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Fingerprint Dive into the research topics where Kyu Ho Kang is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Inflation Mathematics
Term Structure of Interest Rates Mathematics
Monetary Policy Mathematics
Persistence Mathematics
Yield curve Business & Economics
Nelson-Siegel model Business & Economics
Term structure Business & Economics
Bond yields Business & Economics

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Research Output 2009 2018

  • 50 Citations
  • 3 h-Index
  • 10 Article
  • 1 Review article

An Empirical Investigation on Funding Liquidity and Market Liquidity

Chung, J. Y., Ahn, D. H., Baek, I. S. & Kang, K. H., 2018 May 1, In : Review of Finance. 22, 3, p. 1213-1247 35 p.

Research output: Contribution to journalReview article

Funding
Empirical investigation
Market liquidity
Liquidity
Discount rate

Determinants of bank and non-bank household loans and short-and long-horizon forecast

Lee, C. H., Kang, K. H. & Mok, J., 2018 Sep 1, In : Journal of Economic Theory and Econometrics. 29, 3, p. 23-57 35 p.

Research output: Contribution to journalArticle

Loans
Forecast horizon
Household
Mortgage loan
Learning process

Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter

Kim, Y. M. & Kang, K. H., 2018 Jan 1, (Accepted/In press) In : Econometric Reviews.

Research output: Contribution to journalArticle

Markov switching
Filter
Dynamic linear models
Inference
Particle filter

Can credit spreads help predict a yield curve?

Abdymomunov, A., Kang, K. H. & Kim, K. J., 2016, (Accepted/In press) In : Journal of International Money and Finance.

Research output: Contribution to journalArticle

Yield curve
Credit spreads
Zero lower bound
Bond yields
Regime change
1 Citation (Scopus)

The effects of monetary policy regime shifts on the term structure of interest rates

Abdymomunov, A. & Kang, K. H., 2015 Apr 1, In : Studies in Nonlinear Dynamics and Econometrics. 19, 2, p. 183-207 25 p.

Research output: Contribution to journalArticle

Term Structure of Interest Rates
Monetary Policy
monetary policy
interest rate
regime