Jieun Lee

The Bank of Korea

Economist

110 3-Ga Namdaemunno Jung-Gu

Seoul 100-794, 100-794

Korea Republic of (South Korea)

Bank of Korea - Economic Research Institute

Economist

110 3-Ga Namdaemunno Jung-Gu

Seoul 100-794

Korea Republic of (South Korea)

  • The Bank of Korea

    • Email
    • Tel: 82-2-759-5470

  • Bank of Korea - Economic Research Institute

SCHOLARLY PAPERS

13

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1,387

SSRN CITATIONS

7

CROSSREF CITATIONS

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Scholarly Papers (13)

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1.

Foreign Ownership and Stock Market Liquidity

Number of pages: 43 Posted: 13 Feb 2015 Last Revised: 20 Oct 2017
Jieun Lee and Kee H. Chung
The Bank of Korea and State University of New York at Buffalo - School of Management
Downloads 244 (215,521)
Citation 1

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Foreign investors, Information asymmetry, Price impact, Spread, Adverse selection component, Non-information cost of trading, Illiquidity

2.

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

Downloads 202 (257,638)

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
Jieun Lee, Jung-Min Kim and Jong Kook Shin
The Bank of Korea, University of Seoul, College of Business Administration and Korea University - Sejong Campus
Downloads 133 (367,472)

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US Monetary Policy, Interest Rate Policy, Spillover, Capital Flow, High Frequency Identification, Event Study

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

Bank of Korea WP 2016-21
Number of pages: 46 Posted: 20 Jan 2017 Last Revised: 04 Feb 2017
Jieun Lee, Jung-Min Kim and Jong Kook Shin
The Bank of Korea, University of Seoul, College of Business Administration and Korea University - Sejong Campus
Downloads 69 (571,928)

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US monetary policy, Interest rate policy, Spillover, Capital flow, High frequency identification, Event study

3.

인구고령화가 노동수급에 미치는 영향 (The Outlook and Challenges of Population Aging and Labor Market)

Bank of Korea 2017-30
Number of pages: 51 Posted: 19 Oct 2017
Chulhee Lee and Jieun Lee
Seoul National University - School of Economics and The Bank of Korea
Downloads 153 (327,960)
Citation 2

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Population Aging, Labor Market

4.

노동시장 이중구조와 노동생산성: OECD 국가를 중심으로 (Dual Labor Markets and Labor Productivity: Evidence from the OECD Countries)

Bank of Korea WP 2018-38
Number of pages: 39 Posted: 06 Dec 2018
Chung Choe, Koangsung Choi and Jieun Lee
Hanyang University - Economics, Hanyang University and The Bank of Korea
Downloads 144 (344,458)

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Dual Labor Market, Labor Productivity, Permanent and Temporary Workers

5.

Foreign Ownership and Stock Market Liquidity

Bank of Korea Working Paper No. 2015-15
Number of pages: 43 Posted: 05 Jun 2015 Last Revised: 20 Oct 2017
Jieun Lee and Kee H. Chung
The Bank of Korea and State University of New York at Buffalo - School of Management
Downloads 111 (419,090)
Citation 2

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Foreign investors, Information asymmetry, Price impact, Spread, Adverse selection component, Non-information cost of trading, Illiquidity

6.

The Impacts of Macroeconomic News Announcements on Intraday Implied Volatility

Bank of Korea WP 2019-2
Number of pages: 76 Posted: 10 Jan 2019
Jieun Lee and Doojin Ryu
The Bank of Korea and Sungkyunkwan University
Downloads 98 (457,390)

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Event study; Intraday volatility; KOSPI 200 options; Macroeconomic news announcement

7.

주택실거래 자료를 이용한 주택부문 거시건전성 정책 효과 분석(The Effects of Macro-Prudential Policies on House Prices Using Real Transaction Data: Evidence from Korea)

Bank of Korea WP 2016-10
Number of pages: 47 Posted: 31 Aug 2016
Hosung Jung and Jieun Lee
The Bank of Korea and The Bank of Korea
Downloads 94 (470,004)

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Macro-prudential policies, Household debt, House prices, LTV, DTI

8.

외국인 투자자가 외환시장과 주식시장 간 유동성 동행화에 미치는 영향 (Foreign Ownership and Commonality in Liquidity between FX and Stock Markets)

Bank of Korea WP 2014-18
Number of pages: 26 Posted: 28 Mar 2015
Junhan Kim and Jieun Lee
The Bank of Korea and The Bank of Korea
Downloads 81 (515,126)

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Commonality in liquidity, Foreign ownership, FX liquidity, Stock Liquidity

9.

Network-Based Measures of Systemic Risk in Korea

Bank of Korea WP 2020-8
Number of pages: 48 Posted: 30 Mar 2020
Jaewon Choi and Jieun Lee
University of Illinois at Urbana-Champaign - Department of Finance and The Bank of Korea
Downloads 76 (534,788)

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Systemic Risk, Network Analysis, Korean Economy

10.

중앙은행의 정책금리 발표가 주식시장 유동성에 미치는 영향 (The Effects of Monetary Policy Announcements on Stock Market Liquidity)

Bank of Korea WP 2015-6
Number of pages: 34 Posted: 31 Mar 2015
Jieun Lee
The Bank of Korea
Downloads 70 (559,722)

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Monetary policy announcements, Liquidity, Spread, Depth, Price impact, Information asymmetry, Event study

11.

Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?

Bank of Korea WP 2018-3
Number of pages: 60 Posted: 31 Jan 2018
Jieun Lee
The Bank of Korea
Downloads 57 (621,101)

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Foreign investors, Institutional investors, Price impact, Investor heterogeneity, Treasury bond liquidity

12.

실물경기를 고려한 내재 유동성 추정 (Implied Liquidity Estimation)

Bank of Korea WP 2015-24
Number of pages: 38 Posted: 02 Oct 2015
Joon Myung Woo and Jieun Lee
The Bank of Korea and The Bank of Korea
Downloads 38 (735,693)

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Implied liquidity, Monetary aggregate, Dynamic factor model, Bank credit, Gibbs sampling

13.

Dollar and Government Bond Liquidity: Evidence from Korea

Bank of Korea WP 2023-22
Number of pages: 72 Posted: 15 Nov 2023 Last Revised: 21 Nov 2023
Jieun Lee
The Bank of Korea
Downloads 19 (892,167)

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dollar, exchange rate, Treasury bond liquidity, funding liquidity, foreign investors