howard kung
london business school

b. publications
  1. How uncertainty affects corporate investment: The asset redeployability channel. (with Hyunseob Kim). Review of Financial Studies, Volume 30, Issue 1, January 2017.
  2. Macroeconomic linkages between monetary policy and the term structure of interest rates. Journal of Financial Economics, Volume 115, Issue 1, Pages 42-57, January 2015.
  3. Innovation, growth, and asset prices (with Lukas Schmid). Journal of Finance, Volume 70, Issue 3, Pages 1001-1037, June 2015.
    • Replication code
  4. Fiscal policies and asset prices (with Max Croce, Thien Nguyen, and Lukas Schmid). Review of Financial Studies 25: 2635-2672, 2012 (lead article).
c. working papers
  1. QE in the Fiscal Theory: A Risk-Based View (with Alexandre Corhay and Gonzalo Morales)
  2. Growth, slowdowns, and recoveries (with Francesco Bianchi and Gonzalo Morales)
  3. Competition, markups, and predictable returns (with Alexandre Corhay and Lukas Schmid)
  4. The CAPM strikes back? An investment model with disasters (with Hang Bai, Kewei Hou, and Lu Zhang).
    • Revise and Resubmit at the Journal of Financial Economics.
  5. Limited marital commitment and household portfolios (with Jawad Addoum and Gonzalo Morales).
  6. Computational methods for production-based asset pricing models with recursive utility (with Eric Aldrich).
d. work in progress
  1. Long-run effects of fiscal stabilization (with Francesco Bianchi and Diego Comin)
  2. Evolution of monetary policy and the term structure of interest rates (with Francesco Bianchi)