"When Falling Stars hit the Zero Lower Bound: Implications for Dynamic Term Premiums", with Kyu Ho Kang, under review
Seung Hyun Kim
I am a Ph.D. student studying Economics at Princeton University.
You can contact me at seunghyun@princeton.edu
Fields of Interest
Time Series Econometrics, Bayesian Econometrics, Financial Economics, Term Structure of Interest Rates
Working Papers
Lecture Notes
Measure Theory for Applications to Probability and Economics
Author's Notes
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The Convergence of Random Variables and Functions
Author's Notes
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Convex Analysis and Optimization
Author's Notes
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Time Series: Linear Processes, Cointegration and Structural Breaks
Author's Notes
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Asymptotics for Factor Models
Author's Notes
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Asset Pricing and Term Structure Models
Author's Notes
Full Manuscript