|665-1 Naeson 2-dong, Uiwang-si, Gyeonggi-do, 437-713, South Korea|
|Terminal Degree:||2012 Department of Economics; University of Connecticut (from RePEc Genealogy)|
Korea Energy Economics Institute (KEEI)Uiwang, South Korea
RePEc:edi:keeiikr (more details at EDIRC)
Research outputJump to: Working papers Articles
- Uluc Aysun & Sanglim Lee, 2013. "The determinants of the deviations from the interest rate parity condition," Working Papers 2013-03, University of Central Florida, Department of Economics.
- Sanglim Lee, 2012. "Expected Currency Excess Returns and International Business Cycles," Working papers 2012-16, University of Connecticut, Department of Economics.
- Aysun, Uluc & Lee, Sanglim, 2014. "Can time-varying risk premiums explain the excess returns in the interest rate parity condition?," Emerging Markets Review, Elsevier, vol. 18(C), pages 78-100.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
Sorry, no citations of working papers recorded.
- Aysun, Uluc & Lee, Sanglim, 2014.
"Can time-varying risk premiums explain the excess returns in the interest rate parity condition?,"
Emerging Markets Review, Elsevier, vol. 18(C), pages 78-100.
- Özmen, M. Utku & Yılmaz, Erdal, 2017. "Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”," Emerging Markets Review, Elsevier, vol. 33(C), pages 173-188.
- Nils Herger, 2017. "Testing the interest parity condition with Irving Fisher's example of Indian rupee and sterling bonds in the London financial market (1869 - 1906)," Working Papers 17.04, Swiss National Bank, Study Center Gerzensee.
- Coelho dos Santos, Marcelo Bittencourt & Klotzle, Marcelo Cabus & Figueiredo Pinto, Antonio Carlos, 2016. "Evidence of risk premiums in emerging market carry trade currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 103-115.
- Bilson, Chris & Brailsford, Tim & Rajaguru, Gulasekaran, 2022. "Covered interest rate parity deviations in the Asia-Pacific," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Jorge Andrés Muñoz Mendoza & Carmen Lissette Veloso Ramos & Sandra María Sepúlveda Yelpo & Carlos Leandro Delgado Fuentealba & Edinson Edgardo Cornejo Saavedra, 2022. "Exchange Markets and Stock Markets Integration in Latin-America," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(3), pages 1-24, Julio - S.
- Kumar, Satish, 2019. "Does risk premium help uncover the uncovered interest parity failure?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
More informationResearch fields, statistics, top rankings, if available.
Access and download statistics for all items
Featured entriesThis author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 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.
- NEP-DGE: Dynamic General Equilibrium (2) 2012-09-22 2013-08-16
- NEP-OPM: Open Economy Macroeconomics (2) 2012-09-22 2013-08-16
- NEP-BEC: Business Economics (1) 2012-09-22
- NEP-CBA: Central Banking (1) 2013-08-16
- NEP-FMK: Financial Markets (1) 2012-09-22
- NEP-MON: Monetary Economics (1) 2013-08-16
- NEP-SEA: South East Asia (1) 2013-08-16
- NEP-SPO: Sports & Economics (1) 2013-08-16
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Sanglim Lee should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.