39, Namdaemun-ro, Jung-gu
Seoul , 04531
Korea, Republic of (South Korea)
110, 3-Ga, Namdaemunno, Jung-Gu
Seoul 100-794
The Bank of Korea
Bank of Korea - Economic Research Institute
stock price, exchang rate, financial market volatility, Markov-switching, dynamic factor model, Bayesian methods, Gibbs-sampling
Inflation persistence, Monetary policy, Markov switching model
external shocks, foreign currency deposits, CDS spreads
Implied liquidity, Monetary aggregate, Dynamic factor model, Bank credit, Gibbs sampling