6
H index
5
i10 index
136
Citations
Dooyeon Cho : Citation Profile
Sungkyunkwan University | RESEARCH PRODUCTION: 26 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2012 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Dooyeon Cho. | Is cited by:
| Cites to:
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Main data
Where Dooyeon Cho has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 3 |
| Journal of International Financial Markets, Institutions and Money | 3 |
| Journal of Empirical Finance | 3 |
| Journal of International Money and Finance | 2 |
| Economics Letters | 2 |
| Empirical Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Korea Institute for International Economic Policy | 3 |
Recent works citing Dooyeon Cho (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Microstructure and asset pricing: An insight on African frontier stock markets. (2023). Nchofoung, Tii ; Hikouatcha, Prince ; Tchoffo, Pierre Ghislain ; Bidias, Hans Patrick ; Njamen, Arsene Aurelien. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:944-987. Full description at Econpapers || Download paper |
| 2023 | Accounting for the role of investment frictions in recessions. (2023). Lores, Franciscoxavier ; del Rio, Fernando. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1089-1118. Full description at Econpapers || Download paper |
| 2023 | Exchange Rate Disconnect Redux. (2021). Valchev, Rosen ; Guerron, Pablo ; De Leo, Pierre ; Cormun, Vito ; Chahrour, Ryan ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1041. Full description at Econpapers || Download paper |
| 2023 | Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8. Full description at Econpapers || Download paper |
| 2023 | Output drops in ASEAN-5 countries: A business cycle accounting perspective. (2023). Jiang, Dou. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001943. Full description at Econpapers || Download paper |
| 2023 | Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086. Full description at Econpapers || Download paper |
| 2023 | Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China. (2023). Funke, Michael ; Zhong, Doudou ; Li, Xiang. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000917. Full description at Econpapers || Download paper |
| 2023 | National culture and the demand for physical money during the first year of the COVID-19 pandemic. (2023). Kotkowski, Radoslaw. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006596. Full description at Econpapers || Download paper |
| 2023 | Safe haven for crude oil: Gold or currencies?. (2023). Dong, Minyi ; Yang, Shenggang ; Tian, Xinyi ; Ming, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001666. Full description at Econpapers || Download paper |
| 2023 | Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237. Full description at Econpapers || Download paper |
| 2023 | Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Sana, Moniba ; Khalid, Ali Awais ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865. Full description at Econpapers || Download paper |
| 2023 | The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed ; Chen, Shengming. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005032. Full description at Econpapers || Download paper |
| 2023 | How resistant is gold to stress? New evidence from global supply chain. (2023). Su, Chi Wei ; Song, Yubing ; Wang, Yue ; Li, Jingwen. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006712. Full description at Econpapers || Download paper |
| 2023 | Risk-off shocks and spillovers in safe havens. (2023). Beirne, John ; Sugandi, Eric. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001737. Full description at Econpapers || Download paper |
| 2023 | Revisiting the Determinants of Consumption: A Bayesian Model Averaging Approach. (2023). Stengos, Thanasis ; Deniz, Pinar. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:190-:d:1093692. Full description at Econpapers || Download paper |
| 2023 | Fiscal 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. Full description at Econpapers || Download paper |
| 2023 | A Study of the Impact of Population Aging on Fiscal Sustainability in China. (2023). Zhao, Dapeng ; Liu, Qiongzhi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5409-:d:1100966. Full description at Econpapers || Download paper |
| 2023 | Volatility Puzzle: Long Memory or Antipersistency. (2023). Yu, Jun ; Shi, Shuping. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3861-3883. Full description at Econpapers || Download paper |
| 2023 | Accounting for the role of investment frictions in recessions. (2023). Lores, Francisco-Xavier ; del Rio, Fernando. In: MPRA Paper. RePEc:pra:mprapa:116024. Full description at Econpapers || Download paper |
| 2023 | Do Sovereign Catastrophe Bonds Improve Fiscal Resilience? An Application of Synthetic Control Method to Mexico. (2023). Maran, Raluca. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:7:y:2023:i:3:d:10.1007_s41885-023-00135-z. Full description at Econpapers || Download paper |
Works by Dooyeon Cho:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Long Memory, Realized Volatility and Heterogeneous Autoregressive Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 13 |
| 2014 | When Carry Trades in Currency Markets are not Profitable In: Review of Development Economics. [Full Text][Citation analysis] | article | 2 |
| 2020 | Measuring 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] | article | 2 |
| 2023 | Macroeconomic effects of uncertainty shocks: Evidence from Korea In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2013 | Nonlinear effects of government debt on private consumption: Evidence from OECD countries In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2019 | Time variation in the persistence of unemployment over the past century In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2024 | Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Time variation in the standard forward premium regression: Some new models and tests In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 14 |
| 2015 | The 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] | article | 6 |
| 2016 | Assessing Euro crises from a time varying international CAPM approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Assessing Euro Crises from a Time Varying International CAPM Approach.(2016) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Trade intensity and purchasing power parity In: Journal of International Economics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Can 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] | article | 5 |
| 2019 | Carry trades and endogenous regime switches in exchange rate volatility In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 10 |
| 2021 | The tail behavior of safe haven currencies: A cross-quantilogram analysis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 18 |
| 2021 | On the predictability of the distribution of excess returns in currency markets In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2022 | Population aging and fiscal sustainability: Nonlinear evidence from Europe In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
| 2023 | Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Long Memory, Realized Volatility and HAR Models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Online Appendix to Business Cycle Accounting East and West: Asian Finance and the Investment Wedge In: Online Appendices. [Full Text][Citation analysis] | paper | 40 |
| 2013 | Business Cycle Accounting East and West: Asian Finance and the Investment Wedge.(2013) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
| 2012 | An Assessment of Inflation Targeting in a Quantitative Monetary Business Cycle Framework In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Nonlinear Effects of Government Debt on Private Consumption in OECD Countries In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Inequality and Growth: Nonlinear Evidence from Heterogeneous Panel Data In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2022 | On asymmetric volatility effects in currency markets In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Trend shifts in the forward premium and the predictability of excess returns in currency markets In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Non-linear adjustments on the excess sensitivity of consumption with liquidity constraints In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Dynamic Spillovers of Economic Policy Uncertainty Across the US, Europe, and East Asia In: Global Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2024 | Reassessing growth vulnerability In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
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