Details about Cheolbeom Park

Access statistics for papers by Cheolbeom Park.

Last updated 2023-03-13. Update your information in the RePEc Author Service.

Short-id: ppa43

Working Papers

2021

1. Monetary Policy and Exchange Rate Response: Evidence from Shock-based SVAR with Uncertainty Measures
   Discussion Paper Series, Institute of Economic Research, Korea University
2. What Causes House Prices to Fluctuate? Evidence from South Korea
   Discussion Paper Series, Institute of Economic Research, Korea University
   See also Journal Article What causes house prices to fluctuate? Evidence from South Korea, Asian Economic Journal, East Asian Economic Association (2022) View citations (1) (2022)

2020

3. Demographic Structure and House Prices in the United States: A Reconciliation Using Metropolitan Area Data
   Discussion Paper Series, Institute of Economic Research, Korea University
   See also Journal Article Demographic Structure and House Prices in the United States: Reconciliation Using Metropolitan Area Data, Journal of Economic Development, The Economic Research Institute, Chung-Ang University (2022) (2022)
4. Exchange Rate Predictability, Risk Premiums, and Predictive System
   Discussion Paper Series, Institute of Economic Research, Korea University
   See also Journal Article Exchange rate predictability, risk premiums, and predictive system, Economic Modelling, Elsevier (2022) View citations (2) (2022)
5. Reading a central banker's preference: A non parametric regression approach
   Discussion Paper Series, Institute of Economic Research, Korea University

2018

6. Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas
   Working Papers, Economic Research Institute, Bank of Korea View citations (1)

2017

7. Is the Recent Low Oil Price Attributable to the Shale Revolution?
   MPRA Paper, University Library of Munich, Germany View citations (36)
   Also in Discussion Paper Series, Institute of Economic Research, Korea University (2017) View citations (35)
   See also Journal Article Is the recent low oil price attributable to the shale revolution?, Energy Economics, Elsevier (2017) View citations (36) (2017)

2016

8. Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach
   Discussion Paper Series, Institute of Economic Research, Korea University
   See also Journal Article Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach, Empirical Economics, Springer (2020) View citations (3) (2020)

2014

9. Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?
   Discussion Paper Series, Institute of Economic Research, Korea University
   See also Journal Article Can monetary policy cause the uncovered interest parity puzzle?, Japan and the World Economy, Elsevier (2017) View citations (7) (2017)
10. Stock Market Predictability: Global Evidence and an Explanation
    Discussion Paper Series, Institute of Economic Research, Korea University View citations (1)

2013

11. Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients
    Discussion Paper Series, Institute of Economic Research, Korea University View citations (30)
    See also Journal Article Exchange rate predictability and a monetary model with time-varying cointegration coefficients, Journal of International Money and Finance, Elsevier (2013) View citations (28) (2013)

2012

12. Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability
    Discussion Paper Series, Institute of Economic Research, Korea University View citations (1)
    See also Journal Article Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (6) (2013)
13. Election Cycles and Stock Market Reaction: International Evidence
    Working Papers, Korea Institute for International Economic Policy

2010

14. Borrowing Constraints, the Marginal Propensity to Consume, and the Effectiveness of Fiscal Policy
    Discussion Paper Series, Institute of Economic Research, Korea University
15. FTA and Economic Growth: A Nonparametric Approach
    Discussion Paper Series, Institute of Economic Research, Korea University View citations (1)

2007

16. The Impact of Oil Price Shocks on the U.S. Stock Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (66)
    See also Journal Article THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2009) View citations (1019) (2009)

2004

17. Precautionary Saving, Borrowing Constraints, and Fiscal Policy
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (2)

Journal Articles

2023

1. Optimal salary inequality for team performance: evidence from National Football League data
   Applied Economics, 2023, 55, (24), 2773-2787

2022

2. Demographic Structure and House Prices in the United States: Reconciliation Using Metropolitan Area Data
   Journal of Economic Development, 2022, 47, (3), 57-71
   See also Working Paper Demographic Structure and House Prices in the United States: A Reconciliation Using Metropolitan Area Data, Discussion Paper Series (2020) (2020)
3. Exchange rate predictability, risk premiums, and predictive system
   Economic Modelling, 2022, 116, (C) View citations (2)
   See also Working Paper Exchange Rate Predictability, Risk Premiums, and Predictive System, Discussion Paper Series (2020) (2020)
4. Tracking a central banker's preference: A nonparametric regression approach
   Bulletin of Economic Research, 2022, 74, (1), 291-307
5. What causes house prices to fluctuate? Evidence from South Korea
   Asian Economic Journal, 2022, 36, (4), 365-384 View citations (1)
   See also Working Paper What Causes House Prices to Fluctuate? Evidence from South Korea, Discussion Paper Series (2021) (2021)

2020

6. Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach
   Empirical Economics, 2020, 58, (4), 1713-1747 View citations (3)
   See also Working Paper Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach, Discussion Paper Series (2016) (2016)
7. Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas
   Finance Research Letters, 2020, 36, (C) View citations (4)

2019

8. Real exchange rate dynamics: Relative importance of Taylor‐rule fundamentals, monetary policy shocks, and risk‐premium shocks
   Review of International Economics, 2019, 27, (1), 201-219 View citations (1)

2018

9. Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols
   Finance Research Letters, 2018, 27, (C), 6-11

2017

10. Can monetary policy cause the uncovered interest parity puzzle?
    Japan and the World Economy, 2017, 41, (C), 34-44 View citations (7)
    See also Working Paper Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?, Discussion Paper Series (2014) (2014)
11. Is the recent low oil price attributable to the shale revolution?
    Energy Economics, 2017, 67, (C), 72-82 View citations (36)
    See also Working Paper Is the Recent Low Oil Price Attributable to the Shale Revolution?, MPRA Paper (2017) View citations (36) (2017)
12. Regime Shifts in Price‐Dividend Ratios and Expected Stock Returns: A Present‐Value Approach
    Journal of Money, Credit and Banking, 2017, 49, (2-3), 417-441 View citations (7)

2015

13. Soccer sentiment and investment opportunities in the Korean stock market
    Asia-Pacific Journal of Accounting & Economics, 2015, 22, (2), 213-226 View citations (1)

2013

14. Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability
    Journal of Money, Credit and Banking, 2013, 45, (5), 933-952 View citations (6)
    Also in Journal of Money, Credit and Banking, 2013, 45, (5), 933-952 (2013)
    See also Working Paper Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability, Discussion Paper Series (2012) View citations (1) (2012)
15. Exchange rate predictability and a monetary model with time-varying cointegration coefficients
    Journal of International Money and Finance, 2013, 37, (C), 394-410 View citations (28)
    See also Working Paper Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients, Discussion Paper Series (2013) View citations (30) (2013)
16. LIFE-CYCLE INCOME HYPOTHESIS AND DEMOGRAPHIC STRUCTURE: A SEMI-NONPARAMETRIC ANALYSIS USING A PANEL OF COUNTRIES
    The Singapore Economic Review (SER), 2013, 58, (01), 1-18

2012

17. Do Free Trade Agreements Increase Economic Growth of the Member Countries?
    World Development, 2012, 40, (7), 1283-1294 View citations (27)

2011

18. Comments on ‘Reform of Financial Supervisory and Regulatory Regimes: What has Been Achieved and What is Still Missing’ by Takatoshi Ito
    International Economic Journal, 2011, 25, (4), 571-572
19. How does changing age distribution impact stock prices? a nonparametric approach
    Journal of Applied Econometrics, 2011, 26, (5), 886-887
    Also in Journal of Applied Econometrics, 2010, 25, (7), 1155-1178 (2010) View citations (22)
20. ISSUES WITH A CHAINED-TYPE PRICE INDEX: AN ANALYSIS WITH THE PRODUCER PRICE INDEX
    Journal of Economic Development, 2011, 36, (3), 47-78

2010

21. When does the dividend-price ratio predict stock returns?
    Journal of Empirical Finance, 2010, 17, (1), 81-101 View citations (23)

2009

22. THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET
    International Economic Review, 2009, 50, (4), 1267-1287 View citations (1019)
    See also Working Paper The Impact of Oil Price Shocks on the U.S. Stock Market, CEPR Discussion Papers (2007) View citations (66) (2007)

2007

23. Electricity market structure, electricity price, and its volatility
    Economics Letters, 2007, 95, (2), 192-197 View citations (3)

2006

24. Rational Beliefs or Distorted Beliefs: The Equity Premium Puzzle and Micro Survey Data
    Southern Economic Journal, 2006, 72, (3), 677-689 View citations (1)

2005

25. Stock Return Predictability and the Dispersion in Earnings Forecasts
    The Journal of Business, 2005, 78, (6), 2351-2376 View citations (25)

2004

26. Excess sensitivity of consumption, liquidity constraints, and mandatory saving
    Applied Economics Letters, 2004, 11, (12), 771-774 View citations (2)

2003

27. Dispersion of analysts' expectations and the cross-section of stock returns
    Applied Financial Economics, 2003, 13, (11), 829-839 View citations (3)