Howard Kung
London Business School
b. Publications
Competition, markups, and predictable returns (with A. Corhay and L. Schmid). Review of Financial Studies, forthcoming.
The CAPM strikes back? An equilibrium model with disasters (with H. Bai, K. Hou, E. Li, and L. Zhang). Journal of Financial Economics, Volume 131, Issue 2, February 2019.
Growth, slowdowns, and recoveries (with F. Bianchi and G. Morales). Journal of Monetary Economics, Volume 101, January 2019.
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.
Innovation, growth, and asset prices (with L. Schmid). Journal of Finance, Volume 70, Issue 3, Pages 1001-1037, June 2015.
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
Threats to Central Bank Independence: High-Frequency Evidence with Twitter (w/ F. Bianchi and T. Kind)
Discount Rates, Debt Maturity, and the Fiscal Theory (with A. Corhay, T. Kind, and G. Morales)
Revise and Resubmit at the Journal of Finance.
Q: Risk, Rents, or Growth (w/ A. Corhay and L. Schmid)
Revise and Resubmit at the Journal of Financial Economics.
The Origins and Effects of Macroeconomic Uncertainty (w/ F. Bianchi and M. Tirskikh)
Strategic Product Diversity (w/ N. Clara and A. Corhay)
Disagreement about Innovations and Endogenous Growth (w/ C. Heyerdahl-Larsen and P. Illeditsch)
Micro Uncertainty and Asset Prices (with B. Herskovic and T. Kind)
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).