Details about Dooyeon Cho
Access statistics for papers by Dooyeon Cho.
Last updated 2019-10-05. Update your information in the RePEc Author Service.
Jump to Journal Articles
- Online Appendix to "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge
Technical Appendices, Review of Economic Dynamics View citations (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
- Carry trades and endogenous regime switches in exchange rate volatility
Journal of International Financial Markets, Institutions and Money, 2019, 58, (C), 255-268 View citations (1)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
Journal of Time Series Analysis, 2019, 40, (4), 609-628
- Time variation in the persistence of unemployment over the past century
Economics Letters, 2019, 182, (C), 19-22
- On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Economic Modelling, 2018, 70, (C), 310-319 View citations (1)
- Assessing Euro crises from a time varying international CAPM approach
Journal of Empirical Finance, 2016, 39, (PB), 197-208
- An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters
Applied Economics, 2015, 47, (32), 3395-3413
- 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 View citations (3)
- Time variation in the standard forward premium regression: Some new models and tests
Journal of Empirical Finance, 2014, 29, (C), 52-63 View citations (16)
- Trade intensity and purchasing power parity
Journal of International Economics, 2014, 93, (1), 194-209 View citations (1)
- When Carry Trades in Currency Markets are not Profitable
Review of Development Economics, 2014, 18, (4), 794-803 View citations (3)
- Nonlinear effects of government debt on private consumption: Evidence from OECD countries
Economics Letters, 2013, 121, (3), 504-507 View citations (1)
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.