Contact
- +44 (0)20 7040 5060
- taehyun.lee.2@bayes.city.ac.uk
Postal address
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
About
Overview
Taehyun Lee, a researcher at Bayes Business School, brings a wealth of practical experience in finance and the public sector to academia. His professional journey includes impactful roles at a quasi-sovereign financial institution and a government office in South Korea, where he honed his expertise in capital market transactions, derivatives trade, long-term debt, risk management, and corporate analysis.
His research interests are in volatility projection and management, which are deeply based on high-frequency, data-driven quantitative methods. His research works include a paper on foreign exchange hedging published as a Bank of England Staff Working Paper and an article in the International Journal of Finance and Economics. His studies have contributed to advancing financial risk management strategies, particularly against volatile currencies.
Taehyun's academic pursuits, coupled with his practical experience, bridge the gap between theoretical research and real-world financial applications. He holds qualifications as a Chartered Financial Analyst (CFA) and a Financial Risk Manager (FRM).
Qualifications
- MSc Shipping, Trade and Finance, City, University of London, United Kingdom, Sep 2021 – Sep 2022
Languages
English and Korean.
Publications
Journal article
- Lee, T., Moutzouris, I.C., Papapostolou, N.C. and Fatouh, M. (2023). Foreign exchange hedging using regime‐switching models: The case of pound sterling. International Journal of Finance & Economics. doi:10.1002/ijfe.2893.
Other
- Lee, T., Moutzouris, I., Papapostolou, N.C. and Fatouh, M. Foreign exchange hedging using regime-switching models: the case of pound sterling.