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Spillover Effects of United States' Unconventional Monetary Policy on Korean Bond Markets: Evidence from High-Frequency Data
Ki Young Park
, Ji Yong Um
Department of Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
5
Citations (Scopus)
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Dive into the research topics of 'Spillover Effects of United States' Unconventional Monetary Policy on Korean Bond Markets: Evidence from High-Frequency Data'. Together they form a unique fingerprint.
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Business & Economics
High-frequency Data
100%
Unconventional Monetary Policy
60%
Bond Market
47%
Spillover Effects
43%
News
19%
United States of America
18%
Safe Haven
15%
Risk Factors
15%
Credit Default Swaps
13%
Bond Yields
13%
Risk Premia
13%
Normalization
12%
Event Study
12%
Pull
11%
Arbitrage
11%
South Korea
10%
Factor Analysis
9%
Premium
9%
Monetary Policy
8%
Factors
7%
Earth & Environmental Sciences
monetary policy
79%
spillover effect
65%
market
33%
premium
14%
credit
12%
normalization
11%
risk factor
11%
factor analysis
11%
policy
6%
Social Sciences
monetary policy
60%
market
26%
evidence
19%
news
17%
premium
12%
normalization
12%
South Korea
10%
credit
9%
factor analysis
9%
event
6%