Inhwan So

The Bank of Korea

Korea, Republic of (South Korea)

  • The Bank of Korea

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Local Currency Bond Returns in Emerging Market Economies and the Role of Foreign Investors

BIS Paper No. 102i
Number of pages: 9 Posted: 22 May 2019
Inhwan So, Giorgio Valente and Jason Wu
The Bank of Korea, Hong Kong Institute for Monetary and Financial Research (HKIMR) and Hong Kong Monetary Authority
Downloads 80 (406,737)

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bond excess returns, portfolio flows, institutional investors, conditional asset pricing

2.

Local Currency Bond Returns in Emerging Economies and the Role of Foreign Investors

Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 10/2019
Number of pages: 10 Posted: 30 May 2019
Inhwan So, Giorgio Valente and Jason Wu
The Bank of Korea, Hong Kong Institute for Monetary and Financial Research (HKIMR) and Hong Kong Monetary Authority
Downloads 54 (497,070)

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Bond excess returns, Portfolio flows, Institutional investors, Conditional asset pricing

3.

Stock Returns and Monetary Policy Stance

Number of pages: 42 Posted: 10 Sep 2021 Last Revised: 04 Apr 2022
Bosung Jang and Inhwan So
Korea Capital Market Institute and The Bank of Korea
Downloads 45 (536,351)

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Monetary policy stance, r-star, cross-sectional asset pricing, monetary policy exposure