Researcher profile · Semantic Scholar

Baeho Kim

h-index: 8
Works: 32
Citations: 433

Most-cited papers

Systemic Risk: What Defaults Are Telling Us
K. Giesecke, Baeho Kim
2011Management Sciences146 citations Open access
Semantic Scholar
Premia for Correlated Default Risk
S. Azizpour, K. Giesecke, Baeho Kim
201161 citations
Semantic Scholar
Risk Analysis of Collateralized Debt Obligations
K. Giesecke, Baeho Kim
2011Operational Research54 citations Open access
Semantic Scholar
Liquidity and Credit Risk Before and after the Global Financial Crisis: Evidence from the Korean Corporate Bond Market
Dongheon Shin, Baeho Kim
201541 citations Open access
Semantic Scholar
Estimating tranche spreads by loss process simulation
K. Giesecke, Baeho Kim
2007Online World Conference on Soft Computing in Industrial Applications36 citations Open access
Semantic Scholar
Monte Carlo Algorithms for Default Timing Problems
K. Giesecke, Baeho Kim, Shilin Zhu
2011Management Sciences28 citations Open access
Semantic Scholar
Default probabilities of privately held firms
J. Duan, Baeho Kim, Woojin Kim, Donghwa Shin
2018Journal of Banking & Finance20 citations Open access
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Optimal Credit Swap Portfolios
K. Giesecke, Baeho Kim, Jack Kim, Gerry Tsoukalas
2014Management Sciences18 citations Open access
Semantic Scholar
Systematic Cyclicality of Systemic Bubbles: Evidence from the U.S. Commercial Banking System
M. Kim, Baeho Kim
20147 citations
Semantic Scholar
A smiling bear in the equity options market and the cross‐section of stock returns
Haehean Park, Baeho Kim, Hyeongsop Shim
2019Journal of futures markets5 citations Open access
Semantic Scholar
Informed options trading on the implied volatility surface: A cross‐sectional approach
Baeho Kim, Da-Hea Kim, Haehean Park
20204 citations
Semantic Scholar
Heterogeneity and netting efficiency under central clearing: A stochastic network analysis
Injun Hwang, Baeho Kim
2019Journal of futures markets3 citations
Semantic Scholar
Default Probabilities and Interest Expenses of Privately Held Firms
J. Duan, Baeho Kim, Changki Kim, Woojin Kim +1 more
20123 citations
Semantic Scholar
Systemic Leverage as a Macroprudential Indicator
Baeho Kim, S. C. Ryoo
20123 citations
Semantic Scholar
Systemic Credit Risk Premium: Insights From Credit Derivatives Markets
Kiwoong Byun, Baeho Kim, D. Oh
2025Journal of futures markets1 citations Open access
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Innovation in Financial Inclusion Policies with Digital Transformation: Evidence from South Korea*
Kiwoong Byun, Jusung Hong, Baeho Kim, Jehyun Park
2024Asia‐Pacific Journal of Financial Studies1 citations
Semantic Scholar
The Change of Liquidity Premium Caused by a New Multiplier Regulation in the KOSPI200 Index Options Market
Dowan Kim, Baeho Kim
20171 citations
Semantic Scholar
"Systemic Risk of Individual Institutions: A Structural Approach based on Cross-market Information"
M. Kim, Baeho Kim, Sangki Ahn
20171 citations
Semantic Scholar
A model for intraday volatility
Y. Cai, Baeho Kim, Mathieu V. Leduc, Kamil Szczegot +2 more
20071 citations
Semantic Scholar
Long-History Principal Component Analysis in a Dynamic Factor Model with Weak Loadings
Robert M. Anderson, Baeho Kim, D. Ryu
2026Operational Research0 citations
Semantic Scholar
Default Clustering Risk Premium and its Cross-Market Asset Pricing Implications
Kiwoong Byun, Baeho Kim, D. Oh
2023Finance and Economics Discussion Series0 citations Open access
Semantic Scholar
Abnormal Downside Tail Risk as a Predictor of Risky Bond Returns
Jisu Ahn, Inju Hwang, Baeho Kim
2022Social Science Research Network0 citations Open access
Semantic Scholar
A systemic change of measure from central clearing
Inju Hwang, Baeho Kim
2021Journal of futures markets0 citations
Semantic Scholar
Simulated Method of Moments for Multi-factor Term Structure Models: An Empirical Study in Korea
Jun-Kyu Park, Baeho Kim, Daeil Kang
2018Journal of Money & Finance0 citations
Semantic Scholar
A Risk-Return Puzzle in the Korean ELW Market
Baeho Kim, Dowan Kim
20160 citations
Semantic Scholar
Transmission of Systemic Risk Through Latent Leverage Channel
M. Kim, Baeho Kim
20160 citations
Semantic Scholar
Default Probabilities of Privately Held Firms
Jin Duan, Baeho Kim, Woojin Kim, Donghwa Shin
20150 citations Open access
Semantic Scholar
Systemic Leverage and Homogeneity: Assessing Multifaceted Amplifying Mechanism of Systemic Risk
M. Kim, Baeho Kim
20150 citations
Semantic Scholar
Author ' s personal copy Premia for correlated default risk
S. Azizpour, K. Giesecke, Baeho Kim
20110 citations
Semantic Scholar
A Study of Korean Firms' Direct Investments in Mongolia-by Focusing on the Investment Environment Analysis
E. Park, Baeho Kim
20040 citations
Semantic Scholar
Corporate Governance, Regulation and Globalization: Lessons from Korea
B. Min, Robert G. Bowman, Renee B. Adams, M. Ariff +19 more
0 citations
Semantic Scholar
Asymmetric Pass-Through of Interest Rates to Rental Prices: Evidence from Rental Listings for Multi-Unit Housing *
Jaeyeon Lee, Konhee Chang, R. Chu, Ethan McClure +9 more
0 citations
Semantic Scholar

J. Duan

×2

Woojin Kim×2

Donghwa Shin×2

Haehean Park×2

D. Oh×2

Dowan Kim×2

Inju Hwang×2

Dongheon Shin×1