Working Papers

From Economic Research Institute, Bank of Korea
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2014-10: Investor Trading Behavior Around the Time of Geopolitical Risk Events: Evidence from South Korea

Young Han Kim and Hosung Jung

2014-9: Welfare Cost of Business Cycles in Economies with Individual Consumption Risk

Martin Ellison and Thomas Sargent

2014-8: The Impact of Foreign Banks on Monetary Policy Transmission during the Global Financial Crisis of 2008-2009: Evidence from Korea

Bang Jeon, Hosung Lim and Ji Wu

2014-7: Dissecting Foreign Bank Lending Behavior During the 2008-2009 Crisis

Moon Jung Choi, Eva Gutierrez and Maria Martinez Peria

2014-6: The Research on the Impact of Internet Banking on Demand Deposit and Bank Profitability (in Korean)

Bong Geul Chun and Dong Gyu Lee

2014-5: Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs

Kyoungsoo Yoon and Christophe Hurlin

2014-4: Achieving Balanced Growth Through Service Sector Expansion: Expected Benefits and Risks (in Korean)

SeungWon Kim and Kwang Myoung Hwang

2014-3: Understanding the Evolution of Sectoral Comovements: The Case of Korea (in Korean)

Sunoong Hwang, Sunghwan Min, Donghyun Shin and Ki-Ho Kim

2014-2: The Impact of Credit Policy on Small and Medium-Sized Enterprises (in Korean)

Hosoung Jung and Hosoung Lim

2014-1: Network Indicators for Monitoring Intraday Liquidity in BOK-Wire+

Seungjin Baek, Kimmo Soramäki and Jaeho Yoon

2013-31: Rating Agencies

Harold Cole and Thomas Cooley

2013-30: The Role of Financial Factors in the Business Cycle and the Transmission of Monetary Policy in Korea (in Korean)

Byoung Ho Bae

2013-29: Analysis of Risk Factors in the Korean Repo Market: Based on the US and European Repo Market Experiences

Sung-guan Yun and Ronald Heijmans

2013-28: Household loans and Systemic Risk: Usefulness of Credit Information (in Korean)

Junesuh Yi and Hosung Jung

2013-27: Measuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation Models

Jaeho Yun and Hyejung Moon

2013-26: Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea

Hyun Hak Kim

2013-25: The Impact of Foreign Bank Deleveraging on Korea

Sonali Jain-Chandra, Min Jung Kim, Sung Ho Park and Jerome Shin

2013-23: Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs

Timothy Cogley, Thomas Sargent and Viktor Tsyrennikov

2013-21: Central Bank Transparency and Independence: Updates and New Measures

Nazire Nergiz Dincer and Barry Eichengreen

2013-18: Bank Competition and Financial Stability: A Comparative Study of Mutual Savings Banks and Commercial Banks in Korea

Jin Q Jeon and Kwang Kyu Lim

2013-17: The Real Exchange Rate and Export Growth: Are Services Different?

Barry Eichengreen and Poonam Gupta

2013-14: Capital Market Openness and Output Volatility

Kwang-Myoung Hwang, Donghyun Park and Kwanho Shian

2013-12: FX Funding Risks and Exchange Rate Volatility-Korea's Case

Jack Joo K. Ree, Kyoungsoo Yoon and Hail Park

2013-10: Central, Traditional and Shadow Banking in the Multiple Deposit Creation Scheme

Byoung-Ki Kim

2013-9: A Study on Mortgage Loan Borrowing Behavior of Korean Households: A Micro Perspective

Yong Sun Kim and Kwang Kyu Lim

2013-8: Agricultural Sector Development and Structural Transformation: Sub-Saharan Africa versus East Asia

Hee-Sik Kim and Mthuli Ncube

2013-7: Skill-biased Technological Change in Small Open Economies: Accounting for Changing Employment and Wage Structures of Korea

Chul-In Lee and Yong Min Kim

2013-4: Systemic Liquidity Shortages and Interbank Network Structures

Seung Hwan Lee

2013-3: Cash, Checkable Deposits and Cost of Inflation

Manjong Lee and Sung Guan Lee

2013-2: Capital Inflow Shocks and House Prices: Aggregate and Regional Evidence from Korea

Peter Tillman

2013-1: The Operation of Macroprudential Policy Measures: The Case of Korea in the 2000s

Jong Kyu Lee

2012-16: Capital Inflows and Exchange Rate Volatility in Korea

Kyongwook Choi, Kyuil Chung and Seungwon Kim

2012-15: The Impact of Strengthened Basel III Banking Regulation on Lending Spreads: Comparisons across Countries and Business Models

Sun Eae Chun, Hoon Kim and Wonhong Ko Ko

2012-13: Mitigating Systemic Spillovers from Currency Hedging

Kyuil Chung, Hail Park and Hyun Song Shin

2012-12: Measures of Systemic Risk and Financial Fragility in Korea

Jong Han Lee, Jaemin Ryu and Dimitrios Tsomocos

2012-9: Systemic Leverage as a Macroprudential Indicator

Baeho Kim and Sang Chul Ryoo

2012-8: The Effects of Inter-Korean Integration Type on Economic Performance: the Role of Wage Policy

Sung Min Mun and Byoung Hark Yoo

2012-6: Monetary Aggregates and the Central Bank’s Financial Stability Mandate

Hyun Jeong Kim, Hyun Song Shin and Jaeho Yun

2012-5: The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests

Hyeongwoo Kim and Young-Kyu Moh

2012-4: The Role of Public Information in a Contagious Currency Crisis

Frederick Dongchuhl Oh

2012-3: Contagion of a Liquidity Crisis Between Two Firms

Frederick Dongchuhl Oh

2011-21: The Experience Premium

Hyeok Jeong, Yong Kim and Iourii Manovskii

2011-14: Limits to Arbitrage in the Swap and Bond Markets: the Case of Korea

Hail Park

2011-8: Monetary Policy of the Bank of Korea during the First Sixty Years

Kyungsoo Kim and Jaewoo Lee