• 312 Citations
  • 3 h-Index
19952017
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Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

  • 3 Similar Profiles
empirical analysis Earth & Environmental Sciences
South Korea Social Sciences
aid Earth & Environmental Sciences
recipient Social Sciences
determinants Social Sciences
governance Social Sciences
Structural model Business & Economics
economic factors Social Sciences

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Research Output 1995 2017

  • 312 Citations
  • 3 h-Index
  • 8 Article

Covered interest parity deviation and counterparty default risk: U.S. Dollar/Korean Won FX swap market

Choi, H., Eom, Y. H., Jang, W. W. & Kim, D. H., 2017 Sep 1, In : Pacific Basin Finance Journal. 44, p. 47-63 17 p.

Research output: Contribution to journalArticle

Swaps
Covered interest parity
Default risk
Deviation
Counterparty risk

Corporate bond pricing model with stochastically volatile firm value process

Jang, W. W., Eom, Y. H. & Kang, Y. J., 2016 Nov 1, In : Economics Letters. 148, p. 41-44 4 p.

Research output: Contribution to journalArticle

Firm value
Maturity
Corporate bonds
Simulation study
Bond pricing
1 Citations (Scopus)

Why Untie Aid? An Empirical Analysis of the Determinants of South Korea's Untied Aid from 2010 to 2013

Chung, S., Eom, Y. H. & Jung, H. J., 2016 May 1, In : Journal of International Development. 28, 4, p. 552-568 17 p.

Research output: Contribution to journalArticle

empirical analysis
South Korea
aid
recipient
determinants

Who overreacts to overnight news? Empirical evidence from the Korean stock market

Kwon, E., Eom, Y. H., Jang, W. W. & Hahn, J., 2015 Apr 1, In : Asia-Pacific Journal of Financial Studies. 44, 2 Special Issue, p. 298-321 24 p.

Research output: Contribution to journalArticle

Overreaction
Return reversal
Korean stock market
Empirical evidence
Trading behavior
5 Citations (Scopus)

Empirical performance of alternative option pricing models with stochastic volatility and leverage effects

Jang, W. W., Eom, Y. H. & Kim, D. H., 2014 Jan 1, In : Asia-Pacific Journal of Financial Studies. 43, 3, p. 432-464 33 p.

Research output: Contribution to journalArticle

Leverage effect
Stochastic volatility
Option pricing model
Jump diffusion
Model specification