Hy­un­g­joo Kim

My research focuses on asset pricing, derivatives, financial econometrics, macro-finance, and risk management. I study how financial asset prices—particularly derivatives—are determined, identifying key economic factors and risks driving these financial market dynamics. To explore these questions and their broader economic implications, I conduct theoretical and mathematical modeling and apply econometric techniques, including filtering and machine learning methods.

Prior to joining Copenhagen Business School, I worked at the Federal Reserve Board as a senior economist. I received my PhD in Finance from the University of Houston