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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 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pch1136


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Working Papers

2019

  1. Long Memory, Realized Volatility and HAR Models
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (5)

2016

  1. Assessing Euro Crises from a Time Varying International CAPM Approach
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (2)
    See also Journal Article in Journal of Empirical Finance (2016)

2014

  1. Inequality and Growth: Nonlinear Evidence from Heterogeneous Panel Data
    Working Papers, Korea Institute for International Economic Policy Downloads View citations (4)

2013

  1. Nonlinear Effects of Government Debt on Private Consumption in OECD Countries
    Working Papers, Korea Institute for International Economic Policy Downloads View citations (2)

2012

  1. An Assessment of Inflation Targeting in a Quantitative Monetary Business Cycle Framework
    Working Papers, Korea Institute for International Economic Policy Downloads
  2. 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)
    See also Journal Article in Review of Economic Dynamics (2013)

Journal Articles

2023

  1. Macroeconomic effects of uncertainty shocks: Evidence from Korea
    Journal of Asian Economics, 2023, 84, (C) Downloads

2022

  1. On asymmetric volatility effects in currency markets
    Empirical Economics, 2022, 62, (5), 2149-2177 Downloads
  2. Population aging and fiscal sustainability: Nonlinear evidence from Europe
    Journal of International Money and Finance, 2022, 126, (C) Downloads View citations (2)

2021

  1. On the predictability of the distribution of excess returns in currency markets
    International Journal of Forecasting, 2021, 37, (2), 511-530 Downloads
  2. The tail behavior of safe haven currencies: A cross-quantilogram analysis
    Journal of International Financial Markets, Institutions and Money, 2021, 70, (C) Downloads View citations (12)

2020

  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 View citations (3)

2019

  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 (6)
  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 (11)
  3. Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
    Journal of Time Series Analysis, 2019, 40, (4), 609-628 Downloads View citations (11)
  4. Time variation in the persistence of unemployment over the past century
    Economics Letters, 2019, 182, (C), 19-22 Downloads View citations (2)

2018

  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 (4)

2017

  1. Non-linear adjustments on the excess sensitivity of consumption with liquidity constraints
    Applied Economics, 2017, 49, (41), 4180-4187 Downloads View citations (1)
  2. Trend shifts in the forward premium and the predictability of excess returns in currency markets
    Applied Economics, 2017, 49, (18), 1821-1832 Downloads View citations (2)

2016

  1. Assessing Euro crises from a time varying international CAPM approach
    Journal of Empirical Finance, 2016, 39, (PB), 197-208 Downloads View citations (2)
    See also Working Paper (2016)

2015

  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 (8)

2014

  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 (21)
  2. Trade intensity and purchasing power parity
    Journal of International Economics, 2014, 93, (1), 194-209 Downloads View citations (4)
  3. When Carry Trades in Currency Markets are not Profitable
    Review of Development Economics, 2014, 18, (4), 794-803 Downloads View citations (7)

2013

  1. Business Cycle Accounting East and West: Asian Finance and the Investment Wedge
    Review of Economic Dynamics, 2013, 16, (4), 724-744 Downloads View citations (37)
    See also Working Paper (2012)
    Software Item (2012)
  2. Nonlinear effects of government debt on private consumption: Evidence from OECD countries
    Economics Letters, 2013, 121, (3), 504-507 Downloads View citations (3)

Software Items

2012

  1. Code and data files for "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2013)
 
Page updated 2023-03-23