Bong-Han Kim

Finance · 2013–2015

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Bong-Han Kim trusts overall

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

  1. T. C. Chiang
  2. B. Jeon
  3. A. Ng
  4. Huming Li
  5. Kristin J. Forbes
  6. Andrew Ang

Who trusts Bong-Han Kim overall

  1. Perry Sadorsky

Papers from Bong-Han Kim's perspective

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

  1. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  2. Volatility spillover effects from Japan and the US to the Pacific–Basin
  3. Dynamic correlation analysis of financial contagion: Evidence from Asian markets
  4. The Determinants of Stock and Bond Return Comovements
  5. Computation and Analysis of Multiple Structural-Change Models
  6. Good and bad credit contagion: Evidence from credit default swaps
  7. Carry Trades and Currency Crashes (NBER macroeconomics annual)
  8. A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers
  9. Global capital market interdependence and spillover effect of credit risk: evidence from the 2007–2009 global financial crisis
  10. Commonality in the time-variation of stock-stock and stock-bond return comovements

Their papers