Baeho Kim

Baeho Kim

Korea University - Seoul / South Korea
Business & Management / Business Administration
AD Scientific Index ID: 291159
고려대학교
person_outline Baeho Kim's MOST POPULAR ARTICLES
1-) Systemic risk: What defaults are telling us Management science 57 (8), 1387-1405, 2011
2-) Premia for correlated default risk Journal of Economic Dynamics and Control 35 (8), 1340-1357, 2011
3-) Risk analysis of collateralized debt obligations Operations Research 59 (1), 32-49, 2011
4-) Liquidity and credit risk before and after the global financial crisis: Evidence from the Korean corporate bond market Pacific-Basin Finance Journal 33, 38-61, 2015
5-) Estimating tranche spreads by loss process simulation 2007 Winter Simulation Conference, 967-975, 2007