doi.org/10.1016/..

7

Liquidity and credit risk before and after the global finan..:

Shin, Dongheon ; Kim, Baeho
Pacific-Basin Finance Journal. 33 (2015) - p. 38-61 , 2015

Link: https://doi.org/10.1016/..

8

Systematic cyclicality of systemic bubbles: Evidence from t..:

Kim, Myeong Hyeon ; Kim, Baeho
Journal of Macroeconomics. 42 (2014) - p. 281-297 , 2014

Link: https://doi.org/10.1016/..

9

Optimal Credit Swap Portfolios:

Giesecke, Kay ; Kim, Baeho ; Kim, Jack.
Management Science. 60 (2014) 9 - p. 2291-2307 , 2014

Link: http://www.jstor.org/sta..

10

Monte Carlo Algorithms for Default Timing Problems:

Giesecke, Kay ; Kim, Baeho ; Zhu, Shilin
Management Science. 57 (2011) 12 - p. 2115-2129 , 2011

Link: https://www.jstor.org/st..

11

Premia for correlated default risk:

Azizpour, Shahriar ; Giesecke, Kay ; Kim, Baeho
Journal of Economic Dynamics and Control. 35 (2011) 8 - p. 1340-1357 , 2011

Link: https://doi.org/10.1016/..

12

Systemic Risk: What Defaults Are Telling Us:

Giesecke, Kay ; Kim, Baeho
Management Science. 57 (2011) 8 - p. 1387-1405 , 2011

Link: https://www.jstor.org/st..

13

Risk Analysis of Collateralized Debt Obligations:

Giesecke, Kay ; Kim, Baeho
Operations Research. 59 (2011) 1 - p. 32-49 , 2011

Link: https://www.jstor.org/st..

14

Estimating tranche spreads by loss process simulation:

, In: Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come,

Giesecke, Kay ; Kim, Baeho - p. 967-975 , 2007

Link: https://dl.acm.org/doi/1..

15

Palladium-Catalyzed Electrooxidative Hydrofluorination of A..:

Mandal, Anup ; Jang, Jieun ; Yang, Baeho..
Organic Letters. 25 (2022) 1 - p. 195-199 , 2022

Link: https://doi.org/10.1021/..