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

12

DOWNLOADS

683

CITATIONS

3

Scholarly Papers (12)

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 184 (162,854)

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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 Newcastle University Business School
Downloads 80 (306,174)

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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 Newcastle University Business School
Downloads 35 (452,678)

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

3.

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 67 (335,235)
Citation 1

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

4.
Downloads 66 (337,924)

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

5.

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 62 (348,875)

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Population Aging, Labor Market

6.
Downloads 53 (376,208)

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

7.
Downloads 46 (399,858)

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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 32 (455,282)

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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 32 (455,282)

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

10.

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 20 (518,734)

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

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 6 (604,156)

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Dual Labor Market, Labor Productivity, Permanent and Temporary Workers

12.

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 (666,167)
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