| Systemic risk: What defaults are telling us K Giesecke, B Kim Management Science 57 (8), 1387-1405, 2011 | 206 | 2011 |
| Premia for correlated default risk S Azizpour, K Giesecke, B Kim Journal of Economic Dynamics and Control 35 (8), 1340-1357, 2011 | 88 | 2011 |
| Risk analysis of collateralized debt obligations K Giesecke, B Kim Operations Research 59 (1), 32-49, 2011 | 72 | 2011 |
| Liquidity and credit risk before and after the global financial crisis: Evidence from the Korean corporate bond market D Shin, B Kim Pacific-Basin Finance Journal 33, 38-61, 2015 | 63 | 2015 |
| Estimating tranche spreads by loss process simulation K Giesecke, B Kim 2007 Winter Simulation Conference, 967-975, 2007 | 60 | 2007 |
| Monte Carlo algorithms for default timing problems K Giesecke, B Kim, S Zhu Management Science 57 (12), 2115-2129, 2011 | 40 | 2011 |
| Optimal credit swap portfolios K Giesecke, B Kim, J Kim, G Tsoukalas Management Science 60 (9), 2291-2307, 2014 | 22 | 2014 |
| Default probabilities of privately held firms JC Duan, B Kim, W Kim, D Shin Journal of Banking & Finance 94, 235-250, 2018 | 21 | 2018 |
| Systematic cyclicality of systemic bubbles: Evidence from the US commercial banking system MH Kim, B Kim Journal of Macroeconomics 42, 281-297, 2014 | 9 | 2014 |
| Systemic Leverage as a Macroprudential Indicator B Kim, SC Ryoo Contemporary Challenges to Monetary Policy, 205, 2010 | 1 | 2010 |
| Risk Analysis of Collateralized Debt Obligations–Online Appendix– K Giesecke, B Kim | | 2010 |
| Conference Paper No. 10 SC Ryoo, B Kim | | |
