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Research Output 2003 2019

  • 747 Citations
  • 9 h-Index
  • 25 Article
2019
Disaster
Empirical investigation
Exchange rates
News
Damage
2018

Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach

Kim, Y. & Park, C., 2018 Jan 1, (Accepted/In press) In : Empirical Economics.

Research output: Contribution to journalArticle

Exchange rate
Macroeconomics
macroeconomics
time series
government bonds
1 Citation (Scopus)

Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols

Joe, D. Y., Oh, F. D. & Park, C., 2018 Jan 1, (Accepted/In press) In : Finance Research Letters.

Research output: Contribution to journalArticle

Ownership
Dividend yield
Stock market
Predictability
Korean chaebol
real exchange rate
monetary policy
premium
interest rate
smoothing
2017
3 Citations (Scopus)

Can monetary policy cause the uncovered interest parity puzzle?

Park, C. & Park, S., 2017 Mar 1, In : Japan and the World Economy. 41, p. 34-44 11 p.

Research output: Contribution to journalArticle

monetary policy
inflation
cause
interest rate
regression
9 Citations (Scopus)

Is the recent low oil price attributable to the shale revolution?

Bataa, E. & Park, C., 2017 Sep 1, In : Energy Economics. 67, p. 72-82 11 p.

Research output: Contribution to journalArticle

Shale
Crude oil
Shale oil
Oils
Oil prices
3 Citations (Scopus)

Regime Shifts in Price-Dividend Ratios and Expected Stock Returns: A Present-Value Approach

Choi, K. H., Kim, C-J. & Park, C., 2017 Mar 1, In : Journal of Money, Credit and Banking. 49, 2-3, p. 417-441 25 p.

Research output: Contribution to journalArticle

Dividends
Present value
Stock returns
Regime shift
Expected returns
2015
1 Citation (Scopus)

Real exchange rate dynamics and demographic structure in Korea

Leey, D. H. & Park, C., 2015 Sep 1, In : Journal of Economic Theory and Econometrics. 26, 3, p. 1-14 14 p.

Research output: Contribution to journalArticle

Korea
Real exchange rate
Exchange rate dynamics
Demographic structure
Proportion
2 Citations (Scopus)

Soccer sentiment and investment opportunities in the Korean stock market

Kang, I. & Park, C., 2015 Apr 3, In : Asia-Pacific Journal of Accounting and Economics. 22, 2, p. 213-226 14 p.

Research output: Contribution to journalArticle

Investment opportunities
Korean stock market
Soccer
Sentiment
Expected returns
2013
5 Citations (Scopus)

Disappearing dividends: Implications for the dividend-price ratio and return predictability

Kim, C-J. & Park, C., 2013 Aug 1, In : Journal of Money, Credit and Banking. 45, 5, p. 933-952 20 p.

Research output: Contribution to journalArticle

Dividends
Return predictability
Long-run relationship
Time-varying
Firm size
14 Citations (Scopus)

Exchange rate predictability and a monetary model with time-varying cointegration coefficients

Park, C. & Park, S., 2013 Aug 20, In : Journal of International Money and Finance. 37, p. 394-410 17 p.

Research output: Contribution to journalArticle

Predictability
Exchange rates
Coefficients
Cointegration
Time-varying
1 Citation (Scopus)
Life cycle
Demographic structure
Income
Nonparametric analysis
National saving

State-space model and present value model: An application to the Korean stock market

Choi, K. H. & Park, C., 2013 Mar 1, In : Journal of Economic Theory and Econometrics. 24, 1, p. 1-15 15 p.

Research output: Contribution to journalArticle

State-space model
Korean stock market
Stock returns
Present value model
Dividends
2012
12 Citations (Scopus)

Do Free Trade Agreements Increase Economic Growth of the Member Countries?

Hur, J. & Park, C., 2012 Jul 1, In : World Development. 40, 7, p. 1283-1294 12 p.

Research output: Contribution to journalArticle

free trade
economic growth
Gross Domestic Product
trend
effect
2011
Regulatory regime

Erratum: How does changing age distribution impact stock prices? A nonparametric approach

Park, C., 2011 Aug 1, In : Journal of Applied Econometrics. 26, 5, p. 886-887 2 p.

Research output: Contribution to journalArticle

distribution impact
Stock prices
22 Citations (Scopus)
Exporting
Oil price shocks
Stock market reaction
Oil
Stock returns
2010
9 Citations (Scopus)

How does changing age distribution impact stock prices? A nonparametric approach

Park, C., 2010 Nov 1, In : Journal of Applied Econometrics. 25, 7, p. 1155-1178 24 p.

Research output: Contribution to journalArticle

distribution impact
life cycle
Japan
France
Stock prices
28 Citations (Scopus)

When does the dividend-price ratio predict stock returns?

Park, C., 2010 Jan 1, In : Journal of Empirical Finance. 17, 1, p. 81-101 21 p.

Research output: Contribution to journalArticle

Stock returns
Dividends
Predictive power
Predictability
Predictive regressions
2009
597 Citations (Scopus)

The impact of oil price shocks on the U.S. stock market

Kilian, L. & Park, C., 2009 Nov 1, In : International Economic Review. 50, 4, p. 1267-1287 21 p.

Research output: Contribution to journalArticle

Oil markets
Oil price shocks
Stock market
Supply shocks
Demand shocks
2007
11 Citations (Scopus)

Electricity market structure, electricity price, and its volatility

Chang, Y. & Park, C., 2007 May 1, In : Economics Letters. 95, 2, p. 192-197 6 p.

Research output: Contribution to journalArticle

Electricity market
Market structure
Electricity price
Pricing
Singapore
2006
5 Citations (Scopus)

Rational beliefs or distorted beliefs: The equity premium puzzle and micro survey data

Park, C., 2006 Jan 1, In : Southern Economic Journal. 72, 3, p. 677-689 13 p.

Research output: Contribution to journalArticle

Equity premium puzzle
Equity premium
Survey data
Rational beliefs
Business cycles
2005
18 Citations (Scopus)

Stock return predictability and the dispersion in earnings forecasts

Park, C., 2005 Nov 1, In : Journal of Business. 78, 6, p. 2351-2375 25 p.

Research output: Contribution to journalArticle

Stock Returns
Predictability
Forecast
Macroeconomics
Forecasting
2004
1 Citation (Scopus)

Excess sensitivity of consumption, liquidity constraints, and mandatory saving

Park, C. & Lim, P. F., 2004 Oct 10, In : Applied Economics Letters. 11, 12, p. 771-774 4 p.

Research output: Contribution to journalArticle

Employees
Saving rate
Liquidity constraints
Excess sensitivity
Singapore
2003
5 Citations (Scopus)

Dispersion of analysts' expectations and the cross-section of stock returns

Baik, B. & Park, C., 2003 Nov 1, In : Applied Financial Economics. 13, 11, p. 829-839 11 p.

Research output: Contribution to journalArticle

cross section
investor
market
performance
evidence