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Cheolbeom Park

Personal Details

First Name:Cheolbeom
Middle Name:
Last Name:Park
RePEc Short-ID:ppa43
Department of Economics, Korea University Anam-dong, Seongbuk-gu, Seoul, Korea 136-701


Department of Economics
Korea University

Seoul, South Korea


Seoul 136-701
RePEc:edi:deckukr (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Cheolbeom Park & Erdenebat Bataa, 2017. "Is the Recent Low Oil Price Attributable to the Shale Revolution?," Discussion Paper Series 1704, Institute of Economic Research, Korea University.
  2. Yunjung Kim & Cheolbeom Park, 2016. "Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach," Discussion Paper Series 1606, Institute of Economic Research, Korea University.
  3. Cheolbeom Park & Dong-hun Shin, 2014. "Stock Market Predictability: Global Evidence and an Explanation," Discussion Paper Series 1405, Institute of Economic Research, Korea University.
  4. Cheolbeom Park & Sookyung Park, 2014. "Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?," Discussion Paper Series 1404, Institute of Economic Research, Korea University.
  5. Cheolbeom Park & Sookyung Park, 2013. "Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients," Discussion Paper Series 1302, Institute of Economic Research, Korea University.
  6. An , Jiyoun & Park , Cheolbeom, 2012. "Election Cycles and Stock Market Reaction: International Evidence," Working Papers 12-4, Korea Institute for International Economic Policy.
  7. Chang-Jin Kim & Cheolbeom Park, 2012. "Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability," Discussion Paper Series 1205, Institute of Economic Research, Korea University.
  8. Jung Hur & Cheolbeom Park, 2010. "FTA and Economic Growth: A Nonparametric Approach," Discussion Paper Series 1009, Institute of Economic Research, Korea University.
  9. Thomas Bishop & Cheolbeom Park, 2010. "Borrowing Constraints, the Marginal Propensity to Consume, and the Effectiveness of Fiscal Policy," Discussion Paper Series 1008, Institute of Economic Research, Korea University.
  10. Kilian, Lutz & Park, Cheolbeom, 2007. "The Impact of Oil Price Shocks on the U.S. Stock Market," CEPR Discussion Papers 6166, C.E.P.R. Discussion Papers.
  11. Cheolbeom Park, 2006. "The Persistence and Predictive Power of the Dividend-Price Ratio," Departmental Working Papers wp0603, National University of Singapore, Department of Economics.
  12. Cheolbeom Park & Thomas Bishop, 2004. "Precautionary Saving, Borrowing Constraints, and Fiscal Policy," Econometric Society 2004 Far Eastern Meetings 706, Econometric Society.
  13. Cheolbeom Park, 2003. "Rational Beliefs or Distorted Beliefs: Equity Premium Puzzle and Micro Survey Data," Departmental Working Papers wp0303, National University of Singapore, Department of Economics.
  14. Cheolbeom Park, 2003. "Asset Prices, Heterogeneous Expectations, and Limited Short Sales," Departmental Working Papers wp0308, National University of Singapore, Department of Economics.
  15. Cheolbeom Park, 2002. "Speculative Behavior and Heterogeneous Expectations: Theory and Evidence," Departmental Working Papers wp0205, National University of Singapore, Department of Economics.
  16. Bokhyeon Baik & Cheolbeom Park, 2001. "Differences in Expectations and the Cross-Section of Stock Returns," Departmental Working Papers wp0118, National University of Singapore, Department of Economics.
  17. Cheolbeom Park, 2001. "Stock Returns and the Dispersion in Earnings Forecasts," Departmental Working Papers wp0117, National University of Singapore, Department of Economics.


  1. Bataa, Erdenebat & Park, Cheolbeom, 2017. "Is the recent low oil price attributable to the shale revolution?," Energy Economics, Elsevier, vol. 67(C), pages 72-82.
  2. Kwang Hun Choi & Chang‐Jin Kim & Cheolbeom Park, 2017. "Regime Shifts in Price‐Dividend Ratios and Expected Stock Returns: A Present‐Value Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 417-441, March.
  3. Park, Cheolbeom & Park, Sookyung, 2017. "Can monetary policy cause the uncovered interest parity puzzle?," Japan and the World Economy, Elsevier, vol. 41(C), pages 34-44.
  4. Sookyung Park & Cheolbeom Park, 2015. "Time-varying Cointegration Models and Exchange Rate Predictability in Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 37(4), pages 1-20, November.
  5. In Kang & Cheolbeom Park, 2015. "Soccer sentiment and investment opportunities in the Korean stock market," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 22(2), pages 213-226, June.
  6. Chang‐Jin Kim & Cheolbeom Park, 2013. "Disappearing Dividends: Implications for the Dividend–Price Ratio and Return Predictability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 933-952, August.
  7. Cheolbeom Park & Jina Yu, 2013. "Life-Cycle Income Hypothesis And Demographic Structure: A Semi-Nonparametric Analysis Using A Panel Of Countries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(01), pages 1-18.
  8. Park, Cheolbeom & Park, Sookyung, 2013. "Exchange rate predictability and a monetary model with time-varying cointegration coefficients," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 394-410.
  9. Hur, Jung & Park, Cheolbeom, 2012. "Do Free Trade Agreements Increase Economic Growth of the Member Countries?," World Development, Elsevier, vol. 40(7), pages 1283-1294.
  10. Cheolbeom Park, 2011. "Comments on ‘Reform of Financial Supervisory and Regulatory Regimes: What has Been Achieved and What is Still Missing’ by Takatoshi Ito," International Economic Journal, Taylor & Francis Journals, vol. 25(4), pages 571-572, December.
  11. Deockhyun Ryu & Cheolbeom Park, 2011. "Issues With A Chained-Type Price Index: An Analysis With The Producer Price Index," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 36(3), pages 47-78, September.
  12. Park, Cheolbeom, 2010. "When does the dividend-price ratio predict stock returns?," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 81-101, January.
  13. Cheolbeom Park, 2010. "How does changing age distribution impact stock prices? A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1155-1178, November/.
  14. Lutz Kilian & Cheolbeom Park, 2009. "The Impact Of Oil Price Shocks On The U.S. Stock Market," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1267-1287, November.
  15. Chang, Youngho & Park, Cheolbeom, 2007. "Electricity market structure, electricity price, and its volatility," Economics Letters, Elsevier, vol. 95(2), pages 192-197, May.
  16. Cheolbeom Park, 2006. "Rational Beliefs or Distorted Beliefs: The Equity Premium Puzzle and Micro Survey Data," Southern Economic Journal, Southern Economic Association, vol. 72(3), pages 677-689, January.
  17. Cheolbeom Park, 2005. "Stock Return Predictability and the Dispersion in Earnings Forecasts," The Journal of Business, University of Chicago Press, vol. 78(6), pages 2351-2376, November.
  18. Cheolbeom Park & Pei Fang Lim, 2004. "Excess sensitivity of consumption, liquidity constraints, and mandatory saving," Applied Economics Letters, Taylor & Francis Journals, vol. 11(12), pages 771-774.
  19. Bokhyeon Baik & Cheolbeom Park, 2003. "Dispersion of analysts' expectations and the cross-section of stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(11), pages 829-839.

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This author is among the top 5% authors according to these criteria:
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Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Korean Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (5) 2001-12-04 2001-12-04 2003-09-14 2007-03-17 2014-07-05. Author is listed
  2. NEP-FOR: Forecasting (4) 2012-03-28 2013-06-04 2014-07-05 2016-10-30
  3. NEP-CFN: Corporate Finance (3) 2003-05-15 2003-09-14 2014-07-05
  4. NEP-ENE: Energy Economics (3) 2007-03-17 2017-08-20 2017-09-03
  5. NEP-MAC: Macroeconomics (3) 2004-10-30 2014-07-05 2017-09-03
  6. NEP-CBA: Central Banking (2) 2013-06-04 2014-06-22
  7. NEP-FIN: Finance (2) 2003-09-14 2006-03-18
  8. NEP-MON: Monetary Economics (2) 2013-06-04 2014-06-22
  9. NEP-OPM: Open Economy Macroeconomics (2) 2014-06-22 2016-10-30
  10. NEP-RMG: Risk Management (2) 2003-09-14 2007-03-17
  11. NEP-CBE: Cognitive & Behavioural Economics (1) 2003-05-15
  12. NEP-DGE: Dynamic General Equilibrium (1) 2010-04-17
  13. NEP-FDG: Financial Development & Growth (1) 2010-04-17
  14. NEP-SEA: South East Asia (1) 2006-03-18


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