Yoon S. Shin
Loyola University Maryland
H-index: 11
North America-United States
Top articles of Yoon S. Shin
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Integrating Multiple Signals in Systematic Corporate Bond Selection Strategies. | Journal of Fixed Income | Arik Ben Dor Stephan Florig | 2024/1/1 |
Bond Duration and Convexity under Stochastic Interest Rates and Credit Spreads | The Journal of Fixed Income | Dione Ibrahima Seung Hun Han Karyl B Leggio Yoon S Shin Arik Ben Dor | 2024/1/1 |
Is Bloomberg's Credit Default Swaps Model Superior in Predicting Defaults? | Journal of Fixed Income | Seung Hun Han Karyl B Leggio Yoon S Shin | 2024/1/1 |
The Stock–Bond Multiscale Correlation | The Journal of Fixed Income | Sofiane Aboura Michael Chin Pavol Povala Riccardo Rebonato Seung Hun Han | 2024/1/29 |
Simulating Long-Horizon Returns on Government Bonds | The Journal of Fixed Income | Michael Chin Pavol Povala Riccardo Rebonato Seung Hun Han Karyl B Leggio | 2024/1/17 |
Gradient Boosting Model for Corporate Default | The Journal of Fixed Income | Terry Benzschawel Prahlad G Menon Andrew Assing Arik Ben Dor Stephan Florig | 2024/1/1 |
How Making Agency Mortgage-Backed Securities Portable May Impact Housing and Mortgage-Backed Securities Investors | The Journal of Fixed Income | Yihai Yu Joy Zhang Nissim Doron Faten Sabry Frank J Fabozzi | 2023/12/21 |
Can the Returns of Real Treasuries (TIPS) Be Predicted? | Available at SSRN 4571746 | Riccardo Rebonato Terry Benzschawel Prahlad G Menon Andrew Assing Arik Ben Dor | 2023/9/14 |
Capital Structure Decisions Following Credit Rating Changes: Evidence from Japan | The Journal of Asian Finance, Economics and Business | Lisa Fairchild Seung Hun Han Yoon S Shin | 2022 |
Does the Nationally Recognized Statistical Rating Organization certification matter for Japanese credit rating agencies? | Journal of Financial Markets | Soku Byoun Seung Hun Han Yoon S Shin | 2021/11/1 |
Assessment of credit ratings and credit risk models on public bonds | The Journal of Fixed Income | Karyl B Leggio Yoon S Shin Yuxing Yan | 2021/1/28 |
