SSRN Bank of Korea Economic Research Institute Research Paper Series

1.

Investor PSY-chology Surrounding 'Gangnam Style'

Pacific-Basin Finance Journal (2016), Volume 37, 23–34.,

Number of pages: 42 Posted: 12 Jul 2013 Last Revised: 26 Mar 2016

Accepted Paper Series

Y. Han (Andy) Kim and Hosung Jung

SungKyunKwan University (SKKU) and The Bank of Korea

Downloads 652

2.

Central Bank Transparency and Independence: Updates and New Measures

WP 2013-21

Number of pages: 56 Posted: 20 Mar 2015

Working Paper Series

Nergiz Dincer and Barry Eichengreen

Government of the Republic of Turkey - Economic Modeling Department and University of California, Berkeley

Downloads 361

3.

The Spillover Effects of U.S. Monetary Policy on Emerging Market Economies: Breaks, Asymmetries and Fundamentals

Bank of Korea WP 2016-1

Number of pages: 36 Posted: 11 Jan 2016

Working Paper Series

Geun Young Kim, Hail Park and Peter Tillmann

The Bank of Korea, Kyung Hee University and University of Giessen

Downloads 181

4.

Entry of Non-Financial Firms and Competition in the Retail Payments Market

Bank of Korea Working Paper No. 2015-19

Number of pages: 32 Posted: 14 Jul 2015 Last Revised: 04 Sep 2015

Working Paper Series

Jooyong Jun

Dongguk University

Downloads 166

5.

Mining Big Data Using Parsimonious Factor and Shrinkage Methods

Number of pages: 50 Posted: 17 Jul 2013

Working Paper Series

Hyun Hak Kim and Norman R. Swanson

Department of Economics, Kookmin University and Rutgers University - Department of Economics

Downloads 155

6.

Deflation and Monetary Policy

Bank of Korea WP 2015-25

Number of pages: 26 Posted: 16 Oct 2015 Last Revised: 22 Mar 2016

Working Paper Series

Barry Eichengreen

University of California, Berkeley

Downloads 147

7.

글로벌 금융위기 이후 주요국 통화정책 운영체계의 변화 (Monetary Policy Operating Frameworks of Major Central Banks after the Global Financial Crisis)

Bank of Korea WP 2015-1

Number of pages: 39 Posted: 09 Apr 2015

Working Paper Series

Byoung-Ki Kim and Insu Kim

Bank of Korea and University of California

Downloads 128

8.

Term Structure Dynamics with Macro Factors Using High Frequency Data

Journal of Empirical Finance, Forthcoming

Number of pages: 28 Posted: 16 Mar 2013 Last Revised: 20 Dec 2014

Accepted Paper Series

Hwagyun Kim and Hail Park

Texas A&M University - Mays Business School and Kyung Hee University

Downloads 124

9.

The Real Exchange Rate and Export Growth: Are Services Different?

Bank of Korea WP 2013-17

Number of pages: 44 Posted: 20 Mar 2015

Working Paper Series

Barry Eichengreen and Poonam Gupta

University of California, Berkeley and Delhi School of Economics

There are 2 versions of this paper

Downloads 115

10.

Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea

Number of pages: 50 Posted: 18 Dec 2013 Last Revised: 20 Dec 2014

Working Paper Series

Hyun Hak Kim

Department of Economics, Kookmin University

There are 2 versions of this paper

Downloads 108

11.

International Currencies Past, Present and Future: Two Views from Economic History

Bank of Korea WP 2014-31

Number of pages: 28 Posted: 30 Mar 2015

Working Paper Series

Barry Eichengreen

University of California, Berkeley

Downloads 107

12.

Spillovers from U.S. Unconventional Monetary Policy and its Normalization to Emerging Markets: A Capital Flow Perspective

Bank of Korea WP 2016-4

Number of pages: 32 Posted: 30 Mar 2016

Working Paper Series

Sangwon Suh and Byungsoo Koo

Chung-Ang University - Department of Economics and Bank of Korea

Downloads 104

13.

Monetary Policy Regime Change and Regional Inflation Dynamics: Looking Through the Lens of Sector-Level Data for Korea

Bank of Korea Working Paper No. 2015-20

Number of pages: 49 Posted: 28 Jul 2015 Last Revised: 04 Sep 2015

Working Paper Series

C. Y. Choi, Joo Yong Lee and Roisin O'Sullivan

University of Texas at Arlington - College of Business Administration - Department of Economics, The Bank of Korea and Smith College - Department of Economics

Downloads 103

14.

Costs of Foreign Capital Flows in Emerging Market Economies: Unexpected Economic Growth and Increased Financial Market Volatility

Bank of Korea WP 2015-21

Number of pages: 36 Posted: 28 Jul 2015 Last Revised: 15 Oct 2015

Working Paper Series

Kyoungsoo Yoon and Jayoung Kim

The Bank of Korea and The Bank of Korea

Downloads 89

15.

Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence

Number of pages: 37 Posted: 15 Jul 2013 Last Revised: 20 Dec 2014

Working Paper Series

Hyun Hak Kim and Norman R. Swanson

Department of Economics, Kookmin University and Rutgers University - Department of Economics

Downloads 89

16.

국내 자영업의 폐업률 결정요인 분석 (Analysis on the Determinants of Exit of Self-Employed Businesses in Korea)

Bank of Korea WP 2017-5

Number of pages: 37 Posted: 31 Jan 2017

Working Paper Series

Yunmi Nam

Independent

Downloads 84

17.

산업부문별 노동생산성 결정요인 분석 (Determinants of Labor Productivity in Manufacturing and Service Industries in Korea)

Bank of Korea WP 2013-22

Number of pages: 30 Posted: 20 Mar 2015

Working Paper Series

Dongyeol Lee

The Bank of Korea

Downloads 83

18.

Agricultural Sector Development and Structural Transformation: Sub-Saharan Africa Versus East Asia

Seoul Journal of Economics 27 (No. 3 2014): 349-386

Number of pages: 38 Posted: 26 Nov 2014 Last Revised: 20 Dec 2014

Accepted Paper Series

Hee-Sik Kim and Mthuli Ncube

The Bank of Korea and BARBICAN Asset Management

There are 3 versions of this paper

Downloads 82

19.

거시금융연계 DSGE 모형을 이용한 경기변동 요인 및 통화정책효과 분석 (The Role of Financial Factors in the Business Cycle and the Transmission of Monetary Policy in Korea)

Bank of Korea WP 2013-30

Number of pages: 45 Posted: 27 Mar 2015

Working Paper Series

Byoung Ho Bae

The Bank of Korea

Downloads 80

20.

Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks

Bank of Korea WP 2014-19

Number of pages: 34 Posted: 28 Mar 2015

Working Paper Series

Azamat Abdymomunov, Kyu H. Kang and Ki Jeong Kim

Federal Reserve Banks - Federal Reserve Bank of Richmond, Korea University and The Bank of Korea

Downloads 76

21.

국내 은행의 자금조달 구조와 기업대출 (Bank Funding Structure and Lending Under Liquidity Shocks: Evidence from Korea)

Bank of Korea WP 2013-11

Number of pages: 37 Posted: 20 Mar 2015

Working Paper Series

Hosung Jung

The Bank of Korea

Downloads 75

22.

Bank Competition and Financial Stability: A Comparative Study of Mutual Savings Banks and Commercial Banks in Korea

Bank of Korea WP 2013-18

Number of pages: 38 Posted: 20 Mar 2015

Working Paper Series

Jin Q. Jeon and Kwang Kyu Lim

Dongguk University and The Bank of Korea

Downloads 72

23.

미국 장기시장금리 변동이 우리나라 금리기간구조에 미치는 영향 분석 및 정책적 시사점 (The Effect of U.S. Long-Term Interest Rates on the Term Structure of Korean Interest Rates)

Bank of Korea Working Paper No. 2015-2

Number of pages: 35 Posted: 31 Mar 2015 Last Revised: 30 Apr 2015

Working Paper Series

Kyu H. Kang and Hyung Suk Oh

Korea University and The Bank of Korea

Downloads 71

24.

인구고령화와 정년연장 연구(세대 간 중첩모형(OLG)을 이용한 정량 분석 (Population Ageing and Extension of Retirement Age (Quantitative Analysis Using Overlapping Generation Model))

Bank of Korea WP 2015-10

Number of pages: 36 Posted: 11 Apr 2015

Working Paper Series

JaeHwa Hong and Taesu Kang

Seoul National University and The Bank of Korea

Downloads 66

25.

인구구조 변화가 경제성장률에 미치는 영향: 자본이동의 역할에 대한 논의를 중심으로 (Effect of Demographic Change on Economic Growth: Role of Capital Movements)

Bank of Korea WP 2014-27

Number of pages: 37 Posted: 28 Mar 2015

Working Paper Series

Jong Chil Son

Division of Economics, Hankuk University of Foreign Studies

Downloads 63

26.

Behavioral Aspects of Household Portfolio Choice: Effects of Loss Aversion on Life Insurance Uptake and Savings

Bank of Korea WP 2017-8

Number of pages: 91 Posted: 28 Feb 2017

Working Paper Series

In Do Hwang

The Bank of Korea

Downloads 62

27.

Stock Returns and Mutual Fund Flows in the Korean Financial Market: A System Approach

Bank of Korea WP 2016-3

Number of pages: 29 Posted: 24 Mar 2016

Working Paper Series

Jaebeom Kim and Jung-Min Kim

Oklahoma State University - Stillwater and University of Seoul, College of Business Administration

Downloads 61

28.

Forecasting Financial Stress Indices in Korea: A Factor Model Approach

Bank of Korea WP 2015-30

Number of pages: 40 Posted: 11 Jan 2016

Working Paper Series

Hyeongwoo Kim, Hyun Hak Kim and Wen Shi

Auburn University, Department of Economics, Kookmin University and Auburn University

Downloads 59

29.

규제가 노동생산성에 미치는 영향:한국의 산업패널 자료를 이용한 실증분석 (Effect of Regulation on Labor Productivity: Empirical Analysis Using a Panel of Korean Industries)

Bank of Korea WP 2015-9

Number of pages: 36 Posted: 11 Apr 2015 Last Revised: 01 May 2015

Working Paper Series

Dongyeol Lee, Jonghan Lee and Jong-Il Choe

The Bank of Korea, Independent and Independent

Downloads 58

30.

Stock Market Co-Movement and Exchange Rate Flexibility: Experience of the Republic of Korea

ADBI Working Paper 479

Number of pages: 27 Posted: 16 May 2014

Working Paper Series

Yung Chul Park and Hail Park

Korea University - Department of Economics and Kyung Hee University

Downloads 57

31.

Copula를 이용한 은행부문의 시스템적 리스크 측정 (Measuring the Systemic Risk in the Korean Banking Sector: The Copula Approach)

Bank of Korea WP 2013-6

Number of pages: 45 Posted: 11 Apr 2015

Working Paper Series

Geung Hee Lee, Myoung-Hwal Lee and Jong-Han Lee

Korea National Open University, Korea Institute of Finance and The Bank of Korea

Downloads 55

32.

Crowding Out in a Dual Currency Regime? Digital versus Fiat Currency

Bank of Korea WP 2017-13

Number of pages: 45 Posted: 04 May 2017

Working Paper Series

KiHoon Jimmy Hong, Kyounghoon Park and Jongmin Yu

Hongik University, The Bank of Korea and Hongik University - Department of Economics

Downloads 55

33.

Global Liquidity and Commodity Prices

Bank of Korea WP 2015-14

Number of pages: 27 Posted: 05 Jun 2015 Last Revised: 30 Jul 2015

Working Paper Series

Hyunju Kang, Bok-Keun Yu and Jongmin Yu

Korea Capital Market Institute, The Bank of Korea and Hongik University - Department of Economics

There are 2 versions of this paper

Downloads 55

34.

Measuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation Models

Bank of Korea WP 2013-27

Number of pages: 38 Posted: 27 Mar 2015

Working Paper Series

Jaeho Yun and Hyejung Moon

Ewha Womans University and The Bank of Korea

Downloads 55

35.

Investor Trading Behavior Around the Time of Geopolitical Risk Events: Evidence from South Korea

Bank of Korea WP 2014-10

Number of pages: 43 Posted: 28 Mar 2015 Last Revised: 28 Mar 2016

Working Paper Series

Y. Han (Andy) Kim and Hosung Jung

SungKyunKwan University (SKKU) and The Bank of Korea

Downloads 53

36.

북한 인구구조의 변화 추이와 시사점 (Demographic Structural Change in North Korea and Its Implications)

Bank of Korea Working Paper No. 2015-18

Number of pages: 30 Posted: 23 Jun 2015

Working Paper Series

Ji Young Choi

The Bank of Korea

Downloads 52

37.

인터넷뱅킹, 결제성예금 및 은행 수익성과의 관계 분석 (The Research on the Impact of Internet Banking on Demand Deposit and Bank Profitability)

Bank of Korea WP 2014-6

Number of pages: 39 Posted: 28 Mar 2015

Working Paper Series

Bong Geul Chun and Dong Gyu Lee

The Bank of Korea and The Bank of Korea

Downloads 52

38.

The Effects of Global Liquidity on Global Imbalances

Bank of Korea WP 2015-23

Number of pages: 25 Posted: 24 Sep 2015 Last Revised: 28 Oct 2015

Working Paper Series

Marie-Louise Djigbenou and Hail Park

Banque de France and Kyung Hee University

Downloads 51

39.

실업률을 고려한 최적 통화정책 분석 (Unemployment and Optimal Monetary Policy)

Bank of Korea WP 2014-36

Number of pages: 39 Posted: 31 Mar 2015

Working Paper Series

Insu Kim and Myung-Soo Yie

University of California and The Bank of Korea

Downloads 50

40.

차주별 패널자료를 이용한 주택담보대출의 연체요인에 대한 연구 (An Empirical Analysis of Mortgage Loan Delinquency Using Personal Panel Data in Korea)

Bank of Korea WP 2017-6

Number of pages: 32 Posted: 06 Feb 2017

Working Paper Series

Hosung Jung

The Bank of Korea

Downloads 50

41.

The Impact of Foreign Banks on Monetary Policy Transmission During The Global Financial Crisis of 2007-9: Evidence from Korea

Number of pages: 28 Posted: 13 Feb 2014

Working Paper Series

Bang Nam Jeon, Hosung Lim and Ji Wu

Drexel University-School of Economics, The Bank of Korea and Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management

Downloads 48

42.

Which Type of Trust Matters?: Interpersonal vs. Institutional vs. Political Trust

Bank of Korea WP 2017-15

Number of pages: 71 Posted: 12 May 2017

Working Paper Series

In Do Hwang

The Bank of Korea

Downloads 48

43.

An Analysis of Trade Patterns in East Asia and the Effects of the Real Exchange Rate Movements

Bank of Korea WP 2015-29

Number of pages: 37 Posted: 30 Nov 2015

Working Paper Series

Moon Jung Choi, Geun Young Kim and Joo Yong Lee

The Bank of Korea, The Bank of Korea and The Bank of Korea

Downloads 45

44.

고용보호제도가 노동시장 이원화 및 노동생산성에 미치는 영향 (Impact of Employment Protection on Labor Market Duality and Productivity)

Bank of Korea WP 2014-34

Number of pages: 32 Posted: 30 Mar 2015

Working Paper Series

Seungwon Kim

The Bank of Korea

Downloads 45

45.

Global Liquidity Transmission to Emerging Market Economies, and Their Policy Responses

Bank of Korea WP 2014-38

Number of pages: 38 Posted: 31 Mar 2015

Working Paper Series

Woon Gyu Choi, Taesu Kang, Geun Young Kim and Byongju Lee

International Monetary Fund (IMF), The Bank of Korea, The Bank of Korea and The Bank of Korea

Downloads 43

46.

Failure Risk and the Cross-Section of Hedge Fund Returns

Bank of Korea WP 2015-13

Number of pages: 45 Posted: 18 May 2015

Working Paper Series

Jung-Min Kim

Bank of Korea - Economic Research Institute

Downloads 42

47.

Pass-Through of Imported Input Prices to Domestic Producer Prices: Evidence from Sector-Level Data

Bank of Korea WP 2016-2

Number of pages: 26 Posted: 21 Jan 2016

Working Paper Series

JaeBin Ahn, Chang-Gui Park and Chanho Park

International Monetary Fund (IMF), The Bank of Korea and Bank of Korea-International Department

There are 2 versions of this paper

Downloads 42

48.

Reference Rates and Monetary Policy Effectiveness in Korea

Bank of Korea WP 2015-27

Number of pages: 46 Posted: 29 Oct 2015 Last Revised: 04 Jan 2016

Working Paper Series

Heung Soon Jung, Dong Jin Lee, Taehyo Gwon and Se Jin Yun

Bank of Korea, The Bank of Korea, The Bank of Korea and The Bank of Korea

Downloads 42

49.

The Relation between Monetary and Macroprudential Policy

Bank of Korea WP 2016-8

Number of pages: 38 Posted: 23 Jun 2016 Last Revised: 01 Sep 2016

Working Paper Series

Jong Ku Kang

The Bank of Korea

Downloads 42

50.

US Interest Rate Policy Spillover and International Capital Flow: Evidence from Korea

Bank of Korea 2016-21, Asian Finance Association (AsianFA) 2017 Conference

Number of pages: 42 Posted: 01 Feb 2017

Working Paper Series

Jieun Lee, Jung-Min Kim and Jong Kook Shin

The Bank of Korea, University of Seoul, College of Business Administration and Newcastle University Business School

There are 2 versions of this paper

Downloads 42

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