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  • 2016~2019

연구활동

Papers

 

Working Paper Series

 

 

2016

2016studies

 

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WP 2016-01 "Trend Shifts in the Forward Premium and the Predictability of Excess Returns in Currency Markets", 2016, Dooyeon Cho & Sungju Chun
WP 2016-02 "A Time-Varying Measure of Fiscal Crowding-Out Based on Financial Integration: Divergence between Advanced and Emerging Market Economies", 2016, Dooyeon Cho & Ju Hyun Pyun
WP 2016-03 "An Analysis of Herding in the Korean Stock Market Using Network Theory", 2016, Soosung Hwang & Young-Il Kim & Jinho Shin
WP 2016-04 "Assessing Euro Crises from a Time Varying International CAPM Approach", 2016, Richard T.Baillie & Dooyeon Cho
WP 2016-05 "Endogenous Regime Switching Error Correction Model for Stock Price and Dividend", 2016.04, Heejoon Han & Na Kyeong Lee
WP 2016-06 "International Policy Coordination for Financial Regulation with Politically Influential Banks", 2016.06, Young-Han Kim
WP 2016-07 "Household Overconfidence in the UK Housing Market", 2016, Soosung Hwang & Youngha Cho & Jinho Shin
WP 2016-08 "Private takings: Empirical Evidence of Post-taking Performance", 2016, Iljoong Kim & Sungkyu Park
WP 2016-09 "Time Series Analysis of Global Temperature Distribtuions: Identifying and Estimating Persistent Features in Temperature Anomalies", 2016, Yoosoon Chang & Chang Sik Kim & J.Issac Miller & Joon Y.Park & Sungkeun Park
WP 2016-10 "Violent Crime and Female Victimization: Evidence from Metropolitan Regions in South Korea", 2016, Iljoong Kim & Jaewook Byeon & Dongwon Lee
WP 2016-11 "What Are Sources of Real Exchange Rate Fluctuations", 2016, Keun Yeong Lee
WP 2016-12 "Who Supports Delegative Democracy?: Evidence from the Asian Barometer Survey", 2016, Youngho Kang & Dongwon Lee

 

2017

2017studies

 

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WP 2017-01 "법인세 인상의 재정 및 거시경제 효과에 대한 동태적 분석", 2017, 김성현 & 양은순 & 최윤석
WP 2017-02 "Tax reform in Japan: Is it welfare-enhancing?", 2017, Yoonseok Choi & Hideaki Hirata & Sunghyun Henry Kim
WP 2017-03 "International Capital Mobility: Regional vs. Global Perspective", 2017, Soyoung Kim & Sunghyun Henry Kim
WP 2017-04 "Zero-Pricing in Bundle Offers: Evidence of Anti-Competitive Effects in the Telecommunications and Broadcasting Industry", 2017, Minki Kim & Youngwook Koo & Minsoo Park
WP 2017-05 "RMB Bloc in East Asia: Too early to talk about it?", 2018, Changsik Kim & Sunghyun Henry Kim & Yunjong Wang
WP 2017-06 "Protest and property crime: political use of police resources and the deterrence of crime", 2018, Jaewook Byeon & Iljoong Kim & Dongwon Lee
WP 2017-07 "Efficiency-Dominating Economic Theory of Regulatory Takings: A Critique Note", 2017, Iljoon Kim & Hojun Lee
WP 2017-08 "World Distribution of Income for 1970-2010: Drastic Improvement in World Income Inequality during the 2000s", 2019, Soondong Hong & Heejoon Han & Chang Sik Kim
WP 2017-09 "A Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects", 2016.08, Heejoon Han & Chang Sik Kim & Eunhee Lee
WP 2017-10 "Quantile Dependence between Stock Markets and Its Application in Volatility Forecasting", 2016.12, Heejoon Han
WP 2017-11 "국내 은행부문의 시스템 리스크 측정 및 자기자본규제의 유용성 평가", 2017, 이성복 & 한희준
WP 2017-12 "On the Persistence of the Forward Premium in the Joint Presence of Nonlinearity, Asymmetry, and Structural Changes", 2018, Dooyeon Cho
WP 2017-13 "Waiting for Affordable Housing", 2017.09, Holger Sieg & Chamna Yoon
WP 2017-14 "Time to build and the real-options channel of residential investment", 2017, Hyunseung Oh & Chamna Yoon
WP 2017-15 "특성화고 출신 고졸 여성의 선취업 후진학 선택에 관한 분석", 2017, 문상균 & 최재성
WP 2017-16 "Under-confidence, Pessimism and the Low-beta Anomaly", 2017, Soosung Hwang & Mark Salmon
WP 2017-17 "Association between health information technology and Case Mix Index", 2017, Jinhyung Lee
WP 2017-18 "Loss Aversion around the World: Empirical Evidence from Pension Funds", 2018, Yuxin Xie & Soosung Hwang & Athanasios A. Pantelous
WP 2017-19 "Implications of RMB Internationalization: the Korean experience", 2017, Kyungsoo Kim
WP 2017-20 "국내 방송통신결합상품 시장획정", 2017, 김정민 & 박민수 & 양명지

 

2018

2018studies

 

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WP 2018-01 "Money, Asset Prices and the Liquidity Premium", 2018.01, Seungduck Lee
WP 2018-02 "함수적 회귀 모형을 이용한 한국과 미국 주식시장의 횡단면 분포 간의 관계 분석", 2018.08, 김경모 & 한희준
WP 2018-03 "Welfare Implications of Upstream Subsidy in the Presence of Countervailing Duties under Limited Verifiability", 2018.10, Sang-Kee Kim & Young-Han Kim
WP 2018-04 "Carry Trades and Endogenous Regime Switches in Exchange Rate Volatility", 2019, Dooyeon Cho & Heejoon Han & Na Kyeong Lee
WP 2018-05 "Dynamic Asset Allocation under Disappointment Aversion Preferences", 2018.11, Vasileios E. Kontosakos & Soosung Hwang & Vasileios Kallinterakis & Athanasios A. Pantelous
WP 2018-06 "Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective", 2018, Alexandre Rubesam & Soosung Hwang
WP 2018-07 "Temporal Change in Early Labor Market Outcomes of Young College Graduates in South Korea", 2018, Jaesung Choi & Hannah Bae
WP 2018-08 "공무원 시험 준비와 합격: 대학 서열과 사회경제적 배경을 중심으로", 2018, 배한나 & 최재성

 

2019

2019studies

 

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WP 2019-01 "The effect of delaying school start time on adolescents’ time use and health", 2019.04, Jaesung Choi & Dongkyu Yang
WP 2019-02 "학자금 대출경험이 노동시장 초기행태에 미치는 영향", 2019.04, 최재성 & 양동규
WP 2019-03 "Money, Cryptocurrency, and Monetary Policy", 2019.06, Kee-Youn Kang & Seungduck Lee
WP 2019-04 "Disappointment Aversion and Long-Term Dynamic Asset Allocation", 2019.07, Vasileios E. Kontosakos & Soosung Hwang & Vasileios Kallinterakis & Athanasios A. Pantelous
WP 2019-05 "Asset Liquidity in Monetary Theory and Finance: A Unified Approach", 2019.10, Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos