Publications in Refereed Journals
* denotes an article related to AI data analytics or machine learning applications.)
* The Phillips Curve and Inflation Expectations: A Machine Learning Perspective (with Jaehun Jung), Studies in Nonlinear Dynamics & Econometrics, forthcoming.* Mind the Tone: Responses of Inflation Expectations to Central Bankers’ Speeches (with Jaehun Jung), Journal of International Money and Finance 160, 103452, 2026.* The Power of Voice: Monetary Policy and Cryptocurrency, International Review of Finance 26, e70062, 2026.* Machine Learning Goes Beyond: Time-Varying Monetary Policy and Oil Price Pass-Through to Inflation Expectations (with Jaehun Jung), Journal of Macroeconomics 85, 103702, 2025.* Effects of Fiscal Policy Uncertainty and Asymmetric Spillovers: Evidence from Korea (with Yeonjin Song), Pacific Economic Review 31, 3-23, 2026.* Economic Policy Uncertainty and the Kimchi Premium in the Cryptocurrency Market (with Kyung-woo Lee), Southern Economic Journal 92, 359-381, 2025.* Effects of Monetary Policy Uncertainty on Debt Financing: Evidence from Korean Heterogeneous Firms (with Pullip Im), Journal of International Money and Finance, 139, 102960, 2023.* Dynamic Spillovers of Economic Policy Uncertainty across the US, Europe, and East Asia (with Husang Kim and Kyung-woo Lee), Global Economic Review, 52, 187-201, 2023.* Macroeconomic Effects of Uncertainty Shocks: Evidence from Korea (with Husang Kim), Journal of Asian Economics 84, 101571, 2023. Paper, New Korea EPU IndexWorking Papers
* denotes an article related to AI data analytics or machine learning applications.)
* Can the Tone of Central Bankers’ Speeches Help Shape Inflation Expectations?: Evidence from Japan (with Seunghwa Rho), Revise & Resubmit* Asymmetric Effects of Geopolitical Risk on Air Travel Demand: Evidence from South Korea (with Joo Yeon Sun), Revise & Resubmit* Does Perceived Geopolitical Risk Constrain Corporate Borrowing?: Evidence from Korean Firms, Revise & Resubmit* Narratives in Motion: Perception-Driven Geopolitical Risk in Korea (with Jaehun Jung), Revise & Resubmit* The Power of Voice Under Economic Policy Uncertainty: Evidence from Crude Oil Markets (with Jun Sung Kim)* From Tension to Transition: Geopolitical Risk, Energy Security, and Macroeconomic Vulnerability (with Jun Sung Kim)* Beyond Words: Nonverbal Communication and Financial Market Responses (with Jaehun Jung)* Credibility, Communication, and Inflation Expectations under Geopolitical Risk