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Sanglim Lee

Personal Details

First Name:Sanglim
Middle Name:
Last Name:Lee
Suffix:
RePEc Short-ID:ple648
[This author has chosen not to make the email address public]
665-1 Naeson 2-dong, Uiwang-si, Gyeonggi-do, 437-713, South Korea
Terminal Degree:2012 Department of Economics; University of Connecticut (from RePEc Genealogy)

Affiliation

Korea Energy Economics Institute (KEEI)

Uiwang, South Korea
http://www.keei.re.kr/
RePEc:edi:keeiikr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Uluc Aysun & Sanglim Lee, 2013. "The determinants of the deviations from the interest rate parity condition," Working Papers 2013-03, University of Central Florida, Department of Economics.
  2. Sanglim Lee, 2012. "Expected Currency Excess Returns and International Business Cycles," Working papers 2012-16, University of Connecticut, Department of Economics.

Articles

  1. Aysun, Uluc & Lee, Sanglim, 2014. "Can time-varying risk premiums explain the excess returns in the interest rate parity condition?," Emerging Markets Review, Elsevier, vol. 18(C), pages 78-100.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Uluc Aysun & Sanglim Lee, 2013. "The determinants of the deviations from the interest rate parity condition," Working Papers 2013-03, University of Central Florida, Department of Economics.

    Cited by:

    1. Gole, Purva & Perego, Erica & Turcu, Camelia, 2024. "UIP deviations in times of uncertainty: Not all countries behave alike," Economics Letters, Elsevier, vol. 242(C).

Articles

  1. Aysun, Uluc & Lee, Sanglim, 2014. "Can time-varying risk premiums explain the excess returns in the interest rate parity condition?," Emerging Markets Review, Elsevier, vol. 18(C), pages 78-100.

    Cited by:

    1. Özmen, M. Utku & Yılmaz, Erdal, 2017. "Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”," Emerging Markets Review, Elsevier, vol. 33(C), pages 173-188.
    2. Coelho dos Santos, Marcelo Bittencourt & Klotzle, Marcelo Cabus & Figueiredo Pinto, Antonio Carlos, 2016. "Evidence of risk premiums in emerging market carry trade currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 103-115.
    3. Bilson, Chris & Brailsford, Tim & Rajaguru, Gulasekaran, 2022. "Covered interest rate parity deviations in the Asia-Pacific," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    4. Jorge Andrés Muñoz Mendoza & Carmen Lissette Veloso Ramos & Sandra María Sepúlveda Yelpo & Carlos Leandro Delgado Fuentealba & Edinson Edgardo Cornejo Saavedra, 2022. "Exchange Markets and Stock Markets Integration in Latin-America," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(3), pages 1-24, Julio - S.
    5. Nils Herger, 2017. "Testing the interest parity condition with Irving Fisher's example of Indian rupee and sterling bonds in the London financial market (1869 - 1906)," Working Papers 17.04, Swiss National Bank, Study Center Gerzensee.
    6. Kumar, Satish, 2019. "Does risk premium help uncover the uncovered interest parity failure?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. University of Connecticut Economics PhD Alumni
  2. Graduate students of Christian Zimmermann

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (2) 2012-09-22 2013-08-16
  2. NEP-MAC: Macroeconomics (2) 2012-09-22 2013-08-16
  3. NEP-OPM: Open Economy Macroeconomics (2) 2012-09-22 2013-08-16
  4. NEP-BEC: Business Economics (1) 2012-09-22
  5. NEP-CBA: Central Banking (1) 2013-08-16
  6. NEP-FMK: Financial Markets (1) 2012-09-22
  7. NEP-MON: Monetary Economics (1) 2013-08-16
  8. NEP-SEA: South East Asia (1) 2013-08-16
  9. NEP-SPO: Sports and Economics (1) 2013-08-16

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