Hail Park

Kyung-Hee University

Assistant Professor

SCHOLARLY PAPERS

7

DOWNLOADS

700

SSRN CITATIONS
Rank 38,303

SSRN RANKINGS

Top 38,303

in Total Papers Citations

1

CROSSREF CITATIONS

13

Scholarly Papers (7)

1.

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
Research Dept., Bank of Korea, Kyung-Hee University and University of Giessen
Downloads 225 (135,730)

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Conventional-Unconventional monetary policy, Spillovers, Emerging markets, VAR-X model, Asymmetries

2.

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: 03 Dec 2017
Hwagyun Kim and Hail Park
Texas A&M University - Mays Business School and Kyung-Hee University
Downloads 149 (196,498)
Citation 1

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term structure estimation, macro factors, yield forecasts

3.

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
Yung Chul Park and Hail Park
Korea University - Department of Economics and Kyung-Hee University
Downloads 98 (268,599)

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free floating, uncovered interest rate and stock return parity conditions, currency risk, co-movement of stock prices

FX Funding Risks and Exchange Rate Volatility-Korea's Case

IMF Working Paper No. 12/268
Number of pages: 30 Posted: 19 Dec 2012
Jack Ree, Kyoungsoo Yoon and Hail Park
International Monetary Fund (IMF), The Bank of Korea and Kyung-Hee University
Downloads 51 (391,342)

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Foreign exchange, Korea, Republic of, Banks, Exchange rates, Exchange rate variability, Financial systems, Capital markets, External shocks, Foreign exchange liquidity mismatch, exchange rate volatility, capital flows, macroprudential measures, dollar funding market, exchange rate, exchange rate volatility, foreign exchange, hedging, bonds, exchange rates, financial system, exchange rate regime, currency appreciation, flexible exchange rate, daily exchange rate, hedge, currency risks, derivative, hedge ratios, currency mismatch, currency swaps, exchange rate variation, exchange rate volatilities, real effective exchange rate, floating exchange rate regime, treasury bonds, financial markets,

FX Funding Risks and Exchange Rate Volatility – Korea's Case

Bank of Korea WP 2013-12
Number of pages: 40 Posted: 20 Mar 2015
Jack Ree, Kyoungsoo Yoon and Hail Park
International Monetary Fund (IMF), The Bank of Korea and Kyung-Hee University
Downloads 19 (546,505)
Citation 1

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Foreign exchange liquidity mismatch, Exchange rate volatility, Capital flows, Macroprudential measures, Dollar funding market

5.

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
Marie-Louise Djigbenou and Hail Park
Banque de France and Kyung-Hee University
Downloads 65 (342,433)

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Global liquidity, Global imbalances, Panel-VARX, US monetary shock, Spillover effect

6.

Global Liquidity Through the Lens of Monetary Aggregates

IMF Working Paper No. 14/9
Number of pages: 50 Posted: 20 Feb 2014
Institute for Monetary & Economic Research, Sejong University - Department of Economics, International Monetary Fund (IMF), Kyung-Hee University and Bank for International Settlements (BIS)
Downloads 60 (356,587)

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Monetary aggregates, Corporate sector, International capital markets, Capital inflows, Liquidity, Exchange rate appreciation, Banking sector, Corporate deposits, money supply, offshore bond issuance, capital flows, debt securities, global capital markets, open capital markets, index options, hedging, securities markets, international capital flows, corporate bonds, capital market financing, corporate bond market, hoarding, subsidiaries, border capital flows, net capital, real effective exchange rate

7.

Mapping Korea's International Linkages Using Generalised Connectedness Measures

Bank of Korea WP 2014-16
Number of pages: 51 Posted: 28 Mar 2015
Hail Park and Yongcheol Shin
Kyung-Hee University and University of York (UK) - Department of Economics and Related Studies
Downloads 33 (453,497)
Citation 1

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Small Open Economy of Korea, Global VAR, Forecast Error Variance Decomposition, Generalised Connectedness Measures