ChoongOh Kang
Finance · 2007
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
- Finance — 14 citations into it
- Accounting — 6 citations into it
Whom ChoongOh Kang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from ChoongOh Kang's perspective
Ordered by how strongly the researchers ChoongOh Kang trusts endorse each paper. Same corpus, a different order for every researcher.
- Default Risk in Equity Returns
- Explaining the Rate Spread on Corporate Bonds
- Term premia and interest rate forecasts in affine models
- Specification Analysis of Affine Term Structure Models
- Multi-Period Corporate Default Prediction With Stochastic Covariates
- Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
- Bankruptcy Prediction With Industry Effects
- Market price of risk speci-fications for a ne models: theory and evidence
- The Determinants of Credit Default Swap Premia (Journal of Financial and Quantitative Analysis)
- The Determinants of Credit Spread Changes
Their papers
- Restructuring Risk in Credit Default Swaps: An Empirical Analysis (2007) — 83 citations