  ![](https://neoma-bs.fr/sites/default/files/uploaded_images/profs-neoma_0.png)# AHN Jung-Hyun

 

 

 
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	 - [Accueil](https://neoma-bs.fr/)
- AHN Jung-Hyun
 
  

 

    ![](/sites/default/files/styles/large/public/uploaded_images/photos_academ/168-ahn-jung-hyun.jpg?itok=4uKYSDwv)AHN Jung-Hyun

 Professeur associé

  

 <Jung-Hyun.AHN@neoma-bs.fr> 

 

 

 

 - À propos
 - Publications académiques
 
  

 

    [Finance](https://neoma-bs.fr/departements/finance) 

    Doctorat, Sciences économique 

 

Titulaire d'un Doctorat en Economie, Jung-Hyun AHN est professeur associé de Finance à NEOMA Business School. Ses recherches portent sur la concurrence bancaire, la titrisation, le marché interbancaire, la politique de la banque centrale ainsi que les indices des matières premières. Ses recherches ont été publiées dans de nombreuses revues académiques, y compris Journal of Banking and Finance. Il enseigne la gestion des risques financiers, les instruments de dettes et la finance d’entreprise. Il est membre élu du comité de recherche de NEOMA BS et coordinateur du séminaire de recherche en finance. Il est également chercheur associé au LEDa à l’Université Paris-Dauphine.

 

 ###  Domaines de recherche 



- Banking
- Interbank market and central bank
- Corporate debt markets
- Green Finance
- Commodities
 
  

 

##   Récentes contributions académiques  

 AHN, J.-H., M. BREI, "Deposit Market Competition during the Great Financial Crisis" dans *Econometric Society World Congress*, 2025, Seoul, Corée, République De 

 AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" dans *French Inter-Business School Workshop*, 2024, Montpellier, France 

 AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" dans *Financial Management Association Asian Meeting*, 2024, Seoul, Corée, République De 

 

 

 

##   Publications  

 AHN, J.-H., H. MUHAJIR MAULANA, P. SIX, "Macro-Financial Determinants of Default Probability Using Copula: A Case Study of Indonesian Banks", *Bulletin of Monetary Economics and Banking*, 2023, vol. 25, no. 4, pp. 597-622  DOI : [ 10.21098/bemp.v25i4.1748 ](https://dx.doi.org/10.21098/bemp.v25i4.1748)

  

 

 AHN, J.-H., P.SIX, "A study of first generation commodity indices : Indices based on financial diversification", *Finance Research Letters*, Septembre 2019, vol. 30, pp. 194-200  DOI : [ 10.1016/j.frl.2018.09.013 ](https://dx.doi.org/10.1016/j.frl.2018.09.013)

  

 

 AHN, J.-H., "The Impact of the Banking Competition in Funding and Lending Markets on Lending Technology", *Revue Economique*, Novembre 2016, vol. 67, no. 6, pp. 1117 - 1139  DOI : [ 10.3917/reco.pr2.0069 ](https://dx.doi.org/10.3917/reco.pr2.0069)

  

 

 AHN, J.-H., R.BRETON, "Securitization, Competition and Monitoring", *Journal of Banking and Finance*, Mars 2014, vol. 40, pp. 195-210  DOI : [ 10.1016/j.jbankfin.2013.11.023 ](https://dx.doi.org/10.1016/j.jbankfin.2013.11.023)

  

 

 AHN, J.-H., "Loan Sales and Loan Market Competition", *International Review of Finance*, Juin 2010, vol. 10, no. 2, pp. 241-262  DOI : [ 10.1111/j.1468-2443.2010.01110.x ](https://dx.doi.org/10.1111/j.1468-2443.2010.01110.x)

  

 

 AHN, J.-H., R.BRETON, "Titrisation, concurrence et rente bancaire ", *Revue Economique*, Septembre 2010, vol. 61, no. 3, pp. 431-440  DOI : [ 10.3917/reco.613.0431 ](https://dx.doi.org/10.3917/reco.613.0431)

  

 

 

 

 

##   Conferences  

 AHN, J. -H., M. BREI, "Strategic competition on the deposit market during banking crises" dans *37th Symposium on Money, Banking and Finance*, 2021, Paris/Banque de France 

 

 

 

##   Conference invitations  

 AHN, J.-H., M. BREI - "Deposit Market Competition during the Global Financial Crisis" - 2023, 22nd FDIC Annual Bank Research Conference, États-Unis 

 

 

 

##   Contributions dans une conférence  

 AHN, J.-H., M. BREI, "Deposit Market Competition during the Great Financial Crisis" dans *Econometric Society World Congress*, 2025, Seoul, Corée, République De 

 AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" dans *French Inter-Business School Workshop*, 2024, Montpellier, France 

 AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" dans *Financial Management Association Asian Meeting*, 2024, Seoul, Corée, République De 

 AHN, J.-H., M. BREI, "Deposit Market Competition during the Great Financial Crisis" dans *40th Symposium on Money, Banking and Finance*, 2024, Orléans, France 

 AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green bond effects on theCDS market" dans *16th Financial Risks International Forum*, 2023, Paris, France co-auteurs présentés 

 AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effects on the CDS Market" dans *Financial Management Association European Conference*, 2023, Aalborg, Danemark 

 AHN, J.-H., V.BIGNON, R.BRETON, A.MARTIN, "Bank liquidity management, collateral quality and policies" dans *Annual meeting of the ASSA (Allied Social Science Associations)*, 2019, Atlanta, États-Unis 

 AHN, J.-H., V.BIGNON, R.BRETON, A.MARTIN, "Bank liquidity management, collateral quality and policies" dans *Asian Meeting of the Econometric Society*, 2018, Seoul, Corée, République De 

 AHN, J.-H., P.SIX, "Investing in commodity: Why duplicating inventories?" dans *2017 Commodity Markets Winter Workshop*, 2017, Lillehammer, Norvège 

 AHN, J.-H., V.BIGNON, R.BRETON, A.MARTIN, "Cash-in-the-market pricing or cash hoarding: how banks choose liquidity" dans *International Finance and Banking Society Conference*, 2017, Oxford, Royaume-Uni 

 AHN, J.-H., P.SIX, "Investing in commodity: why duplicating inventories?" dans *International Conference on Energy, Finance and the Macroeconomy*, 2017, Montpellier, France 

 AHN, J.-H., P.SIX, "Investing in commodities: why duplicating inventories" dans *Energy and Commodity Finance Conference*, 2016, Paris, France co-auteurs présentés 

 AHN, J.-H., M.BREI, "Strategic competition in deposit market during banking crisis" dans *International Finance and Banking Society Conference*, 2016, Barcelona, Espagne 

 AHN, J.-H., V.BIGNON, R.BRETON, A.MARTIN, "Interbank Market and Central Bank Policy" dans *6th International Conference of the Financial Engineering and Banking Society*, 2016, Malaga, Espagne 

 AHN, J.-H., P.SIX, "Investing in Commodity: Why Duplicating Inventories" dans *Commodity Markets Conference*, 2016, Hannovre, Allemagne 

 AHN, J.-H., V.BIGNON, R.BRETON, A.MARTIN, "Market for Liquidity and Central Bank Policy" dans *15th SAET conference*, 2015, Cambridge, Royaume-Uni 

 AHN, J.-H., V.BIGNON, R.BRETON, A.MARTIN, "Interbank Market and Central Bank Policy" dans *TSE-Banque de France Workshop on Models of the Money Market*, 2015, Paris, France 

 AHN, J.-H., "Securitization, competition and monitoring" dans *30th International French Finance Association Conference (AFFI)*, 2013, France 

 AHN, J.-H., "Securitization, Competition and Incentive to Monitor" dans *2nd International Financial Engineering and Banking Society Conference (FEBS)*, 2012, Royaume-Uni 

 AHN, J.-H., R.BRETON, "Securitization, competition, monitoring" dans *4th International IFABS Conference (International Finance and Banking Society)*, 2012, Espagne 

 AHN, J.-H., R.BRETON, "Securitization, competition, monitoring" dans *Conférence "Banking models and banking structures" - Banque de France - Toulouse School of Economics*, 2012, Paris, France 

 AHN, J.-H., R.BRETON, "Securitization, Competition and Efficiency" dans *Asian Meeting of the Econometric Society*, 2011, Corée, République De 

 AHN, J.-H., "Securitization, Competition and Incentive to Monitor" dans *Midwest Finance Association Annual Meeting*, 2011, États-Unis 

 AHN, J.-H., R.BRETON, "Securitization, Competition and Efficiency" dans *Financial Management Association Annual Meeting (FMA)*, 2010, États-Unis 

 AHN, J.-H., "Loan Sales and Loan Market Competition" dans *26th International Symposium on Money, Banking and Finance*, 2009, France 

 AHN, J.-H., "Securitization and the intensity of competition" dans *2nd International Financial Research Forum*, 2009, France 

 AHN, J.-H., R.BRETON, "Securitization and the intensity of competition" dans *58ème congrès de l'Association Française de Science Économique (AFSE)*, 2009, France 

 AHN, J.-H., "Securitization and the intensity of competition" dans *14th Spring Meeting of Young Economists (SMYE) Conference*, 2009, Turquie 

 AHN, J.-H., "Securitization and the intensity of competition" dans *24th Annual Congress of European Economic Association (EEA)*, 2009, Espagne 

 AHN, J.-H., "Securitization and the intensity of competition" dans *17th International Tor Vergata Conference on Banking and Finance in Emerging Markets, Currencies, and Financial Stability*, 2008, Italie 

 AHN, J.-H., "Securitization and the intensity of competition" dans *25th International Symposium on Money, Banking and Finance*, 2008, Luxembourg 

 AHN, J.-H., "Securitization and the intensity of competition" dans *40th Money, Macro and Finance Research Group Annual Conference*, 2008, Royaume-Uni 

 AHN, J.-H., "Double Banking Competition and Strategic Acquisition of Screening Technology" dans *56ème congrès de l'Association Française de Science Économique (AFSE)*, 2007, France 

 AHN, J.-H., "Double Banking Competition and Strategic Acquisition of Screening Technology" dans *39th Money, Macro and Finance Research Group Annual Conference*, 2007, Royaume-Uni 

 AHN, J.-H., "Double Banking Competition and Strategic Acquisition of Screening Technology" dans *23rd International Symposium on Money, Banking and Finance,*, 2006, France 

 AHN, J.-H., "Banking Competition and Investment on Information Production" dans *22nd International Symposium on Money, Banking and Finance*, 2005, France 

 

 

 

##   Séminaires de recherche  

 AHN, J.-H., M. BREI, "Deposit Market Competition During the Great Financial Crisis" *NEOMA Finance Research Seminar*. 2022, Paris, France 

 AHN, J.-H., M. BREI, "Deposit Market Competition During the Great Financial Crisis" *Banque de France Invited Research Seminar*. 2022, Paris, France 

 AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green bond effects on the CDS market" *NEOMA Finance Research Seminar*. 2022, Paris, France 

 AHN, J.-H., M.ROJAS BREU, "Corporate liquidity, Banking and Monetary Policy" *Basel University Economics Department Seminar*. 2020, Basel, Suisse 

 AHN, J.-H., V.BIGNON, R.BRETON, A.MARTIN, "Bank liquidity management, collateral quality and policies" *Séminaire du CRED (Paris Center for Law and Economics)*. 2019, Paris, France 

 AHN, J.-H., V.BIGNON, R.BRETON, A.MARTIN, "Bank liquidity management, collateral quality and policies" *NEOMA Finance Research Seminar*. 2018, Paris, France 

 AHN, J.-H., "Strategic competition on the deposit market during banking crisis" *University of Paris Nanterre, Crisis and New Financial Regulation Seminar*. 2017, Paris, France 

 AHN, J.-H., "Liquidity Self-Insurance and Unconventional Central Bank Interventions" *Seminar “Crisis and new financial regulation”*. 2015, France 

 AHN, J.-H., V.BIGNON, V.BIGNON, R.BRETON, R.BRETON, A.MARTIN, A.MARTIN, "Interbank Market and Central Bank Policy" *University of Paris-Dauphine LEDa Seminar*. 2015, Paris, France 

 AHN, J.-H., "Securitization, Competition and Incentive to monitor" *Brown Bag Seminar - Pôle Finance Responsable - Rouen Business School*. 2011, Rouen, France 

 AHN, J.-H., "Securitization, Competition and Efficiency" *Research Seminar Department of Economics and Business, Universitat Pompeu Fabra*. 2010, Espagne 

 AHN, J.-H., "Securitization and the intensity of competition" *Séminaire du LEO (Laboratoire d'Economie d'Orléans)*. 2009, France 

 AHN, J.-H., "Double Banking Competition and Strategic Acquisition of Screening Technology" *The 5th Workshop “Monetary and Financial Economics"*. 2007, Allemagne 

 AHN, J.-H., "Double Banking Competition and Strategic Acquisition of Screening Technology" *Séminaire du LEO (Laboratoire d'Economie d'Orléans)*. 2007, France 

 AHN, J.-H., "Double Banking Competition and Strategic Acquisition of Screening Technology" *EconomiX Lunch Seminar, University of Paris Nanterre*. 2006, France 

 AHN, J.-H., "Banking Competition and Investment on Information Production" *Workshop “Bank and Banking System”*. 2004, France 

 AHN, J.-H., "Banking Competition and Investment on Information Production" *Seminar Money, Institution and Independency*. 2004, France 

 AHN, J.-H., "Interbank Competition and Banking Stability: A Survey" *Seminar Money, Institution and Independency*. 2003, France