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Dongwon Lee

Personal Details

First Name:Dongwon
Middle Name:
Last Name:Lee
Suffix:
RePEc Short-ID:ple781
[This author has chosen not to make the email address public]
https://sites.google.com/site/leedwec

Affiliation

Department of Economics
University of California-Riverside

Riverside, California (United States)
https://economics.ucr.edu/
RePEc:edi:deucrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dongwon Lee, 2023. "Financial integration and international risk spillovers," Working Papers 202301, University of California at Riverside, Department of Economics.
  2. Dongwon Lee, 2022. "Commodity terms of trade volatility and industry growth," Working Papers 202216, University of California at Riverside, Department of Economics.
  3. Dongwon Lee, 2020. "Global financial integration and monetary policy spillovers," Working Papers 202026, University of California at Riverside, Department of Economics.
  4. Dongwon Lee, 2020. "International Cooperation in Foreign Reserve Policies in the Presence of Competitive Hoarding," Working Papers 202011, University of California at Riverside, Department of Economics.
  5. Kyungkeun Kim & Dongwon Lee, 2017. "Equity Market Globalization and Portfolio Rebalancing," Working Papers 2017-17, Economic Research Institute, Bank of Korea.
  6. Dongwon Lee & Kyungkeun Kim, 2017. "Asymmetric Stabilizing Impact of International Reserves," Working Papers 201705, University of California at Riverside, Department of Economics.
  7. Dongwon Lee & Kyungkeun Kim, 2016. "Global Risk and International Equity Portfolio Rebalancing," Working Papers 201605, University of California at Riverside, Department of Economics.
  8. Dongwon Lee & Yu-chin Chen, 2014. "What Makes a Commodity Currency?," Working Papers 201420, University of California at Riverside, Department of Economics.

Articles

  1. Lee, Dongwon, 2023. "Commodity terms of trade volatility and industry growth," European Economic Review, Elsevier, vol. 156(C).
  2. Lee, Dongwon, 2023. "Financial integration and international risk spillovers," Economics Letters, Elsevier, vol. 225(C).
  3. Dongwon Lee, 2023. "International cooperation in foreign reserve policies in the presence of competitive hoarding," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 389-412, May.
  4. Kai Chen & Dongwon Lee, 2023. "Commodity currency reactions and the Dutch disease: the role of capital controls," Empirical Economics, Springer, vol. 65(5), pages 2065-2089, November.
  5. Lee, Dongwon, 2021. "Global financial integration and monetary policy spillovers," Economics Letters, Elsevier, vol. 202(C).
  6. Kim, Kyungkeun & Lee, Dongwon, 2020. "Equity market integration and portfolio rebalancing," Journal of Banking & Finance, Elsevier, vol. 113(C).
  7. Dongwon Lee & Kyungkeun Kim, 2019. "Asymmetric stabilizing impact of international reserves," Applied Economics Letters, Taylor & Francis Journals, vol. 26(1), pages 69-73, January.
  8. Chen, Yu-chin & Lee, Dongwon, 2018. "Market power, inflation targeting, and commodity currencies," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 122-139.

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. Kyungkeun Kim & Dongwon Lee, 2017. "Equity Market Globalization and Portfolio Rebalancing," Working Papers 2017-17, Economic Research Institute, Bank of Korea.

    Cited by:

    1. Pradiptarathi Panda & Wasim Ahmad & M. Thiripalraju, 2023. "Better to Give than to Receive: A Study of BRICS Countries Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(2), pages 164-188, June.
    2. McIver, Ron P. & Kang, Sang Hoon, 2020. "Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets," Research in International Business and Finance, Elsevier, vol. 54(C).
    3. Cao, Yufei, 2022. "Extreme risk spillovers across financial markets under different crises," Economic Modelling, Elsevier, vol. 116(C).

  2. Dongwon Lee & Kyungkeun Kim, 2017. "Asymmetric Stabilizing Impact of International Reserves," Working Papers 201705, University of California at Riverside, Department of Economics.

    Cited by:

    1. Dongwon Lee, 2023. "International cooperation in foreign reserve policies in the presence of competitive hoarding," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 389-412, May.

  3. Dongwon Lee & Yu-chin Chen, 2014. "What Makes a Commodity Currency?," Working Papers 201420, University of California at Riverside, Department of Economics.

    Cited by:

    1. Ahmed, Rashad, 2019. "Commodity Currencies and Causality: Some High-Frequency Evidence," MPRA Paper 98319, University Library of Munich, Germany, revised 25 Jan 2020.
    2. Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan, 2017. "Dynamic spillover between commodities and commodity currencies during United States Q.E," Energy Economics, Elsevier, vol. 66(C), pages 399-410.
    3. Anu K. Toriola, 2022. "Effects of Agricultural Commodity Prices on Agricultural Output in Nigeria," Journal of Economic Impact, Science Impact Publishers, vol. 4(3), pages 170-176.
    4. Ahmed, Rashad, 2019. "Currency Commodities and Causality: Some High-Frequency Evidence," MPRA Paper 96855, University Library of Munich, Germany.
    5. Chen, Yu-chin & Lee, Dongwon, 2018. "Market power, inflation targeting, and commodity currencies," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 122-139.
    6. Anuar, Mohd Razealy & Abdullah, Ahmad Zuhairi, 2016. "Challenges in biodiesel industry with regards to feedstock, environmental, social and sustainability issues: A critical review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 58(C), pages 208-223.
    7. Rodrigo da Silva Souza & Leonardo B. de Mattos & João E. de Lima, 2021. "Commodity prices and the Brazilian real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3152-3172, April.
    8. Ahmed, Rashad, 2020. "Commodity currencies and causality: Some high-frequency evidence," Economics Letters, Elsevier, vol. 189(C).

Articles

  1. Kim, Kyungkeun & Lee, Dongwon, 2020. "Equity market integration and portfolio rebalancing," Journal of Banking & Finance, Elsevier, vol. 113(C).

    Cited by:

    1. Dong, Liang & Kot, Hung Wan & Lam, Keith S.K. & Liu, Ming, 2022. "Co-skewness and expected return: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    2. He, Hongbo & Chen, Yiqing & Wan, Hong & Yao, Shujie, 2023. "Possibility versus feasibility: International portfolio diversification under financial liberalization," International Review of Financial Analysis, Elsevier, vol. 87(C).
    3. Patel, Ritesh & Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Yarovaya, Larisa, 2022. "A bibliometric review of financial market integration literature," International Review of Financial Analysis, Elsevier, vol. 80(C).
    4. Gao, Xiang & Hu, Yichuan & Wang, Huanhuan & Wang, Xiaohu, 2022. "Brexit and global equity fund capital reallocation," Journal of International Money and Finance, Elsevier, vol. 125(C).
    5. Sangyup Choi & Jiri Havel, 2023. "Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets," Working papers 2023rwp-221, Yonsei University, Yonsei Economics Research Institute.
    6. Lee, Dongwon, 2023. "Financial integration and international risk spillovers," Economics Letters, Elsevier, vol. 225(C).
    7. Jaydip Sen & Arup Dasgupta & Subhasis Dasgupta & Sayantani Roychoudhury, 2023. "A Portfolio Rebalancing Approach for the Indian Stock Market," Papers 2310.09770, arXiv.org.

  2. Dongwon Lee & Kyungkeun Kim, 2019. "Asymmetric stabilizing impact of international reserves," Applied Economics Letters, Taylor & Francis Journals, vol. 26(1), pages 69-73, January.
    See citations under working paper version above.
  3. Chen, Yu-chin & Lee, Dongwon, 2018. "Market power, inflation targeting, and commodity currencies," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 122-139.

    Cited by:

    1. Gasanov, Oscar, 2020. "Five Years of Inflation Targeting Without Economic Growth: What Should Be Changed The Case of Russia," MPRA Paper 105874, University Library of Munich, Germany, revised 24 Dec 2020.
    2. Laurent Ferrara & Aikaterina Karadimitropoulou & Athanasios Triantafyllou & Theodora Bermpei, 2022. "Commodity currencies revisited: The role of global commodity price uncertainty," Working Papers hal-04159791, HAL.
    3. Jean-François Carpantier, 2021. "Commodity Prices in Empirical Research," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 199-227, Springer.
    4. Michael B. Devereux & Gregor W. Smith, 2021. "Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 589-596, March.
    5. Bermpei, Theodora & Ferrara, Laurent & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios, 2024. "Commodity currencies revisited: The role of global commodity price uncertainty," Journal of International Money and Finance, Elsevier, vol. 145(C).
    6. Yıldırım, Durmuş Çağrı & Erdoğan, Fatma & Tarı, Elif Nur, 2022. "Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies," Resources Policy, Elsevier, vol. 76(C).
    7. Lee, Dongwon, 2023. "Commodity terms of trade volatility and industry growth," European Economic Review, Elsevier, vol. 156(C).
    8. Wang, Wenhao & Cheung, Yin-Wong, 2023. "Commodity price effects on currencies," Journal of International Money and Finance, Elsevier, vol. 130(C).
    9. Kai Chen & Dongwon Lee, 2023. "Commodity currency reactions and the Dutch disease: the role of capital controls," Empirical Economics, Springer, vol. 65(5), pages 2065-2089, November.
    10. Albaity, Mohamed & Noman, Abu Hanifa Md. & Saadaoui Mallek, Ray & Al-Shboul, Mohammad, 2022. "Cyclicality of bank credit growth: Conventional vs Islamic banks in the GCC," Economic Systems, Elsevier, vol. 46(1).
    11. Rodrigo da Silva Souza & Leonardo B. de Mattos & João E. de Lima, 2021. "Commodity prices and the Brazilian real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3152-3172, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 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-OPM: Open Economy Macroeconomics (4) 2014-10-17 2016-04-04 2017-06-04 2018-02-05
  2. NEP-RMG: Risk Management (3) 2016-04-04 2018-02-05 2023-01-16
  3. NEP-FDG: Financial Development and Growth (2) 2022-10-17 2023-01-16
  4. NEP-MON: Monetary Economics (2) 2014-10-17 2017-06-04
  5. NEP-CBA: Central Banking (1) 2020-12-07
  6. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  7. NEP-IFN: International Finance (1) 2018-02-05

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