전공(Track)

재무(Finance)

담당과목(Teaching)

경영학원론, 국제재무, 투자론

학력(Education)

UNIVERSITY OF ESSEX, Ph.D. in Finance

주요 논문 및 저서(Selected Publications)

<국외저널>
H. Lee. (2021). Time-varying comovement of stock and treasury bond markets in Europe: A quantile regression approach, International Review of Economics and Finance, 75, 1-20.

H.Lee, H. Kim. (2020). Dynamic integration of European stock markets and monetary drivers. Journal of Empirical Finance, 58, 369-385.

H. Lee, K. Lee, X. Zhang, (2019). Time-varying comovement of Chinese stock and government bond markets: Flight to safe haven, Emerging Markets Finance and Trade, 55, 3058-3068.

K. Lee, H. Lee (C.A.), (2019). How does CSR activity affect sustainable growth and value of corporations? Evidence from Korea, Sustainabilty, 11, 508 - 518.

H. Lee, S. Cho, (2017). What drives dynamic comovements of stock markets in the Pacific basin region?: A quantile regression appproach, International Review of Economics and Finance, 51, 314-327.

H. Kim, H. Lee (C.A.), (2017). Does the traditional exchange rate fully explainfirms’ exposure?, Applied Economics Letters , 24. 8-13.

S. Kim, H. Lee (C.A.), J. Kim, (2016). Divergent effects of external financing on technology innovation activity: Korean evidence, Technological Forecasting and Social Changes, 106. 22-30.

H. Lee, K. Park, (2016). Market valuation effects of foreign asset divestitures: Evidence from Korean firms. Emerging Markets Finance and Trade, 52, 136-153.

A. Cipollini, J. Coakley, H. Lee, (2015). The European sovereign debt market: from integration to segmentation. European Journal of Finance, 21, 111-128.

C.C. Cheong, H. Lee (C.A.), (2014). Forecasting with a parsimonious VAR model. Economics Letters, 125, 167-170.

H. Lee, D. Kim, M. Seo (2013). Market valuation of marketing alliances in East Asia: Korean evidence. Journal of Business Research, 66, 2492-2499.

H. Lee, E. Cho, J. Kim, (2013). Do strategic alliances also create firm value in a developing country: Evidence from Korean firms. Journal of Empirical Finance, 20, 30-41.

H. Lee, S. Kim, J. Kim, (2012). Open technology innovation activity and firm value: evidence from Korean firms. Applied Economics, 44, 3551-3561.

J. Kim, S. Kim, H. Lee (C.A.), (2011). An effect of technology innovation activity on firm value and a mediation effect of leverage: evidence from Korean firms. Asian Journal of Technology Innovation, 19, 37-51.

< Under review>

Time-Varying Co-movement of Sovereign Credit Default Swaps Markets: Evidence from Asia-Pacific Countries, 3rd round, Finance Research Letters

<국내저널>

S. Kim, J. Jang, H. Lee(교신저자), 2015. Technology Innovation Activity and Permanent Shareholder Wealth. 재무관리연구, 69-86.

주요 학술발표(Selected Conference Presentations)

<해외(심사)학회>
Dynamic European Stock Market Integration, EMU and Monetary Performance Convergence. The Scottish Economic Society- 2016 Annual Conference4, the Mercure Hotel, Perth, Scotland, April 2016,fully funded for travelling costs by Chosun University (BK21 Plus).

Forecasting with a parsimonious VAR model. The 8th international CFE (Computational and Financial Econometrics) conference, University of Pisa, Italy, December 2014, fully funded for travelling costs by Chosun University (BK21 Plus).

Nonlinear Markov regime switching GARCH modeling of East Asian emerging stock markets. The 2012 International Conference on Business and Economics, Istanbul, Turkey, 2012, fully funded for travelling costs by Kyungpook National University.

Ownership concentration and technology innovation activity, Annual Paris Conference on Money, Economy, Management, Paris, France, July 2011, fully funded for travelling costs by Kyungpook National University.

Open technology innovation activity and firm value: evidence from Korean firms, B&ESI, Divani Caravel Hotel, Greece, July 2010, fully funded for travelling costs by Kyungpook National University.

Time varying European equity market integration and monetary policy convergence: The role of EMU, The 41st annual international MMF (Macro, Monetary, and Finance) conference, Bradford University, UK, 7th – 9th September 2009, fully funded for travelling costs by University of Essex.

Time varying European government bond market integration and fiscal policy: The role of EMU, the 3rd international CFE (computational and financial econometrics) conference, Grand Resort Hotel, Cyprus, on 28th ~ 31st, October 2009, fully funded for travelling costs by University of Essex, served as the session chair.

<국내학회>

What drives dynamic integration of stock markets in the Pacific basin region?: a quantile regression approach. 2014. 05. 한국증권학회 하계학회.

Market valuation effects of foreign asset divestitures: evidence from Korean firms. 2013, 05. 재무관련5개공동학회.

H. Lee, S. Kim, S. Kim. Nonlinear Markov regime switching GARCH modeling of East Asian emerging stock markets. 2012, 11.한국재무학회 추계학회.

Marketing cooperation and firm value: Korean evidence. 국제경영학회 추계정기학술대회, 2011, 10.

Convertible and issue announcements and stock price changes: Focusing on domestic and offshore CB issue, 2011, 03, 경제학공동학회.

수상(Honors and Rewards)

ㆍ2022. 한국금융공학회 우수논문상
ㆍ2020. 한국재무관리학회 우수논문상
ㆍ2022. 한국연구재단 인문사회분야 중견연구자지원선정
ㆍ2014, 2016, 2018 한국연구재단 인문사회분야 신진연구자지원 선정
ㆍ2014 한국연구재단 인문사회분야 우수논문 수상

주요 경력(Selected Work Experience)

2024. 08. ~ : 광양만권경제자유구역청(GFEZ) 통합기금운용심의위원회 심의위원
2023. 02 ~ : 기획재정부 기금부담금운용 성과 평가위원
2023. 12. ~ : 여수시 지속가능발전위원회(2022년 지속가능발전 기본법 근거) 심의평가 위원
2021. 03. ~ : LH기술평가심사위원
2022. 05. ~: 광주광역시 도시공사 민간사업자 선정 기술평가위원
2017. 01. ~ : 대외정책연구원(KIEP) 유럽지역 외부전문위원
2017. 02. ~ : 한전 사업평가위원 및 리스크자문위원
2013. 07 .~ 2020.08. : 조선대학교 경영학부 BK21 Plus-고령화전문인력양성사업단 참여교수
2011. 03. ~ 2013.02. , 경북대학교 경영학과 초빙교수

기타(Others)(Selected Work Experience)

<국제저명저널 논문심사>
Asian Journal of Technology Innovation | Asian Journal of Technology Innovation |Journal of Banking and Finance | International Review of Finance and Economics | European research on management and business economics, Global Business Review, etc.

<국제학술대회좌장>

The 3rd international CFE conference, Cyprus, October 2009

<학회임원 및 편집위원>
2020. 01 ~ 현재: 한국 금융공학회 상임이사
2018. 01 ~ 현재: 한국파생상품학회 이사
2016. 01 ~ 현재: 한국재무관리학회 상임이사
2022. 01 ~현재 : 한국재무관리학회 편집위원

연구용역

-법인세율의 지역별 차등 적용 방안, (대통령직속)국가균형발전위원회, 2020. 06. ~ 2020. 11.
-국가균형발전을 위한 비수도권 지역기업승계 개선방안, 대통령직속-국가균형발전위원회, 2021. 07 ~ 2022. 01.