Search Results - "Ku, Hyejin"

eBook

Does minimum wage increase labor productivity? Evidence from piece rate workers

by Ku, Hyejin
01.06.2020

“...We examine worker effort as a potential margin of adjustment to a minimum wage hike using unique data on piece rate workers who perform a homogenous task and...”

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eBook

Competition and career advancement: the hidden costs of paid leave

by Johnsen, Julian Ku, Hyejin Salvanes, Kjell G
01.08.2020

“...Does leave-taking matter for young workers' careers? If so, why? We propose the competition effect - relative leave status of workers affecting their relative...”

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Journal Article

Utilizing historical data for corporate credit rating assessment

by Wang, Mingfu Ku, Hyejin Published in Expert systems with applications (01.03.2021)

“...Corporate credit rating assessment is one of the crucial problems of credit risk management; it will help the financial institutions and government decide...”

Journal Article

Is China's Pollution the Culprit for the Choking of South Korea? Evidence from the Asian Dust

by Jia, Ruixue Ku, Hyejin Published in The Economic journal (London) (01.11.2019)

“...Abstract This paper studies the impact of air pollution spillover from China to South Korea. To isolate the effects of cross-border pollution spillover from...”

Journal Article

Sequence-based clustering applied to long-term credit risk assessment

by Le, Richard Ku, Hyejin Jun, Doobae Published in Expert systems with applications (01.03.2021)

“...This paper studies the effectiveness of estimating credit rating transition matrices using sequence-based clustering on historical credit rating sequences. The...”

Journal Article

Option valuation with liquidity risk and jumps

by Zhang, Hai Ku, Hyejin Published in Applied economics letters (30.03.2018)

“...This article provides a simple model for pricing and hedging options in the presence of jumps and liquidity costs. In the article, liquidity risk is modelled...”

Journal Article

Procedural fairness and the tolerance for income inequality

by Ku, Hyejin Salmon, Timothy C Published in European economic review (01.11.2013)

“...This paper presents an experiment investigating what cultural and institutional factors underlying a society might render its members more or less tolerant of...”

Journal Article

Portfolio optimization for a large investor under partial information and price impact

by Eksi, Zehra Ku, Hyejin
edited by Stachurski, A Ogryczak
Published in Mathematical methods of operations research (Heidelberg, Germany) (01.12.2017)

“...This paper studies portfolio optimization problems in a market with partial information and price impact. We consider a large investor with an objective of...”

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Journal Article

Lingua franca: The role of English in international trade

by Ku, Hyejin Zussman, Asaf Published in Journal of economic behavior & organization (2010)

“...The language barrier – the fact that different countries have different native languages – has been documented in numerous studies as reducing international...”

Journal Article

PRICING CHAINED OPTIONS WITH CURVED BARRIERS

by Jun, Doobae Ku, Hyejin Published in Mathematical finance (01.10.2013)

“...This paper studies barrier options which are chained together, each with payoff contingent on curved barriers. When the underlying asset price hits a primary...”

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Journal Article

Randomized stopping times and coherent multiperiod risk measures

by Ku, Hyejin Published in Stochastics (Abingdon, Eng. : 2005) (01.06.2011)

“...In this paper, we derive new expectation representations of coherent multiperiod risk measures. A special feature of our representation is that it requires the...”

Journal Article

Static hedging of chained-type barrier options

by Jun, Doobae Ku, Hyejin Published in The North American journal of economics and finance (01.07.2015)

“...•The hedging problem for chained barrier options is studied.•Static strike-spread hedge portfolios are proposed in the Black–Scholes model.•The simulation...”

Journal Article

Valuation of American partial barrier options

by Jun, Doobae Jun, Doobae Ku, Hyejin Ku, Hyejin Published in Review of derivatives research (01.07.2013)

“...This paper concerns barrier options of American type where the underlying asset price is monitored for barrier hits during a part of the option’s lifetime...”

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Journal Article

The Incentive Effects of Inequality: An Experimental Investigation

by Hyejin Ku Timothy C. Salmon Published in Southern economic journal (01.07.2012)

“...The effect of inequality on economic growth and efficiency is often debated. Our study investigates a behavioral phenomenon through which inequality might have...”

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Journal Article

Discrete time hedging with liquidity risk

by Ku, Hyejin Lee, Kiseop Zhu, Huaiping Published in Finance research letters (01.09.2012)

“...► This study provides discrete time pricing and hedging strategy in a market with liquidity cost. ► It gives more realistic discrete hedging strategy in an...”

Journal Article

The effect of wage subsidies on piece rate workers: Evidence from the Penny Per Pound program in Florida

by Ku, Hyejin Published in Journal of development economics (01.06.2019)

“...This paper studies a fair trade program in which consumers provide a wage subsidy (bonus) to piece-rate tomato pickers. The total subsidy—determined by sales...”

Journal Article

Liquidity Risk with Coherent Risk Measures

by Ku, Hyejin Published in Applied mathematical finance. (01.06.2006)

“...This paper concerns questions related to the regulation of liquidity risk, and proposes a definition of an acceptable portfolio. Because the concern is with...”

Journal Article

Pareto Equilibria with coherent measures of risk

by Heath, David Ku, Hyejin Published in Mathematical finance (01.04.2004)

“...In this paper, we provide a definition of Pareto equilibrium in terms of risk measures, and present necessary and sufficient conditions for equilibrium in a...”

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