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Details about Dooyeon Cho

Workplace:School of Economics, Sungkyunkwan University, (more information at EDIRC)

Access statistics for papers by Dooyeon Cho.

Last updated 2020-01-23. Update your information in the RePEc Author Service.

Short-id: pch1136

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Working Papers


  1. Online Appendix to "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge
    Online Appendices, Review of Economic Dynamics Downloads View citations (1)

Journal Articles


  1. Measuring the time‐varying effects of fiscal policy on private saving in the process of financial integration
    Review of International Economics, 2020, 28, (1), 82-104 Downloads


  1. Can structural changes in the persistence of the forward premium explain the forward premium anomaly?
    Journal of International Financial Markets, Institutions and Money, 2019, 58, (C), 225-235 Downloads View citations (1)
  2. Carry trades and endogenous regime switches in exchange rate volatility
    Journal of International Financial Markets, Institutions and Money, 2019, 58, (C), 255-268 Downloads View citations (2)
  3. Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
    Journal of Time Series Analysis, 2019, 40, (4), 609-628 Downloads View citations (3)
  4. Time variation in the persistence of unemployment over the past century
    Economics Letters, 2019, 182, (C), 19-22 Downloads


  1. On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
    Economic Modelling, 2018, 70, (C), 310-319 Downloads View citations (1)


  1. Assessing Euro crises from a time varying international CAPM approach
    Journal of Empirical Finance, 2016, 39, (PB), 197-208 Downloads


  1. An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters
    Applied Economics, 2015, 47, (32), 3395-3413 Downloads
  2. The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
    Journal of Empirical Finance, 2015, 34, (C), 229-238 Downloads View citations (6)


  1. Time variation in the standard forward premium regression: Some new models and tests
    Journal of Empirical Finance, 2014, 29, (C), 52-63 Downloads View citations (17)
  2. Trade intensity and purchasing power parity
    Journal of International Economics, 2014, 93, (1), 194-209 Downloads View citations (1)
  3. When Carry Trades in Currency Markets are not Profitable
    Review of Development Economics, 2014, 18, (4), 794-803 Downloads View citations (4)


  1. Nonlinear effects of government debt on private consumption: Evidence from OECD countries
    Economics Letters, 2013, 121, (3), 504-507 Downloads View citations (1)
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