4
H index
1
i10 index
52
Citations
Texas A&M University | 4 H index 1 i10 index 52 Citations RESEARCH PRODUCTION: 6 Articles RESEARCH ACTIVITY: 9 years (2006 - 2015). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pki105 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hwagyun (Hagen) Kim. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Robust irreversible investment strategy with ambiguity to jump and diffusion risk. (2023). Wang, Haijun ; Li, Shuang. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:645-665. Full description at Econpapers || Download paper |
2023 | Money velocity, digital currency, and inflation dynamics. (2023). Yusan, Richard ; Sasongko, Aryo ; Lie, Denny ; Hermawan, Danny. In: MPRA Paper. RePEc:pra:mprapa:116906. Full description at Econpapers || Download paper |
2023 | Ambiguity aversion: bibliometric analysis and literature review of the last 60 years. (2023). Plessner, Marco ; Meier, Fabian ; Buhren, Christoph. In: Management Review Quarterly. RePEc:spr:manrev:v:73:y:2023:i:2:d:10.1007_s11301-021-00250-9. Full description at Econpapers || Download paper |
2023 | Money velocity, digital currency, and inflation dynamics. (2023). Yusan, Richard I ; Sasongko, Aryo ; Lie, Denny ; Hermawan, Danny. In: Working Papers. RePEc:syd:wpaper:2023-01. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Momentum Effect as Part of a Market Equilibrium In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 4 |
2013 | Term structure dynamics with macro-factors using high frequency data In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 9 |
2010 | Using the credit spread as an option-risk factor: Size and value effects in CAPM In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
2015 | Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 28 |
2006 | Transactions Cost and Interest Rate Rules In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 4 |
2009 | Velocity of money and inflation dynamics In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
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