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Publications

by members of

Economics
Chung-Ang University
Seoul, South Korea

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters | Software components |

Working papers

2024

  1. Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers 2401, Department of Economics, University of Missouri.

2021

  1. Yoon, Deok Ryong & Song, Wonho & Lee, Jinhee, 2021. "Analysis of Determinants of Foreign Capital Flow: Focused on Interest Rate and Exchange," World Economy Brief 21-26, Korea Institute for International Economic Policy.

2020

  1. Naoki Aizawa & Soojin Kim & Serena Rhee, 2020. "Labor Market Screening and the Design of Social Insurance: An Equilibrium Analysis of the Labor Market for the Disabled," NBER Working Papers 27478, National Bureau of Economic Research, Inc.
  2. Yoon, Deok Ryong & Song, Wonho & Lee, Jinhee, 2020. "국내 증권시장에서 외국인 자금 이동 결정요인 분석: 금리와 환율을 중심으로 (Determinants of Foreign Security Investment: Focusing on Interest Rates and Exchange Rates)," Policy Analyses 20-28, Korea Institute for International Economic Policy.

2019

  1. Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2019. "Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach," Working Papers 1915, Department of Economics, University of Missouri.

2018

  1. Naoki Aizawa & Serena Rhee & Soojin Kim, 2018. "Labor Market Screening and Social Insurance Program Design for the Disabled," 2018 Meeting Papers 359, Society for Economic Dynamics.

2016

  1. Sangwon Suh & Byung-Soo Koo, 2016. "Spillovers from U.S. Unconventional Monetary Policy and Its Normalization to Emerging Markets: A Capital Flow Perspective," Working Papers 2016-4, Economic Research Institute, Bank of Korea.
  2. Serena Rhee & Soojin Kim, 2016. "Measuring the Effects of Employment Protection Policies for the Disabled: Theory and Evidence from the Americans with Disabilities Act," Working Papers 201621, University of Hawaii at Manoa, Department of Economics.
  3. Choi, Yongok, 2016. "Longevity Risk in Korea," KDI Focus 69, Korea Development Institute (KDI).

2015

  1. Choi, Yongok, 2015. "A Study on Measuring and Managing Longevity Risk," KDI Policy Studies 2015-18(K), Korea Development Institute (KDI).

2014

  1. Chong, Terence Tai Leung & Ding, Haoyuan & Park, Sung Y, 2014. "Nonlinear Dependence between Stock and Real Estate Markets in China," MPRA Paper 57774, University Library of Munich, Germany.
  2. Fatih Karahan & Serena Rhee, 2014. "Population aging, migration spillovers, and the decline in interstate migration," Staff Reports 699, Federal Reserve Bank of New York.

2013

  1. Rui Fan & Ying Fang & Sung Y. Park, 2013. "Resource Abundance and Economic Growth in China," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  2. Ying Fang & Sung Y. Park & Jinfeng Zhang, 2013. "A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  3. Fatih Karahan & Serena Rhee, 2013. "Geographical reallocation and unemployment during the Great Recession: the role of the housing bust," Staff Reports 605, Federal Reserve Bank of New York.
  4. Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller, 2013. "Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand," Working Papers 1320, Department of Economics, University of Missouri.

2011

  1. Changhui Kang & Sam-Ho Lee, 2011. "Being Knowledgeable of Sociable?: Differences in Relative Importance of Cognitive and Non-Cognitive Skills," Economics Discussion / Working Papers 11-02, The University of Western Australia, Department of Economics.
  2. Park , Bokyeong & Song , Wonho, 2011. "Determinants of Domestic Public Debt Crisis," Working Papers 11-3, Korea Institute for International Economic Policy.

2010

  1. Sae Woon Park & Yun W. Park & Vipin Agrawal, 2010. "A Study Of The House Price Dynamics With A Bubble Formation: Evidence Of U.S. Housing Markets," ERES eres2010_109, European Real Estate Society (ERES).

2009

  1. Changhui Kang & Myoung-jae Lee, 2009. "Performance of Various Estimators for Censored Response Models with Endogenous Regressors," Discussion Paper Series 0905, Institute of Economic Research, Korea University.

2008

  1. Yonghyup Oh & Wonho Song, 2008. "Sub-Prime Financial Crisis and US Policy Choices," Finance Working Papers 22995, East Asian Bureau of Economic Research.

2007

  1. Sun Go & Peter H. Lindert, 2007. "The Curious Dawn of American Public Schools," NBER Working Papers 13335, National Bureau of Economic Research, Inc.

2005

  1. Chang, Yoosoon & Song, Wonho, 2005. "Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T," Working Papers 2002-06, Rice University, Department of Economics.

2004

  1. Changhui Kang, 2004. "University Prestige and Choice of Major Field: Evidence from South Korea," Econometric Society 2004 Far Eastern Meetings 544, Econometric Society.

2002

  1. Yoosoon Chang & Wonho Song, 2002. "Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-2, International Conferences on Panel Data.

2001

  1. Chang, Yoosoon & Sickles, Robin & Song, Wonho, 2001. "Bootstrapping Unit Root Tests with Covariates," Working Papers 2001-07, Rice University, Department of Economics.

Journal articles

2024

  1. Jin, YangKyu & Suh, Sangwon, 2024. "Procyclical variation margins in central clearing," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
  2. Joo, Young C. & Park, Sung Y., 2024. "Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).

2023

  1. Park, Yumi & Suh, Sangwon, 2023. "Investor Sentiment and Shorted-Stock Return," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 48(4), pages 61-91, December.
  2. Kwon, Yujin & Park, Sung Y., 2023. "Modeling an early warning system for household debt risk in Korea: A simple deep learning approach," Journal of Asian Economics, Elsevier, vol. 84(C).
  3. Yan, Zhimin & Park, Sung Y., 2023. "Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach," Energy Policy, Elsevier, vol. 173(C).
  4. Joo, Young C. & Park, Sung Y., 2023. "Quantile connectedness between cryptocurrency and commodity futures," Finance Research Letters, Elsevier, vol. 58(PC).
  5. Myeong Jun Kim & Sung Y. Park, 2023. "Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework," Applied Economics Letters, Taylor & Francis Journals, vol. 30(16), pages 2245-2251, September.
  6. Do Yeong Lee & Sung Y. Park, 2023. "Global energy intensity convergence using a spatial panel growth model," Applied Economics, Taylor & Francis Journals, vol. 55(41), pages 4745-4764, September.
  7. Yongok Choi & Giacomo Rondina & Todd B. Walker, 2023. "Information Aggregation Bias and Samuelson's Dictum," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1119-1145, August.

2022

  1. Jiyoung Kim & Sun Go, 2022. "Exports to China and Local Employment in South Korea," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(2), pages 197-214, March.
  2. Choi, Jin Ho & Suh, Sangwon, 2022. "Conditionally-hedged currency carry trades," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  3. Myeong Jun Kim & Tram T. H. Nguyen & Sung Y. Park, 2022. "Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach," Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 932-938, June.
  4. Soojin Kim & Serena Rhee, 2022. "Understanding the Aggregate Effects of Disability Insurance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 328-364, October.

2021

  1. Changhui Kang & Yoonsoo Park, 2021. "Private Tutoring and Distribution of Student Academic Outcomes: An Implication of the Presence of Private Tutoring for Educational Inequality," Korean Economic Review, Korean Economic Association, vol. 37, pages 287-326.
  2. Heejin Jung & Sun Go, 2021. "The effect of the School-to-Work Programme on the employment of vocational high school graduates," Applied Economics Letters, Taylor & Francis Journals, vol. 28(9), pages 765-768, May.
  3. Yugyung Jung & Sun Go, 2021. "The effect of Cram School attendance on study-alone time," Applied Economics Letters, Taylor & Francis Journals, vol. 28(11), pages 941-944, June.
  4. Kim, Byungoh & Suh, Sangwon, 2021. "Overnight stock returns, intraday returns, and firm-specific investor sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  5. Choi, Jin Ho & Suh, Sangwon, 2021. "A filtered currency carry trade," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  6. Suh, Sangwon & Kim, Daehwan, 2021. "Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  7. Sangwon Suh, 2021. "A Filtering Strategy for Improving Charateristics-Based Portfolios," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 46(2), pages 119-153, June.
  8. Sangwon Suh & Eungyu Yoo & Sun‐Joong Yoon, 2021. "Stock market tail risk, tail risk premia, and return predictability," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(10), pages 1569-1596, October.
  9. Joo, Young C. & Park, Sung Y., 2021. "The impact of oil price volatility on stock markets: Evidences from oil-importing countries," Energy Economics, Elsevier, vol. 101(C).
  10. Kim, Myeong Jun & Canh, Nguyen Phuc & Park, Sung Y., 2021. "Causal relationship among cryptocurrencies: A conditional quantile approach," Finance Research Letters, Elsevier, vol. 42(C).
  11. Joo, Young C. & Park, Sung Y., 2021. "Optimal portfolio selection using a simple double-shrinkage selection rule," Finance Research Letters, Elsevier, vol. 43(C).
  12. Myeong Jun Kim & Stanley I. M. Ko & Sung Y. Park, 2021. "On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition," Empirical Economics, Springer, vol. 61(3), pages 1151-1188, September.
  13. Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2021. "Forecasting regional long-run energy demand: A functional coefficient panel approach," Energy Economics, Elsevier, vol. 96(C).

2020

  1. Dohyung Kim & Sun Go, 2020. "Human Capital and Environmental Sustainability," Sustainability, MDPI, vol. 12(11), pages 1-14, June.
  2. Rhee, Serena, 2020. "Disability and Occupational Labor Transitions: Evidence from South Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 42(3), pages 53-85.
  3. Yongok Choi, 2020. "Impact of Longevity Risks on the Korean Government: Proposing a New Mortality Forecasting Model," Korean Economic Review, Korean Economic Association, vol. 36, pages 201-225.

2019

  1. Suh, Sangwon, 2019. "Unexploited currency carry trade profit opportunity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 236-254.
  2. Suh, Sangwon, 2019. "Asset correlation and bank capital regulation: A macroprudential perspective," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 355-378.
  3. Myeong Jun Kim & Sung Y. Park, 2019. "Do gender and age impact the time‐varying Okun's law? Evidence from South Korea," Pacific Economic Review, Wiley Blackwell, vol. 24(5), pages 672-685, December.
  4. Karahan, Fatih & Rhee, Serena, 2019. "Geographic reallocation and unemployment during the Great Recession: The role of the housing bust," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 47-69.

2018

  1. Sangkon Park & Cheolsung Park & Changhui Kang, 2018. "Effects of a holiday trip on health and quality of life: evidence from a natural experiment in South Korea," Applied Economics, Taylor & Francis Journals, vol. 50(42), pages 4556-4569, September.
  2. Sangwon Suh & Bong Geul Chun & Byung Jae Choi, 2018. "Firm‐level Inventory Dynamics in Korea: A Production‐augmented (S, s) Inventory Model," Asian Economic Journal, East Asian Economic Association, vol. 32(4), pages 417-449, December.
  3. Kim, Byungoh & Suh, Sangwon, 2018. "Sentiment-based momentum strategy," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 52-68.
  4. Sangwon Suh, 2018. "Portfolio Selection using New Factors based on Firm Characteristics," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 43(1), pages 77-99, March.
  5. Haiqi Li & Ying Liu & Sung Y. Park, 2018. "Time‐Varying Investor Herding in Chinese Stock Markets," International Review of Finance, International Review of Finance Ltd., vol. 18(4), pages 717-726, December.
  6. Li, Haiqi & Fan, Rui & Park, Sung Y., 2018. "Generalized empirical likelihood specification test robust to local misspecification," Economics Letters, Elsevier, vol. 171(C), pages 149-153.
  7. Song, Wonho & Park, Sung Y. & Ryu, Doojin, 2018. "Dynamic conditional relationships between developed and emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 534-543.
  8. Sung Y. Park & Anil K. Bera, 2018. "Information theoretic approaches to income density estimation with an application to the U.S. income data," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 16(4), pages 461-486, December.
  9. Haiqi Li & Sung Y. Park, 2018. "Testing for a unit root in a nonlinear quantile autoregression framework," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 867-892, September.
  10. Kim, Soojin & Rhee, Serena, 2018. "Measuring the effects of employment protection policies: Theory and evidence from the Americans with Disabilities Act," Labour Economics, Elsevier, vol. 54(C), pages 116-134.

2017

  1. Sangwon Suh & Kyung rok Wi, 2017. "The Effects of Relationship Banking on Bank Lending to Small and Medium-sized Enterprises: Evidence from Korea (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 23(2), pages 96-133, June.
  2. Suh, Sangwon, 2017. "Sudden stops of capital flows to emerging markets: A new prediction approach," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 289-308.
  3. Haiqi Li & Yu Guo & Sung Y. Park, 2017. "Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test," International Review of Finance, International Review of Finance Ltd., vol. 17(4), pages 617-626, December.
  4. Joo, Young C. & Park, Sung Y., 2017. "Oil prices and stock markets: Does the effect of uncertainty change over time?," Energy Economics, Elsevier, vol. 61(C), pages 42-51.
  5. Park, Sung Y. & Ryu, Doojin & Song, Jeongseok, 2017. "The dynamic conditional relationship between stock market returns and implied volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 638-648.
  6. Ma, Wei & Li, Haiqi & Park, Sung Y., 2017. "Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 211-222.
  7. Wonho Song & Sangkon Park & Doojin Ryu, 2017. "Information Quality of Online Reviews in the Presence of Potentially Fake Reviews," Korean Economic Review, Korean Economic Association, vol. 33, pages 5-34.
  8. Chang, Yoosoon & Choi, Yongok & Park, Joon Y., 2017. "A new approach to model regime switching," Journal of Econometrics, Elsevier, vol. 196(1), pages 127-143.

2016

  1. Chirok Han & Changhui Kang & Sam-Ho Lee, 2016. "Measuring Effort Incentives In A Tournament With Many Participants: Theory And Application," Economic Inquiry, Western Economic Association International, vol. 54(2), pages 1240-1250, April.
  2. Sangwon Suh, 2016. "A Combination Rule for Portfolio Selection with Transaction Costs," International Review of Finance, International Review of Finance Ltd., vol. 16(3), pages 393-420, September.
  3. Suh, Sangwon & Kim, Young Ju, 2016. "Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 161-176.
  4. Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y., 2016. "Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 79-101, January.
  5. Li, Haiqi & Zhong, Wanling & Park, Sung Y., 2016. "Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations," Economic Modelling, Elsevier, vol. 52(PB), pages 661-671.
  6. Kim, Myeong Jun & Park, Sung Y., 2016. "Optimal conditional hedge ratio: A simple shrinkage estimation approach," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 139-156.
  7. Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y., 2016. "Crude oil and stock markets: Causal relationships in tails?," Energy Economics, Elsevier, vol. 59(C), pages 58-69.
  8. Li, Haiqi & Kim, Myeong Jun & Park, Sung Y., 2016. "Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 217-225.
  9. Sung Y. Park & Sang Hyuck Kim, 2016. "Determinants of systematic risk in the US Restaurant industry," Tourism Economics, , vol. 22(3), pages 621-628, June.
  10. Rui Fan & Haiqi Li & Sung Y. Park, 2016. "Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(10), pages 968-991, October.
  11. Song, Wonho & Ryu, Doojin & Webb, Robert I., 2016. "Overseas market shocks and VKOSPI dynamics: A Markov-switching approach," Finance Research Letters, Elsevier, vol. 16(C), pages 275-282.
  12. Choi, Yongok & Jacewitz, Stefan & Park, Joon Y., 2016. "A reexamination of stock return predictability," Journal of Econometrics, Elsevier, vol. 192(1), pages 168-189.
  13. Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2016. "Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand," Energy Economics, Elsevier, vol. 60(C), pages 232-243.
  14. Yoosoon Chang & Yongok Choi & Hwagyun Kim & Joon Y. Park, 2016. "Evaluating factor pricing models using high‐frequency panels," Quantitative Economics, Econometric Society, vol. 7(3), pages 889-933, November.

2015

  1. Changhui Kang & Sam-Ho Lee, 2015. "Being Knowledgeable or Sociable? Different Patterns of Human Capital Development and Evaluation in Cognitive and Non-cognitive Skills," Korean Economic Review, Korean Economic Association, vol. 31, pages 57-87.
  2. Seungjoo Lee & Changhui Kang, 2015. "Labor Market Effects of School Ties: Evidence from Graduates of Leveled High Schools in South Korea," Korean Economic Review, Korean Economic Association, vol. 31, pages 199-237.
  3. Sun Go, 2015. "The Effect of Population Aging on Local School Subsidies in Korea," Korean Economic Review, Korean Economic Association, vol. 31, pages 121-144.
  4. Suh, Sangwon, 2015. "Measuring sovereign risk contagion in the Eurozone," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 45-65.
  5. Doojin Ryu & Jangkoo Kang & Sangwon Suh, 2015. "Implied Pricing Kernels: An Alternative Approach for Option Valuation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(2), pages 127-147, February.
  6. Li, Haiqi & Kim, Hyung-Gun & Park, Sung Y., 2015. "The role of financial speculation in the energy future markets: A new time-varying coefficient approach," Economic Modelling, Elsevier, vol. 51(C), pages 112-122.
  7. Hyung-Gun Kim & Kwong-Chin Hung & Sung Park, 2015. "Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 50(2), pages 270-287, February.
  8. Myeong Jun Kim & Sung Y. Park & Sang Young Jei, 2015. "An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries," Applied Economics Letters, Taylor & Francis Journals, vol. 22(10), pages 788-795, July.
  9. Kang, Bo Soo & Park, Chanhi & Ryu, Doojin & Song, Wonho, 2015. "Phase transition phenomenon: A compound measure analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 383-395.

2014

  1. Changhui Kang & Myoung-jae Lee, 2014. "Estimation of Binary Response Models With Endogenous Regressors," Pacific Economic Review, Wiley Blackwell, vol. 19(4), pages 502-530, October.
  2. Sangwon Suh & Wonho Song & Bong-Soo Lee, 2014. "A new method for forming asset pricing factors from firm characteristics," Applied Economics, Taylor & Francis Journals, vol. 46(28), pages 3463-3482, October.
  3. Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y., 2014. "Do net positions in the futures market cause spot prices of crude oil?," Economic Modelling, Elsevier, vol. 41(C), pages 177-190.
  4. Fang, Ying & Park, Sung Y. & Zhang, Jinfeng, 2014. "A simple spatial dependence test robust to local and distributional misspecifications," Economics Letters, Elsevier, vol. 124(2), pages 203-206.
  5. Ding, Haoyuan & Chong, Terence Tai-leung & Park, Sung Y., 2014. "Nonlinear dependence between stock and real estate markets in China," Economics Letters, Elsevier, vol. 124(3), pages 526-529.
  6. Park, Jinwoo & Lee, Posang & Park, Yun W., 2014. "Information effect of involuntary delisting and informed trading," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 251-269.
  7. Park, Yun W. & Bang, Doo Won, 2014. "Loss given default of residential mortgages in a low LTV regime: Role of foreclosure auction process and housing market cycles," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 192-210.

2013

  1. Deockhyun Ryu & Changhui Kang, 2013. "Do Private Tutoring Expenditures Raise Academic Performance? Evidence from Middle School Students in South Korea," Asian Economic Journal, East Asian Economic Association, vol. 27(1), pages 59-83, March.
  2. Sangwon Suh & Inwon Jang & Misun Ahn, 2013. "A Simple Method For Measuring Systemic Risk Using Credit Default Swap Market Data," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 38(4), pages 75-100, December.
  3. Antonio F. Galvao JR. & Gabriel Montes-Rojas & Sung Y. Park, 2013. "Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 307-321, April.
  4. Ko, Stanley I.M. & Park, Sung Y., 2013. "Multivariate density forecast evaluation: A modified approach," International Journal of Forecasting, Elsevier, vol. 29(3), pages 431-441.
  5. Yun W. Park & Doo Won Bang, 2013. "Valuation of Brokers over Real Estate Cycles: Korean Evidence," International Real Estate Review, Global Social Science Institute, vol. 16(2), pages 166-188.

2012

  1. Gyeongjoon Yoo & Changhui Kang, 2012. "The Effect of Protection of Temporary Workers on Employment Levels: Evidence from the 2007 Reform of South Korea," ILR Review, Cornell University, ILR School, vol. 65(3), pages 578-606, July.
  2. Suh, Sangwon, 2012. "Measuring systemic risk: A factor-augmented correlated default approach," Journal of Financial Intermediation, Elsevier, vol. 21(2), pages 341-358.
  3. Fan, Rui & Fang, Ying & Park, Sung Y., 2012. "Resource abundance and economic growth in China," China Economic Review, Elsevier, vol. 23(3), pages 704-719.
  4. Kneip, Alois & Sickles, Robin C. & Song, Wonho, 2012. "A New Panel Data Treatment For Heterogeneity In Time Trends," Econometric Theory, Cambridge University Press, vol. 28(3), pages 590-628, June.
  5. Doo Won Bang & Yun Woo Park, 2012. "The Nature and Determinants of the Loss Given Default of Residential Mortgage Loans: Evidence from the Apartment Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 18(4), pages 51-83, December.
  6. Michael LaCour‐Little & Yun W. Park & Richard K. Green, 2012. "Parameter Stability and the Valuation of Mortgages and Mortgage‐Backed Securities," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 23-63, March.

2011

  1. Sangkyu Rhee, 2011. "Strategy‐Proof Allocation Of Indivisible Goods Among Couples," The Japanese Economic Review, Japanese Economic Association, vol. 62(2), pages 289-303, June.
  2. Changhui Kang, 2011. "Family Size and Educational Investments in Children: Evidence from Private Tutoring Expenditures in South Korea," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(1), pages 59-78, February.
  3. Suh, Sangwon, 2011. "Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors," Pacific-Basin Finance Journal, Elsevier, vol. 19(4), pages 390-403, September.
  4. Zuo, Haomiao & Park, Sung Y., 2011. "Money demand in China and time-varying cointegration," China Economic Review, Elsevier, vol. 22(3), pages 330-343, September.
  5. Haiqi Li & Sung Yong Park & Joo Hwan Seo, 2011. "Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model," Tourism Economics, , vol. 17(5), pages 997-1015, October.

2010

  1. Changhui Kang, 2010. "Confronting the shadow education system: what government policies for what private tutoring?," Education Economics, Taylor & Francis Journals, vol. 18(3), pages 373-375.
  2. Changhui Kang & Myoung‐jae Lee, 2010. "Performance Of Various Estimators For Censored Response Models With Endogenous Regressors," Pacific Economic Review, Wiley Blackwell, vol. 15(4), pages 447-463, October.
  3. Go, Sun & Lindert, Peter, 2010. "The Uneven Rise of American Public Schools to 1850," The Journal of Economic History, Cambridge University Press, vol. 70(1), pages 1-26, March.
  4. Go, Sun, 2010. "Making the Grade: The Economic Evolution of American School Districts. By William A. Fischel. Chicago: The University of Chicago Press, 2009. Pp. xi, 298. $55.00," The Journal of Economic History, Cambridge University Press, vol. 70(4), pages 1003-1005, December.
  5. Park, Sung Y. & Zhao, Guochang, 2010. "An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach," Energy Economics, Elsevier, vol. 32(1), pages 110-120, January.
  6. Joo Hwan Seo & Sung Yong Park & Soyoung Boo, 2010. "Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis," Tourism Economics, , vol. 16(3), pages 597-610, September.
  7. Sung Yong Park & Sang Young Jei, 2010. "Determinants of volatility on international tourism demand for South Korea: an empirical note," Applied Economics Letters, Taylor & Francis Journals, vol. 17(3), pages 217-223, February.
  8. Sung Yong Park & Sang Young Jei, 2010. "Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(1), pages 71-99, January.
  9. Wonho Song, 2010. "Impacts Of Olympics On Exports And Tourism," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 35(4), pages 93-110, December.
  10. Song, Wonho, 2010. "Building an Early Warning System for Crude Oil Price Using Neural Network," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 14(2), pages 79-109, December.
  11. Sae Park & Doo Bahng & Yun Park, 2010. "Price Run-up in Housing Markets, Access to Bank Lending and House Prices in Korea," The Journal of Real Estate Finance and Economics, Springer, vol. 40(3), pages 332-367, April.
  12. Yun W. Park & Doo Woan Bahng & Sae Woon Park, 2010. "Are Broker Quotes Too Optimistic? Korean Evidence," International Real Estate Review, Global Social Science Institute, vol. 13(1), pages 46-78.

2009

  1. Hongjai Rhee & Sangkyu Rhee, 2009. "An Analysis Of Equilibrium Relationship Between Price Elasticity And Expenditure Level: A Case Study Of Korean Mobile Market Data," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 34(2), pages 69-83, December.
  2. Gwanghoon Lee, 2009. "International knowledge spillovers through the import of information technology commodities," Applied Economics, Taylor & Francis Journals, vol. 41(24), pages 3161-3169.
  3. Jung Hur & Changhui Kang, 2009. "Educational Implications Of School Systems At Different Stages Of Schooling," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 34(2), pages 185-218, December.
  4. Sangwon Suh, 2009. "Pseudospectral methods for pricing options," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 705-715.
  5. Park, Sung Y. & Bera, Anil K., 2009. "Maximum entropy autoregressive conditional heteroskedasticity model," Journal of Econometrics, Elsevier, vol. 150(2), pages 219-230, June.
  6. Yoosoon Chang & Wonho Song, 2009. "Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(3), pages 903-935.

2008

  1. Gwanghoon Lee, 2008. "Panel Cointegration Estimation of International Knowledge Spillovers," Global Economic Review, Taylor & Francis Journals, vol. 37(1), pages 75-84.
  2. Park, Cheolsung & Kang, Changhui, 2008. "Does education induce healthy lifestyle?," Journal of Health Economics, Elsevier, vol. 27(6), pages 1516-1531, December.
  3. Suh, Sangwon & Zapatero, Fernando, 2008. "A class of quadratic options for exchange rate stabilization," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3478-3501, November.
  4. Anil Bera & Sung Park, 2008. "Optimal Portfolio Diversification Using the Maximum Entropy Principle," Econometric Reviews, Taylor & Francis Journals, vol. 27(4-6), pages 484-512.
  5. Park, Yun W. & Selvili, Zekiye & Song, Moon H., 2008. "Large outside blockholders as monitors: Evidence from partial acquisitions," International Review of Economics & Finance, Elsevier, vol. 17(4), pages 529-545, October.

2007

  1. Gwanghoon Lee, 2007. "Long Run Equilibrium Relationship Between Inward Fdi And Productivity," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 32(2), pages 183-192, December.
  2. Changhui Kang, 2007. "Academic interactions among classroom peers: a cross-country comparison using TIMSS," Applied Economics, Taylor & Francis Journals, vol. 39(12), pages 1531-1544.
  3. Kang, Changhui, 2007. "Classroom peer effects and academic achievement: Quasi-randomization evidence from South Korea," Journal of Urban Economics, Elsevier, vol. 61(3), pages 458-495, May.
  4. Changhui Kang & Cheolsung Park & Myoung-Jae Lee, 2007. "Effects of ability mixing in high school on adulthood earnings: quasiexperimental evidence from South Korea," Journal of Population Economics, Springer;European Society for Population Economics, vol. 20(2), pages 269-297, April.
  5. Changhui KANG & Seungjoo LEE, 2007. "Regional Ties And Discrimination: Political Change, Economic Crisis, And Job Displacements In South Korea, 1997–99," The Developing Economies, Institute of Developing Economies, vol. 45(1), pages 63-96, March.

2006

  1. Rhee, Sangkyu, 2006. "Allocation problems among sharing groups," Games and Economic Behavior, Elsevier, vol. 54(2), pages 398-418, February.
  2. Lee, Gwanghoon, 2006. "The effectiveness of international knowledge spillover channels," European Economic Review, Elsevier, vol. 50(8), pages 2075-2088, November.
  3. Lee, Myoung-jae & Kang, Changhui, 2006. "Identification for difference in differences with cross-section and panel data," Economics Letters, Elsevier, vol. 92(2), pages 270-276, August.
  4. Song, Wonho & Wang, Yunjong, 2006. "Finance and Economic Development in China," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 10(1), pages 161-184, June.

2005

  1. Rhee, Sangkyu, 2005. "Sharing-group allocation problems," Economics Letters, Elsevier, vol. 86(1), pages 51-56, January.
  2. Gwanghoon Lee, 2005. "International R&D Spillovers Revisited," Open Economies Review, Springer, vol. 16(3), pages 249-262, July.
  3. Lee, Gwanghoon, 2005. "Direct versus indirect international R&D spillovers," Information Economics and Policy, Elsevier, vol. 17(3), pages 334-348, July.
  4. Gwanghoon Lee, 2005. "International R&D Spillovers Through Information Networks," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 30(1), pages 151-164, June.
  5. Erickson, John & Park, Yun W. & Reising, Joe & Shin, Hyun-Han, 2005. "Board composition and firm value under concentrated ownership: the Canadian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 13(4), pages 387-410, September.

2004

  1. Gwanghoon Lee, 2004. "How The Globalization Of R&D Competition Affects Trade And Growth," The Japanese Economic Review, Japanese Economic Association, vol. 55(3), pages 267-285, September.
  2. Park, Yun W. & Shin, Hyun-Han, 2004. "Board composition and earnings management in Canada," Journal of Corporate Finance, Elsevier, vol. 10(3), pages 431-457, June.

2002

  1. Lee, Gwanghoon, 2002. "R&D inefficiency with bundling in systems markets," Economics Letters, Elsevier, vol. 75(1), pages 25-30, March.

2001

  1. Gwanghoon Lee, 2001. "The quality of human capital, educational reform and economic growth," International Economic Journal, Taylor & Francis Journals, vol. 18(4), pages 449-465.
  2. Yun W. Park & Toni Nelson & Mark R. Huson, 2001. "Executive Pay And The Disclosure Environment: Canadian Evidence," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(3), pages 347-365, September.

Chapters

2022

  1. Sun Go & Ki-Joo Park, 2022. "Education," Studies in Economic History, in: Myung Soo Cha & Nak Nyeon Kim & Ki-Joo Park & Yitaek Park (ed.), Historical Statistics of Korea, chapter 0, pages 167-227, Springer.

2021

  1. Yongok Choi, 2021. "Enhancing accountability of Korea’s government funds system through consolidated management of surplus money in budget-type funds," Chapters, in: Robert L. Clark & YoungWook Lee & Andrew Mason (ed.), Fiscal Accountability and Population Aging, chapter 4, pages 73-92, Edward Elgar Publishing.
  2. Dohyung Kim & Taesuk Lee & Yongok Choi, 2021. "Fiscal implications of the 2015 government employees pension reform in Korea," Chapters, in: Robert L. Clark & YoungWook Lee & Andrew Mason (ed.), Fiscal Accountability and Population Aging, chapter 8, pages 155-181, Edward Elgar Publishing.

2019

  1. Sun Go & Ki-Joo Park, 2019. "Universal Public Schooling in Colonial Korea and Taiwan," Palgrave Studies in Economic History, in: David Mitch & Gabriele Cappelli (ed.), Globalization and the Rise of Mass Education, chapter 0, pages 101-127, Palgrave Macmillan.

2016

  1. Sangwon Suh & Jinsoo Lee, 2016. "Irrational expectations, financial amplification and prudential capital controls," Chapters, in: Dongsoo Kang & Andrew Mason (ed.), Macroprudential Regulation of International Finance, chapter 5, pages 104-124, Edward Elgar Publishing.

2014

  1. Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park, 2014. "Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression," World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 7, pages 167-199, World Scientific Publishing Co. Pte. Ltd..

2005

  1. Yung Chul Park & Wonho Song & Yunjong Wang, 2005. "Finance and Economic Development in East Asia," Chapters, in: Yung Chul Park & Takatoshi Ito & Yunjong Wang (ed.), A New Financial Market Structure for East Asia, chapter 2, Edward Elgar Publishing.

Software components

2021

  1. Soojin Kim & Serena Rhee, 2021. "Code and data files for "Understanding the Aggregate Effects of Disability Insurance"," Computer Codes 18-401, Review of Economic Dynamics.

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