Howard Kung

London Business School

a. Curriculum Vitae

b. Publications

• Growth, slowdowns, and recoveries (with F. Bianchi and G. Morales). Journal of Monetary Economics, forthcoming.
• The CAPM strikes back? An equilibrium model with disasters (with H. Bai, K. Hou, E. Li, and L. Zhang). Journal of Financial Economics, forthcoming.
• How uncertainty affects corporate investment: The asset redeployability channel. (with H. Kim). Review of Financial Studies, Volume 30, Issue 1, January 2017.
  • Award for Best Paper in Corporate Finance at the SFS Cavalcade 2014.
  • Data for Asset redeployability index
• 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.
  • Replication code
• Innovation, growth, and asset prices (with L. Schmid). Journal of Finance, Volume 70, Issue 3, Pages 1001-1037, June 2015.
  • Replication code
• Fiscal policies and asset prices (with M. Croce, T. Nguyen, and L. Schmid). Review of Financial Studies, 25: 2635-2672, 2012 (lead article).

c. Working Papers

• Size Premium Waves (with B. Herskovic and T. Kind)
• QE in the Fiscal Theory: A Risk-Based View (with A. Corhay, T. Kind, and G. Morales)
• Competition, markups, and predictable returns (with A. Corhay and L. Schmid)
  • Revise and Resubmit at the Review of Financial Studies.
• Limited marital commitment and household portfolios (with J. Addoum and G. Morales).
• Computational methods for production-based asset pricing models with recursive utility (with E. Aldrich).