Dooyeon Cho : Citation Profile

Are you Dooyeon Cho?

Sungkyunkwan University

5

H index

3

i10 index

111

Citations

RESEARCH PRODUCTION:

21

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 11
   Journals where Dooyeon Cho has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 12 (9.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1136
   Updated: 2023-04-01    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Rho, Seunghwa (2)

Han, Heejoon (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dooyeon Cho.

Is cited by:

Brinca, Pedro (11)

Caporale, Guglielmo Maria (3)

Filipozzi, Fabio (3)

Cuestas, Juan (3)

Costa Filho, João Ricardo (3)

Abakah, Emmanuel (3)

Otsu, Keisuke (3)

Staehr, Karsten (3)

Gil-Alana, Luis (3)

Chari, Varadarajan (2)

Valencia, Oscar (2)

Cites to:

Baillie, Richard (21)

Bollerslev, Tim (21)

Sarno, Lucio (14)

Brunnermeier, Markus (12)

Perron, Pierre (11)

Pedersen, Lasse (11)

Reinhart, Carmen (11)

Bansal, Ravi (10)

Rogoff, Kenneth (10)

Teräsvirta, Timo (9)

Engel, Charles (9)

Main data

Where Dooyeon Cho has published?

Journals with more than one article published# docs
Applied Economics3
Journal of Empirical Finance3
Journal of International Financial Markets, Institutions and Money3
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Korea Institute for International Economic Policy3

Recent works citing Dooyeon Cho (2023 and 2022)

YearTitle of citing document
2021Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging. (2021). Salmon, Nicholas ; Sengupta, Indranil. In: Papers. RePEc:arx:papers:2105.02325.

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2022FX Resilience around the World: Fighting Volatile Cross-Border Capital Flows. (2022). Liu, Zijun ; Chen, Louisa. In: Papers. RePEc:arx:papers:2210.04648.

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2022What drives fluctuations of labor wedge and business cycles? Evidence from Japan. (2022). Shirai, Daichi ; Nutahara, Kengo ; Inaba, Masaru. In: CIGS Working Paper Series. RePEc:cnn:wpaper:22-001e.

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2022Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334.

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2021Household saving and fiscal policy: evidence for the euro area from a thick modelling perspective. (2021). Checherita Westphal, Cristina ; Stechert, Marcel ; Checherita-Westphal, Cristina. In: Working Paper Series. RePEc:ecb:ecbwps:20212633.

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2022The driving forces of Chinas business cycles: Evidence from an estimated DSGE model with housing and banking. (2022). Liu, Yan ; Ge, Xinyu. In: China Economic Review. RePEc:eee:chieco:v:72:y:2022:i:c:s1043951x22000116.

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2022Nonlinear tail dependence between the housing and energy markets. (2022). Taghizadeh-Hesary, Farhad ; Uddin, Gazi Salah ; Yoshino, Naoyuki ; Hedstrom, Axel ; Stenvall, David. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006137.

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2022Oil shocks and BRIC markets: Evidence from extreme quantile approach. (2022). Karim, Sitara ; Senthilkumar, Arunachalam ; Pham, Linh ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001104.

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2022Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks. (2022). Sohag, Kazi ; Mariev, Oleg ; Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Safonova, Yulia. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002341.

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2022News-based sentiment and bitcoin volatility. (2022). Sapkota, Niranjan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001454.

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2022The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande. (2022). Vrost, Toma ; Lyocsa, Tefan ; Deev, Oleg. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003762.

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2022Covered interest rate parity deviations in the Asia-Pacific. (2022). Rajaguru, Gulasekaran ; Brailsford, Tim ; Bilson, Chris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000178.

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2022Ricardian equivalence, foreign debt and sovereign default risk. (2022). Pyun, Ju Hyun ; Eichler, Stefan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:21-49.

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2022What drives fluctuations of labor wedge and business cycles? Evidence from Japan. (2022). Shirai, Daichi ; Nutahara, Kengo ; Inaba, Masaru. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:72:y:2022:i:c:s0164070422000064.

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2022Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management. (2022). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid ; Alomari, Mohammad. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005566.

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2022Gold, silver, and the US dollar as harbingers of financial calm and distress. (2022). Gillman, Max ; Cevik, Emrah I ; Dibooglu, Sel. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:200-210.

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2022Doubts on natural rate of unemployment: Evidence and policy implications. (2022). Cheng, Ka Ming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:230-239.

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2021Economic policy uncertainty: Persistence and cross-country linkages. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000635.

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2022Safe haven assets for international stock markets: A regime-switching factor copula approach. (2022). Tachibana, Minoru. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002129.

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2022Age and Gender Differentials in Unemployment and Hysteresis. (2022). Owyang, Michael ; Guisinger, Amy ; Jackson, Laura E. In: Working Papers. RePEc:fip:fedlwp:94533.

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2021New Dataset for Forecasting Realized Volatility: Is the Tokyo Stock Exchange Co-Location Dataset Helpful for Expansion of the Heterogeneous Autoregressive Model in the Japanese Stock Market?. (2021). Tanaka, Katsuyuki ; Hamori, Shigeyuki ; Higashide, Takuo ; Kinkyo, Takuji. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:215-:d:551574.

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2022Optimal Portfolio Allocation between Global Stock Indexes and Safe Haven Assets: Gold versus the Swiss Franc (1999–2021). (2022). Tronzano, Marco. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:241-:d:826298.

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2022.

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2022.

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2022How Is the ESG Reflected in European Financial Stability?. (2022). Lupu, Radu ; Hurduzeu, Gheorghe. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:10287-:d:891735.

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2022Impact Analysis of Population Aging on Public Education Financial Expenditure in China. (2022). Wang, Lin ; Zhu, Keyi ; Pan, Feng. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:23:p:15521-:d:980386.

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2023Fiscal Expenditure Efficiency Measurement and Its Convergence Analysis on Aging Undertakings in China: Based on a Global Super-Efficiency Slacks-Based Measure Model. (2023). Zhang, Lei ; Zhao, Jianguo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2486-:d:1051540.

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2021Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging. (2021). Sengupta, Indranil ; Salmon, Nicholas. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:4:d:10.1007_s10436-021-00394-4.

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2022The New Fama Puzzle. (2022). Heipertz, Jonas ; Ferrara, Laurent ; Chinn, Menzie ; Bussiere, Matthieu. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:3:d:10.1057_s41308-022-00161-z.

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2022Business Cycle Accounting for the COVID-19 Recession. (2022). Fernandes, Daniel. In: MPRA Paper. RePEc:pra:mprapa:111577.

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2023Accounting for the role of investment frictions in recessions. (2023). Lores, Francisco-Xavier ; del Rio, Fernando. In: MPRA Paper. RePEc:pra:mprapa:116024.

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2022Brazilian economy in the 2000’s: A tale of two recessions. (2022). Nakane, Marcio Issao ; Leal, Matheus Cardoso. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2022wpecon20.

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Works by Dooyeon Cho:

YearTitleTypeCited
2019Long Memory, Realized Volatility and Heterogeneous Autoregressive Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article9
2014When Carry Trades in Currency Markets are not Profitable In: Review of Development Economics.
[Full Text][Citation analysis]		article2
2020Measuring the time?varying effects of fiscal policy on private saving in the process of financial integration In: Review of International Economics.
[Full Text][Citation analysis]		article2
2023Macroeconomic effects of uncertainty shocks: Evidence from Korea In: Journal of Asian Economics.
[Full Text][Citation analysis]		article0
2018On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes In: Economic Modelling.
[Full Text][Citation analysis]		article1
2013Nonlinear effects of government debt on private consumption: Evidence from OECD countries In: Economics Letters.
[Full Text][Citation analysis]		article2
2019Time variation in the persistence of unemployment over the past century In: Economics Letters.
[Full Text][Citation analysis]		article2
2014Time variation in the standard forward premium regression: Some new models and tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article13
2015The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2016Assessing Euro crises from a time varying international CAPM approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2016Assessing Euro Crises from a Time Varying International CAPM Approach.(2016) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2014Trade intensity and purchasing power parity In: Journal of International Economics.
[Full Text][Citation analysis]		article3
2019Can structural changes in the persistence of the forward premium explain the forward premium anomaly? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2019Carry trades and endogenous regime switches in exchange rate volatility In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article8
2021The tail behavior of safe haven currencies: A cross-quantilogram analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article11
2021On the predictability of the distribution of excess returns in currency markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2022Population aging and fiscal sustainability: Nonlinear evidence from Europe In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2019Long Memory, Realized Volatility and HAR Models In: Working Papers.
[Full Text][Citation analysis]		paper3
2012Online Appendix to Business Cycle Accounting East and West: Asian Finance and the Investment Wedge In: Online Appendices.
[Full Text][Citation analysis]		paper37
2013Business Cycle Accounting East and West: Asian Finance and the Investment Wedge.(2013) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		article
2012An Assessment of Inflation Targeting in a Quantitative Monetary Business Cycle Framework In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Nonlinear Effects of Government Debt on Private Consumption in OECD Countries In: Working Papers.
[Full Text][Citation analysis]		paper1
2014Inequality and Growth: Nonlinear Evidence from Heterogeneous Panel Data In: Working Papers.
[Full Text][Citation analysis]		paper4
2022On asymmetric volatility effects in currency markets In: Empirical Economics.
[Full Text][Citation analysis]		article0
2015An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters In: Applied Economics.
[Full Text][Citation analysis]		article0
2017Trend shifts in the forward premium and the predictability of excess returns in currency markets In: Applied Economics.
[Full Text][Citation analysis]		article0
2017Non-linear adjustments on the excess sensitivity of consumption with liquidity constraints In: Applied Economics.
[Full Text][Citation analysis]		article1

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