Ju Hyun Pyun

Korea University Business School (KUBS)

Assistant Professor

145 Anam-Ro, Seongbuk-Gu

Seoul, 02841

Korea, Republic of (South Korea)

http://sites.google.com/site/juhyunpyun/research

SCHOLARLY PAPERS

23

DOWNLOADS

1,489

SSRN CITATIONS
Rank 30,468

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Top 30,468

in Total Papers Citations

25

CROSSREF CITATIONS

5

Scholarly Papers (23)

1.

Does Trade Integration Contribute to Peace?

Number of pages: 31 Posted: 01 Oct 2013
Jong-Wha Lee and Ju Hyun Pyun
Korea University and Korea University Business School (KUBS)
Downloads 179 (267,765)
Citation 3

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Trade, Globalization, Military conflict, Peace, War

2.

Fiscal Multipliers During the Global Financial Crisis: Fiscal and Monetary Interaction Matters

Number of pages: 26 Posted: 14 Feb 2014 Last Revised: 19 Jun 2014
Ju Hyun Pyun and Dong-Eun Rhee
Korea University Business School (KUBS) and Korea Institute for International Economic Policy
Downloads 155 (302,721)
Citation 3

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Fiscal Multiplier, Global Financial Crisis, Panel VAR, Dynamic Panel, Fiscal policy interaction

3.

Capital and Credit Market Integration and Real Economic Contagion During the Global Financial Crisis

Number of pages: 42 Posted: 14 Mar 2014 Last Revised: 27 Apr 2016
Ju Hyun Pyun and Jiyoun An
Korea University Business School (KUBS) and Kyung Hee University
Downloads 131 (346,090)
Citation 3

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Capital market integration; Credit market integration; Global financial crisis; Real business cycle co-movements

4.

Does Real Exchange Rate Depreciation Increase Productivity?: Analysis Using Korean Firm-Level Data

Number of pages: 41 Posted: 23 Feb 2017
Bo-Young Choi and Ju Hyun Pyun
Kyungpook National University and Korea University Business School (KUBS)
Downloads 111 (390,593)

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Real exchange rate, Growth, Firm productivity, Korean firm-level data, Scale effect, Innovation

5.

Inequality and Fiscal Policy Effectiveness

KIEP Research Paper No. Working Paper 14-02
Number of pages: 38 Posted: 07 Sep 2015
Ju Hyun Pyun and Dong Eun Rhee
Korea University Business School (KUBS) and Myongji University
Downloads 100 (420,361)

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Income Inequality, Fiscal Multiplier, Panel VAR, Dynamic PanelEstimation, Precautionary Savings

North Korea's Economic Integration and Growth Potential

Number of pages: 35 Posted: 19 Nov 2016
Jong-Wha Lee and Ju Hyun Pyun
Korea University and Korea University Business School (KUBS)
Downloads 52 (614,185)
Citation 1

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Economic growth, trade, foreign direct investment, integration, North Korea

North Korea's Economic Integration and Growth Potential

CAMA Working Paper No. 69/2016
Number of pages: 37 Posted: 26 Nov 2016
Jong-Wha Lee and Ju Hyun Pyun
Korea University and Korea University Business School (KUBS)
Downloads 46 (648,434)
Citation 1

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Economic Growth, Trade, Foreign Direct Investment, Integration, North Korea

7.

Exchange Rate Regimes and the International Transmission of Business Cycles: Capital Account Openness Matters

Number of pages: 43 Posted: 16 Jun 2018
Kyunghun Kim and Ju Hyun Pyun
Hongik University and Korea University Business School (KUBS)
Downloads 77 (493,954)
Citation 2

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Exchange Rate Regime, Business Cycle Co-Movement, Capital Account Openness, Global Financial Crisis, Trilemma

8.

Wealth Heterogeneity, Information Acquisition and Equity Home Bias: Evidence from U.S. Household Surveys of Consumer Finance

Journal of Banking and Finance, Forthcoming
Number of pages: 69 Posted: 23 Feb 2018 Last Revised: 05 Mar 2021
Ronaldo Carpio, Meixin Guo, Yuan Liu and Ju Hyun Pyun
University of International Business & Economics, Tsinghua University, SEM, C3IoT and Korea University Business School (KUBS)
Downloads 77 (493,954)
Citation 1

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Equity Home Bias, Extensive and Intensive Margins, Information Acquisition, Entry Cost, Wealth Heterogeneity

9.

Between two extreme practices of rent-only and deposit-only leases in Korea: default risk vs. cost of capital

Number of pages: 49 Posted: 27 Feb 2019 Last Revised: 04 Aug 2020
Sung Sik Park and Ju Hyun Pyun
Chestertons and Korea University Business School (KUBS)
Downloads 75 (501,451)

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Chonsei; Antichresis; Property Leases; Korean Housing Market; Rent–Deposit Equilibrium Model

10.

Ricardian Equivalence, Foreign Debt and Sovereign Default Risk

Number of pages: 54 Posted: 27 Jan 2017 Last Revised: 12 Sep 2019
Stefan Eichler and Ju Hyun Pyun
Leibniz Universität Hannover and Korea University Business School (KUBS)
Downloads 69 (524,851)

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Fiscal Policy, Sovereign Default Risk, Ricardian Equivalence, Private Saving, External Public Debt, Emerging Markets

11.

Out-of-Sample Analysis of International Reserves for Emerging Economies with a Dynamic Panel Model

Number of pages: 32 Posted: 03 Dec 2018
Kuk Mo Jung and Ju Hyun Pyun
Henan University and Korea University Business School (KUBS)
Downloads 63 (550,228)

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foreign exchange reserves, dynamic panel estimation, out-of-sample analysis, emerging economies, over-the-counter markets

12.

점진적 통일과정에서의 동북아 경제협력과 남북한 경제통합 방안 (Gradual Economic Integration between South and North Korea and Economic Cooperation in Northeast Asia)

KIEP Research Paper No. Policy Analysis-14-31
Number of pages: 365 Posted: 26 May 2016
Korea University - Division of International Studies, LG Economic Research Institute, Korea University - Department of Economics, SK Research Institute for SUPEX Management, Korea University, Korea University - Department of Economics, Kongju National University and Korea University Business School (KUBS)
Downloads 63 (550,228)
Citation 1

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Economic Cooperation, Northeast Asia, Reunification, Economic Integration, Korean Peninsula, South Korea, Economic cooperation, North Korea

13.

Debt and International Reserves in Emerging Markets: Output Externalities or Precautionary Savings?

Number of pages: 50 Posted: 28 Sep 2020 Last Revised: 16 Nov 2020
Sang Seok Lee, Paul Luk and Ju Hyun Pyun
Bilkent University, Hong Kong Institute for Monetary and Financial Research and Korea University Business School (KUBS)
Downloads 58 (572,916)

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Debt; International reserves; Small open economy model; Interest rate premium; Precautionary savings; Output externality; Regime-switching; Emerging market

14.

International Reserves for Emerging Economies: A Liquidity Approach

Number of pages: 47 Posted: 26 May 2016
Kuk Mo Jung and Ju Hyun Pyun
Henan University and Korea University Business School (KUBS)
Downloads 52 (602,464)
Citation 3

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international reserves, over-the-counter markets, liquidity, simultaneous equations

A Long-Run Approach to Money, Unemployment, and Equity Prices

Number of pages: 32 Posted: 28 Jan 2022
Kuk Mo Jung and Ju Hyun Pyun
Sogang University and Korea University Business School (KUBS)
Downloads 31 (750,317)

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Inflation, Unemployment, Equity Prices, Search Models

16.

Markups and Income Inequality: Causal Links, 1975-2011

Journal of Comparative Economics, Forthcoming
Number of pages: 52 Posted: 24 Jan 2021
Minsoo Han and Ju Hyun Pyun
Korea Institute for International Economic Policy and Korea University Business School (KUBS)
Downloads 46 (634,426)

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Income Inequality, Top-income shares, Competition, Markups, Labor market institutions

17.

International Portfolio Diversification and Multilateral Effects of Correlations

NBER Working Paper No. w17907
Number of pages: 53 Posted: 10 Mar 2012 Last Revised: 07 Jun 2023
Paul R. Bergin and Ju Hyun Pyun
University of California, Davis - Department of Economics and Korea University Business School (KUBS)
Downloads 40 (669,450)
Citation 2

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18.

Does Nuclear Uncertainty Threaten Financial Markets?: The Attention Paid to North Korean Nuclear Threats and its Impact on South Korea's Financial Markets

Number of pages: 37 Posted: 28 Dec 2017
In Huh and Ju Hyun Pyun
Chonnam National University and Korea University Business School (KUBS)
Downloads 34 (708,170)
Citation 2

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Investor attention, North Korean Nuclear Risk, Google SVI, Structural Vector Auto-Regression Model, Block Exogeneity, Political Risk

19.

(Asymmetric) Trade Costs, Real Exchange Rate Hedging, and Equity Home Bias in a Multi-Country Model

Number of pages: 36 Posted: 20 Sep 2017 Last Revised: 19 Oct 2017
Ju Hyun Pyun
Korea University Business School (KUBS)
Downloads 30 (736,228)
Citation 1

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Multi-country model, International portfolio allocation, Real exchange rate hedging, Equity home bias, Trade costs, Non-tradable goods

20.

The Effect of Exchange Rate Volatility on Productivity of Korean Manufacturing Plants: Market Average Rate Regime vs. Free Floating

KIEP Research Paper, Working Papers 16-08
Posted: 01 Nov 2016 Last Revised: 06 Nov 2017
Bo-Young Choi and Ju Hyun Pyun
Kyungpook National University and Korea University Business School (KUBS)

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Total Factor Productivity, Koraen Plant-level Data, Exchange Rate Voltality, Quantile Regression

21.

글로벌 금융위기 이후 국가간 자금흐름 분석과 시사점(Cross-Border Fund Flow after 2008 Financial Crisis)

KIEP Research Paper No. Policy Analysis-14-03
Posted: 02 May 2016 Last Revised: 11 Feb 2019
Tae Hoon Lim, Dong Eun Rhee and Ju Hyun Pyun
Korea Institute for International Economic Policy, Myongji University and Korea University Business School (KUBS)

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Capital flows, Financial Crisis, Capital market

22.

금융통합이 금융위기에 미치는 영향 (Effects of Financial Integration on the Transmission of the Global Financial Crisis)

KIEP Research Paper No. Policy Analysis-13-07
Posted: 13 May 2014
Dong-Eun Rhee, Eunjung Kang and Ju Hyun Pyun
Korea Institute for International Economic Policy, Korea Institute for International Economic Policy and Korea University Business School (KUBS)

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Financial markets, International capital movement, Financial globalization, Financial Integration

23.

글로벌 금융위기 이후 주요국 거시금융 정책의 평가와 시사점 (Macroeconomic Policies During the Global Financial Crisis: Lessons and Policy Implications)

KIEP Research Paper NO.Policy Analysis-12-08
Posted: 13 Sep 2013 Last Revised: 27 Nov 2013
Dong-Eun Rhee, Ju Hyun Pyun and Da Young Yang
Korea Institute for International Economic Policy, Korea University Business School (KUBS) and Korea Institute for International Economic Policy

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Macroeconomic Policy, Financial Crisis, Economic recovery, Monetary policy, Financial stability