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Details about Cheolbeom Park

E-mail:
Phone:82-2-3290-2203
Postal address:Department of Economics, Korea University Anam-dong, Seongbuk-gu, Seoul, Korea 136-701
Workplace:Department of Economics, Korea University, (more information at EDIRC)

Access statistics for papers by Cheolbeom Park.

Last updated 2019-11-05. Update your information in the RePEc Author Service.

Short-id: ppa43


Jump to Journal Articles

Working Papers

2018

  1. 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 Downloads

2017

  1. Is the Recent Low Oil Price Attributable to the Shale Revolution?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in Discussion Paper Series, Institute of Economic Research, Korea University (2017) Downloads View citations (3)

    See also Journal Article in Energy Economics (2017)

2016

  1. Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads

2014

  1. Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
    See also Journal Article in Japan and the World Economy (2017)
  2. Stock Market Predictability: Global Evidence and an Explanation
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads View citations (1)

2013

  1. Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads View citations (18)
    See also Journal Article in Journal of International Money and Finance (2013)

2012

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

2010

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

2007

  1. The Impact of Oil Price Shocks on the U.S. Stock Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (55)
    See also Journal Article in International Economic Review (2009)

2006

  1. The Persistence and Predictive Power of the Dividend-Price Ratio
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads

2004

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

2003

  1. Asset Prices, Heterogeneous Expectations, and Limited Short Sales
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads
  2. Rational Beliefs or Distorted Beliefs: Equity Premium Puzzle and Micro Survey Data
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads View citations (1)
    See also Journal Article in Southern Economic Journal (2006)

2002

  1. Speculative Behavior and Heterogeneous Expectations: Theory and Evidence
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads View citations (1)

2001

  1. Differences in Expectations and the Cross-Section of Stock Returns
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads
  2. Stock Returns and the Dispersion in Earnings Forecasts
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads View citations (3)

Journal Articles

2019

  1. 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 Downloads

2018

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

2017

  1. Can monetary policy cause the uncovered interest parity puzzle?
    Japan and the World Economy, 2017, 41, (C), 34-44 Downloads View citations (1)
    See also Working Paper (2014)
  2. Is the recent low oil price attributable to the shale revolution?
    Energy Economics, 2017, 67, (C), 72-82 Downloads View citations (3)
    See also Working Paper (2017)
  3. 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 Downloads View citations (1)

2015

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

2013

  1. Disappearing Dividends: Implications for the Dividend–Price Ratio and Return Predictability
    Journal of Money, Credit and Banking, 2013, 45, (5), 933-952 Downloads View citations (5)
    See also Working Paper (2012)
  2. Exchange rate predictability and a monetary model with time-varying cointegration coefficients
    Journal of International Money and Finance, 2013, 37, (C), 394-410 Downloads View citations (18)
    See also Working Paper (2013)
  3. 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 Downloads

2012

  1. Do Free Trade Agreements Increase Economic Growth of the Member Countries?
    World Development, 2012, 40, (7), 1283-1294 Downloads View citations (5)

2011

  1. 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 Downloads
  2. 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) Downloads View citations (12)
  3. ISSUES WITH A CHAINED-TYPE PRICE INDEX: AN ANALYSIS WITH THE PRODUCER PRICE INDEX
    Journal of Economic Development, 2011, 36, (3), 47-78 Downloads

2010

  1. When does the dividend-price ratio predict stock returns?
    Journal of Empirical Finance, 2010, 17, (1), 81-101 Downloads View citations (18)

2009

  1. THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET
    International Economic Review, 2009, 50, (4), 1267-1287 Downloads View citations (433)
    See also Working Paper (2007)

2007

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

2006

  1. Rational Beliefs or Distorted Beliefs: The Equity Premium Puzzle and Micro Survey Data
    Southern Economic Journal, 2006, 72, (3), 677-689 View citations (4)
    See also Working Paper (2003)

2005

  1. Stock Return Predictability and the Dispersion in Earnings Forecasts
    The Journal of Business, 2005, 78, (6), 2351-2376 Downloads View citations (16)

2004

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

2003

  1. Dispersion of analysts' expectations and the cross-section of stock returns
    Applied Financial Economics, 2003, 13, (11), 829-839 Downloads View citations (3)
 
Page updated 2019-11-11