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
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Working Papers
2019
- Long Memory, Realized Volatility and HAR Models
Working Papers, Queen Mary University of London, School of Economics and Finance View citations (5)
2016
- 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
- Inequality and Growth: Nonlinear Evidence from Heterogeneous Panel Data
Working Papers, Korea Institute for International Economic Policy View citations (4)
2013
- Nonlinear Effects of Government Debt on Private Consumption in OECD Countries
Working Papers, Korea Institute for International Economic Policy View citations (2)
2012
- An Assessment of Inflation Targeting in a Quantitative Monetary Business Cycle Framework
Working Papers, Korea Institute for International Economic Policy
- 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
- Macroeconomic effects of uncertainty shocks: Evidence from Korea
Journal of Asian Economics, 2023, 84, (C)
2022
- On asymmetric volatility effects in currency markets
Empirical Economics, 2022, 62, (5), 2149-2177
- Population aging and fiscal sustainability: Nonlinear evidence from Europe
Journal of International Money and Finance, 2022, 126, (C) View citations (2)
2021
- On the predictability of the distribution of excess returns in currency markets
International Journal of Forecasting, 2021, 37, (2), 511-530
- 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
- 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
- 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)
- 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)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
Journal of Time Series Analysis, 2019, 40, (4), 609-628 View citations (11)
- Time variation in the persistence of unemployment over the past century
Economics Letters, 2019, 182, (C), 19-22 View citations (2)
2018
- 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
- Non-linear adjustments on the excess sensitivity of consumption with liquidity constraints
Applied Economics, 2017, 49, (41), 4180-4187 View citations (1)
- 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
- 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
- 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 (8)
2014
- 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)
- Trade intensity and purchasing power parity
Journal of International Economics, 2014, 93, (1), 194-209 View citations (4)
- When Carry Trades in Currency Markets are not Profitable
Review of Development Economics, 2014, 18, (4), 794-803 View citations (7)
2013
- 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)
- 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
- 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)
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