Details about Dooyeon Cho

Access statistics for papers by Dooyeon Cho.

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

Short-id: pch1136

Working Papers

2019

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

2016

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

2014

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

2013

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

2012

5. An Assessment of Inflation Targeting in a Quantitative Monetary Business Cycle Framework
   Working Papers, Korea Institute for International Economic Policy
6. Online Appendix to "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge
   Online Appendices, Review of Economic Dynamics 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)

2022

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

2021

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

2020

6. 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 View citations (3)

2019

7. 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 View citations (6)
8. 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 (11)
9. Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
   Journal of Time Series Analysis, 2019, 40, (4), 609-628 View citations (11)
10. Time variation in the persistence of unemployment over the past century
    Economics Letters, 2019, 182, (C), 19-22 View citations (2)

2018

11. 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 (4)

2017

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

2016

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

2015

15. An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters
    Applied Economics, 2015, 47, (32), 3395-3413
16. 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 (8)

2014

17. Time variation in the standard forward premium regression: Some new models and tests
    Journal of Empirical Finance, 2014, 29, (C), 52-63 View citations (21)
18. Trade intensity and purchasing power parity
    Journal of International Economics, 2014, 93, (1), 194-209 View citations (4)
19. When Carry Trades in Currency Markets are not Profitable
    Review of Development Economics, 2014, 18, (4), 794-803 View citations (7)

2013

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