Hyeongjun Kim, Ph.D.
Research Interests
Loan Credit Risk, Probability of Default, Loss-given-default, and Asset Pricing.
Publications
Kim, H., Cho, H. & Ryu, D. (2018). Characteristics of Mortgage Terminations: an Analysis of a Loan-Level Dataset. Journal of Real Estate Finance and Economics 57(4), pp. 647-676. link
Kim, H., Cho, H. & Ryu, D. (2018). An Empirical Study on Credit Card Loan Delinquency. Economic Systems 42(3), pp. 437-449. link
김형준, 류두진, 조훈 (2018). 주택담보대출의 조기상환행태 분석 - 안심전환대출 출시 이후의 이상현상을 중심으로. 경영학연구 47(4), pp. 865-887. link
김형준, 류두진, 조훈 (2018). 주택연금 유동화증권에 관한 연구 - 구조설계 및 예상현금흐름 분석을 중심으로. 한국증권학회지 47(2), pp. 327-347. link
김현식, 김형준, 조훈 (2016). 수익률 횡단면변동성(Return Dispersion)의 시장예측력에 관한 실증연구. 한국증권학회지 45(2), pp. 285-316. link
Academic Presentations
2015 재무금융 관련 5개 학회 학술연구발표회 및 특별심포지엄 in Cheonan, Korea (May 2015)
Paper presented: “An Empirical Study on Credit Card Loan Delinquency in Korea ”
2015 Seoul Conference for the Society of the Study of Emerging Markets in Seoul, Korea (January 2015)
Paper presented: “Default Risk Characteristics of Advance Payment Guarantees in the Construction Industry”
Skills
Data Analysis w/ R, python, SAS, MATLAB, Excel VBA, and E-Views
(last update: 2018.11.21)