Don H. Kim
Finance · 2005–2012
A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 25 citations into it; #3,794 of 10,518 by trust here, #3,438 by citations
- Economics and Econometrics — 20 citations into it
Whom Don H. Kim trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- G. Duffee
- Qiang Dai
- J. Duarte
- Albert Lee Chun
- Peter C. B. Phillips
- Kenneth J. Singleton
- Athanasios Orphanides
- R. Gürkaynak
- Jun Yu
- Timothy Cogley
Who trusts Don H. Kim overall
- Jens H. E. Christensen
- Glenn D. Rudebusch
- Gerardo Palazzo
- Leo Krippner
- G. Duffee
- M. Bauer
- Jonathan H. Wright
- J. Wu
- Drew D. Creal
- Sarah Mouabbi
Papers from Don H. Kim's perspective
Ordered by how strongly the researchers Don H. Kim trusts endorse each paper. Same corpus, a different order for every researcher.
- Term premia and interest rate forecasts in affine models
- Specification Analysis of Affine Term Structure Models
- Shifting endpoints in the term structure of interest rates
- Evaluating an Alternative Risk Preference in Affine Term Structure Models
- Jackknifing Bond Option Prices
- The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
- Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. The U.S. Treasury Yield Curve: 1961 to the Present
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- Evolving Post-World War II U.S. Inflation Dynamics (NBER macroeconomics annual)
- Estimation of Dynamic Term Structure Models
Their papers
- Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields (2012) — 244 citations
- Term Structure Estimation with Survey Data on Interest Rate Forecasts (2005) — 331 citations