Youngil Choi
Youngil Choi
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Mr. Choi is an experienced macro economist with modeling expertise.
Work Experience
Work Experience
Worked at the World Bank and at the Bank of Korea (central bank)
Extensive work experience with econometric models
Skills
Skills
Matlab (Macro Uncertainty Index, Financial Conditions Index, etc.)
SAS (Credit Risk Model, Data Management)
EViews (Global Macro Model of the World Bank)
Mathematica (Optimal Capital Structure Model)
Research Interest
Research Interest
Macro-Financial Linkage and Business Cycle
Now Casting and Medium-term GDP Forecasting
Monetary Policy
Current Research
Current Research
Uncertainty, Credit Risks, and Corporate Investment
Risk Sensitivity of Investment
Firm-level Uncertainty and Credit Risk Measure using the Black-Scholes-Merton model
Risk Sensitivity: the Scale Effect and the Threshold Effect
In this paper, I construct firm-level uncertainty and credit risk measures using the Black-Scholes-Merton model, study firms’ investment behaviors in relation to the real options effect and the credit risk effect, and seek macroeconomic implications.
Contacts
Contacts
Email: youngil.choe@gmail.com or yc9655a@american.edu
Mobile: 202-738-8482 (US), 010-2021-3381 (KR)
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