Sora Chon

Inha University

253 Yonghyun-dong

Nam-gu Incheon 402-751

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

4

DOWNLOADS

96

TOTAL CITATIONS

0

Scholarly Papers (4)

1.

Price Discovery Via Long-Run Forecast

Number of pages: 1 Posted: 28 Mar 2024
Jaeho Kim, Scott C. Linn and Sora Chon
Hanyang University - ERICA, University of Oklahoma - Michael F. Price College of Business and Inha University
Downloads 69 (721,667)

Abstract:

Loading...

Price discovery, futures and spot prices, Cointegration, Beveridge-Nelson decomposition

2.

Monetary-Fiscal Policy Mix and Inflation in Korea

Bank of Korea No. 25-8
Number of pages: 68 Posted: 31 Mar 2025
Sora Chon, Wongi Kim and Shim Seri
Inha University, Sungshin Women's University and The Bank of Korea
Downloads 18 (1,184,116)

Abstract:

Loading...

Fiscal Theory of the Price level, Monetray Policy, Fiscal Policy, Regime Analysis

3.

Robust Price Discovery to Heavy-Tailed Market Shocks

Number of pages: 14 Posted: 16 Apr 2025
Jaeho Kim, Scott C. Linn and Sora Chon
Hanyang University - ERICA, University of Oklahoma - Michael F. Price College of Business and Inha University
Downloads 5 (1,313,761)

Abstract:

Loading...

Price discovery, Cointegration, Outliers, Robust estimation, Heavy-tailed distributions

4.

Measuring Equilibrium Real Interest Rate with Financial Cycle after Covid-19

Number of pages: 27 Posted: 02 May 2025
Jaeho Kim and Sora Chon
Hanyang University - ERICA and Inha University
Downloads 4 (1,319,125)

Abstract:

Loading...

Natural Rate of Interest, Financial Cycle, Bayesian Estimation, COVID-19, Output Gap