Young Ho Eom
Yonsei University
45 Papers
190 Citations
Young Ho Eom is an academic researcher from Yonsei University. The author has contributed to research in topics: Foreign exchange swap & Computer science. The author has an hindex of 9, co-authored 29 publications. Previous affiliations of Young Ho Eom include Federal Reserve Bank of New York & New York University.
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Papers
Structural Models of Corporate Bond Pricing: An Empirical Analysis
TL;DR: The authors empirically tested five structural models of corporate bond pricing: those of Merton (1974), Geske (1977), Longstaff and Schwartz (1995), Leland and Toft (1996), and Collin-Dufresne and Goldstein (2001).
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Structural Models of Corporate Bond Pricing: An Empirical Analysis
TL;DR: The authors empirically tested five structural models of corporate bond pricing: Those of Merton (1974), Geske (1977), Leland and Toft (1996), Longstaff and Schwartz (1995), and Collin-Dufresne and Goldstein (2001).
806
Failure Prediction: Evidence from Korea
TL;DR: In this article, the authors construct and test a distress classification model for Korean companies using a sample of 34 distressed firms from the recent 1990-1993 period and a matched (by industry and year) sample of non-failed firms.
98
Transmission of Swap Spreads and Volatilities in the Japanese Swap Market
TL;DR: In this paper, the authors investigated the Japanese yen and U.S. dollar interest rate swap markets during 1990-2000 and examined the transmission of shocks to swap spreads and volatilities from one market to another.
43
Credit Risk and the Yen Interest Rate Swap Market
TL;DR: In this paper, the authors investigated the pricing of Japanese yen interest rate swaps during the period 1990-96 and obtained measures of the spreads of the swap rates over comparable Japanese Government Bonds (JGBs) for different maturities and analyzed the relationship between the swap spreads and credit risk variables.
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