Search Results - "Lee, Kiryoung"

Geopolitical risk and household stock market participation by Lee, Kiryoung

“…I find that the index of geopolitical risk (GPR) is significantly associated with both the extensive and intensive margins of stock market participation…”
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Which uncertainty measures matter for the cross-section of corporate bond returns? Evidence from the U.S. during 1973–2020 by Lee, Kiryoung

“…I examine which economic uncertainty measures matter for the cross-section of corporate bond returns using 40 corporate bond portfolios for a long period from…”
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Measuring Chinese climate uncertainty by Lee, Kiryoung, Cho, Juik

“…We develop indices of Twitter-based Chinese Climate Uncertainty (TC-CU) and Climate Policy Uncertainty (TC-CPU) from 2010 to onward. Our indices spike with…”
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Investor Sentiment and Bond Risk Premia: Evidence from China by Lee, Kiryoung, Kim, Minki

“…This article shows the statistical significance of a set of variables related to market sentiment and uses them to predict the risk premium embedded in China's…”
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Chinese consumption shocks and U.S. equity returns by Lee, Kiryoung, Kim, Minki, Lam, Sing-Sen

“…Motivated by the growing importance of the Chinese domestic economy for the global economic condition, we test whether the consumption risk of China matters…”
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Measuring Chinese consumers’ perceived uncertainty by Lee, Kiryoung, Jeon, Yoontae

“…An unanticipated change in consumers’ view on the expected economic condition has the potential to provide information about the degree of economic…”
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Chinese economic policy uncertainty and U.S. households' portfolio decisions by Lee, Kiryoung, Jeon, Yoontae, Jo, Chanik

“…We find that U.S. households reduce their exposure to the stock market in response to an increase in the economic policy uncertainty (EPU) of not only U.S.,…”
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Twitter-based Chinese economic policy uncertainty by Lee, Kiryoung, Choi, Eunseon, Kim, Minki

“…•We construct a Twitter-based Chinese economic policy uncertainty index.•Our index reasonably spikes during major economic policy events.•Our index is…”
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Which economic uncertainty measure matters for households' portfolio decision? by Lee, Kiryoung, Jeon, Yoontae, Kim, Insik

“…In this study, we address two research questions: Do recently developed economic uncertainty measures matter for household portfolio choices? If so, which…”
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Macroeconomic uncertainty shocks and households’ consumption choice by Nam, Eun-Young, Lee, Kiryoung, Jeon, Yoontae

“…Exploiting U.S. households’ consumption survey data, we study whether recently developed indices of macroeconomic uncertainty (e.g., Jurado et al., 2015; Baker…”
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Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns by Lee, Kiryoung, Jeon, Yoontae, Nam, Eun-Young

“…We find that Chinese EPU shocks can explain 40% of the cross-sectional variation in bond returns. We also find that Chinese EPU shocks command a significant…”
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Chinese economic policy uncertainty and U.S. corporate investment by Lee, Kiryoung, Jeon, Yoontae, Samarbakhsh, Laleh, Kim, Insik

“…Prior findings suggest that firms reduce investment when they face a higher degree of domestic economic policy uncertainty. In this paper, we provide a new…”
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Which uncertainty measures matter for the cross-section of stock returns? by Lee, Kiryoung, Joen, Yoontae, Kim, Minki

“…•Using various economic uncertainty measures, we compare the pricing power for the cross-section of stock returns during the most recent sample period.•From…”
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