Y. Kim

Finance · with Chan-Lau · 2004

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Y. Kim trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. J. Gonzalo
  2. Roberto Blanco Escolar
  3. John C. Hull

Papers from Y. Kim's perspective

Ordered by how strongly the researchers Y. Kim trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
  2. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
  3. The relationship between credit default swap spreads, bond yields, and credit rating announcements
  4. Inferential Theory for Factor Models of Large Dimensions
  5. Testing for unit roots in autoregressive-moving average models of unknown order
  6. Statistics for long-memory processes
  7. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
  8. The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
  9. Analyzing rating transitions and rating drift with continuous observations
  10. An Empirical Study of Bond Market Transactions

Their papers