Seohyun Lee

KDI School of Public Policy and Management

P.O. Box 184

Seoul, 130-868

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

7

DOWNLOADS

416

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (7)

The Impact of Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics

Bank of Korea WP 2021-10
Number of pages: 58 Posted: 01 Oct 2021 Last Revised: 03 Dec 2021
SeungHo Jung, Jongmin Lee and Seohyun Lee
Incheon National University, Bank of Korea - Economic Research Institute and KDI School of Public Policy and Management
Downloads 69 (530,208)

Abstract:

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Geopolitical risk, Textual analysis, Stock returns, Inter-Korean relations

The Impact of Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics

Number of pages: 42 Posted: 19 Jan 2023
Seohyun Lee, Jongmin Lee and SeungHo Jung
KDI School of Public Policy and Management, Bank of Korea - Economic Research Institute and Incheon National University
Downloads 22 (821,417)

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Geopolitical risk, Textual analysis, Stock returns, Inter-Korean relations

2.

Tracking Uncertainty Through the Relative Sentiment Shift Series

Bank of Korea WP 2019-12
Number of pages: 64 Posted: 06 Mar 2019
Seohyun Lee and Rickard Nyman
KDI School of Public Policy and Management and University College London - Centre for the Study of Decision-Making Uncertainty
Downloads 73 (507,378)

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Economic narratives, Algorithmic text analysis, Uncertainty, Dynamic causal effect, Local projection, IV Regression

3.

Uncertainty, Credit and Investment: Evidence from Firm-Bank Matched Data

Bank of Korea WP 2019-25
Number of pages: 48 Posted: 08 Nov 2019
Youngju Kim, Seohyun Lee and Hyunjoon Lim
Bank of Korea - Economic Research Institute, KDI School of Public Policy and Management and The Bank of Korea
Downloads 71 (515,279)
Citation 1

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Firm-level uncertainty, Bank loan, Investment

4.

Identifying Uncertainty Shocks Due to Geopolitical Swings in Korea

Bank of Korea WP 2018-26
Number of pages: 82 Posted: 19 Oct 2018
Seohyun Lee, Inhwan So and Jongrim Ha
KDI School of Public Policy and Management, Bank of Korea and World Bank
Downloads 55 (585,440)
Citation 1

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Uncertainty, Geopolitical risk, IV SVAR, South and North Korea

5.

기술진보와 청년고용 (Technological Progress and Youth Employment)

Bank of Korea WP 2018-31
Number of pages: 32 Posted: 15 Oct 2018
Myungkyu Shim, Hee-Seung Yang and Seohyun Lee
Sogang University, KDI School of Public Policy and Management and KDI School of Public Policy and Management
Downloads 51 (605,657)

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Labor demand, Technological progress, Youth employment

6.

Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics

IMF Working Paper No. 2021/251
Number of pages: 36 Posted: 04 Feb 2022
SeungHo Jung, Jongmin Lee and Seohyun Lee
Incheon National University, Bank of Korea - Economic Research Institute and KDI School of Public Policy and Management
Downloads 38 (679,697)

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Geopolitical risk, Textual analysis, Stock returns, Inter-Korean relations., GPRNK index, stock return, firms' stock, GPRNK trend, search keyword, growth outlook, Stocks, Economic cooperation, Stock markets, Asset prices, Global

Measuring Interdependence of Inflation Uncertainty

Number of pages: 41 Posted: 10 Jul 2022
Seohyun Lee
KDI School of Public Policy and Management
Downloads 22 (821,417)

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inflation uncertainty, interdependence, GARCH, copulas, at-risk, conditional forecasting, identification through heteroskedasticity

Measuring Interdependence of Inflation Uncertainty

KDI School of Pub Policy & Management Paper No. 04, 2022
Number of pages: 43 Posted: 12 Aug 2022
Seohyun Lee
KDI School of Public Policy and Management
Downloads 15 (885,888)

Abstract:

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inflation uncertainty, interdependence, GARCH, copulas, at-risk, conditional forecasting, identification through heteroskedasticity