학력
- Ph.D., Economics, University of Washington, Seattle, 2002.
- M.A., Economics, University of Iowa, 1998.
- 경제학석사, 고려대학교, 1993
- 경제학사, 고려대학교, 1990.
주요 경력
- 2003~현재한국은행 국제국, 자문교수
- 2020~현재국회미래연구원, 이사
- 2016~현재현대중공업, 외환자문위원
- 2007~현재서울시립대 경제학부, 부교수/교수
- 2002~2007Ohio University(tenured), Department of Economics, 조교수
- 1993~2002한국은행
대표 논문
- Home Bias of Korean Resident Bond Investors: The Role of FX Hedging (with Daejung Yang), Emerging Markets Finance and Trade, 58(10), 2021, pp.1-15.
- Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis (with Eric Zivot and George Sakoulis), Journal of Empirical Finance, 17, 2010, pp.957-966.
- Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility (with Eric Zivot and Weichoun Yu), Journal of International Money and Finance, 29, 2010, pp.857-875.
- Long Memory in Oil and Refined Products Markets (with Shawkat Hammoudeh), The Energy Journal, 30, 2009, pp.97-116.
- Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation (with Eric Zivot), Journal of International Money and Finance, 26, 2007, pp.342-363.