Chae-Shick Chung

Sogang University - Department of Economics

35 Baekbeom-ro

Seoul, 121-742

SCHOLARLY PAPERS

3

DOWNLOADS

56

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

원/달러 환율의 실현변동성 (Realized Volatility in Seoul Foreign Exchange Market)

East Asian Economic Review, Vol. 7, No. 2, pp. 55-77, December 2003
Number of pages: 24 Posted: 01 Dec 2017
Chae-Shick Chung, Sangyong Joo and Seung Moon Lee
Sogang University - Department of Economics, Konkuk University - Department of Economics and The Bank of Korea
Downloads 25 (568,146)

Abstract:

Loading...

Foreign Exchange Market, Realized Volatility, High Frequency, Won, Dollar

2.

원/달러 환율에 대한 주문흐름의 일중 설명력 분석 (The Role and Magnitude of Order Flows in Seoul Foreign Market)

East Asian Economic Review, Vol. 14, No. 1, pp. 237-260, June 2010
Number of pages: 25 Posted: 27 Nov 2017
Chae-Shick Chung
Sogang University - Department of Economics
Downloads 16 (627,817)

Abstract:

Loading...

Indicative Quote, KRW/USD, Market Microstructure, Order Flow

3.

외환위기를 전후한 원/달러, 엔/달러 상호관계 분석 (Analysis of Changes in the Relationship between the KRW/USD Exchange Rate and JPY/USD Exchange Rate Before and After the Economic Crisis)

East Asian Economic Review, Vol. 4, No. 1, pp. 65-93, March 2000
Number of pages: 34 Posted: 05 Dec 2017
Chae-Shick Chung and Youngmin Jang
Sogang University - Department of Economics and Korea Institute for International Economic Policy
Downloads 15 (634,947)
Citation 2

Abstract:

Loading...

Exchange rate, Economic Crisis, Won, Dollar, Yen, GARCH Model