Publications
"Changes in the Effects of Oil Price Shocks on US Industrial Production"
- International Journal of Finance and Economics, forthcoming.
"Sources of Emerging Market Business Cycles: An Open-Economy Factor-Augmented VAR Approach" (with Sun Ho Hwang)
- Applied Economics Letters, forthcoming.
"Dynamic Asset Allocation Strategy: An Economic Regime Approach" (with Min Jeong Kim)
- Journal of Asset Management, Volume 24, March 2023, pp. 136-147.
"Dynamic Factor Rotation Strategy: A Business Cycle Approach"
- International Journal of Financial Studies, Volume 10, Issue 2, June 2022, pp. 1-12.
"What Drives Emerging Stock Market Returns? A Factor-Augmented VAR Approach"
- Emerging Markets Finance and Trade, Volume 58, Issue 5, 2022, pp. 1215-1232.
"The Impacts of Oil Price Shocks and US Economic Uncertainty on Global Stock Markets"
- International Journal of Finance and Economics, Volume 27, Issue 22, April 2022, pp. 1595-1607
"Risk Shocks and Credit Spreads"
- Journal of Macroeconomics, Volume 64, June 2020, 103208.
"Oil Shocks, US Economic Uncertainty, and Emerging Stock Markets"
- Applied Economics Letters, Volume 26, Issue 18, 2019, pp. 1472-1479.
Working Papers/Work in Progress
"The Growing Importance of Social Skills for Labor Market Outcomes across Education Groups", with Sun Hyung Kim, September 2023
- Minor revision requested at B.E. Journal of Economic Analysis and Policy
"Oil Shocks and the Korea's Terms of Trade: Structural Analysis", under revision
"Accounting for the Rise in Federal Student Loans", under revision
"Trends in Earnings Inequality: A Cross-country Analysis", under revision
"Uncertainty Shocks and Labor Market Fluctuations", with Jiwoon Kim
"Global Spillover Effects of China Uncertainty Shocks", with Sun Ho Hwang