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)

SCHOLARLY PAPERS

13

DOWNLOADS

846

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (13)

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 204 (171,836)
Citation 1

Abstract:

Loading...

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

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 88 (332,033)

Abstract:

Loading...

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 39 (498,909)

Abstract:

Loading...

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 92 (320,073)

Abstract:

Loading...

Population Aging, Labor Market

4.
Downloads 74 (364,678)

Abstract:

Loading...

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

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 72 (370,219)
Citation 2

Abstract:

Loading...

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

6.
Downloads 63 (397,397)

Abstract:

Loading...

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

7.
Downloads 50 (442,637)

Abstract:

Loading...

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

8.

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 47 (454,280)

Abstract:

Loading...

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

9.

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 39 (488,416)

Abstract:

Loading...

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

10.

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 32 (522,165)

Abstract:

Loading...

Systemic Risk, Network Analysis, Korean Economy

11.

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 24 (568,282)

Abstract:

Loading...

Dual Labor Market, Labor Productivity, Permanent and Temporary Workers

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 22 (581,111)

Abstract:

Loading...

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

13.

Monetary Policy Announcements, Communication, and Stock Market Liquidity

Australian Economic Papers, Vol. 55, Issue 3, pp. 227-250, 2016
Number of pages: 24 Posted: 09 Sep 2016
Jieun Lee, Doojin Ryu and Ali M. Kutan
The Bank of Korea, Sungkyunkwan University and Southern Illinois University at Edwardsville
Downloads 0 (755,553)
  • Add to Cart

Abstract:

Loading...