Dooyeon Cho : Citation Profile


Are you Dooyeon Cho?

Sungkyunkwan University

3

H index

2

i10 index

44

Citations

RESEARCH PRODUCTION:

12

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 6
   Journals where Dooyeon Cho has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 6 (12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1136
   Updated: 2020-05-16    RAS profile: 2020-01-23    
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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:

Brinca, Pedro (8)

Otsu, Keisuke (4)

Staehr, Karsten (3)

Filipozzi, Fabio (3)

Cuestas, Juan (3)

Tavares, Tiago (2)

Chari, Varadarajan (2)

Lansing, Kevin (2)

Kehoe, Patrick (2)

Vasilev, Aleksandar (2)

McGrattan, Ellen (2)

Cites to:

Baillie, Richard (15)

Perron, Pierre (11)

Bollerslev, Tim (10)

Bai, Jushan (8)

Pedersen, Lasse (8)

Engel, Charles (8)

Brunnermeier, Markus (8)

Bansal, Ravi (7)

Reinhart, Carmen (7)

Nagel, Stefan (6)

Taylor, Mark (6)

Main data


Where Dooyeon Cho has published?


Journals with more than one article published# docs
Journal of Empirical Finance3
Economics Letters2
Journal of International Financial Markets, Institutions and Money2

Recent works citing Dooyeon Cho (2019 and 2018)


YearTitle of citing document
2019Forecasting under Long Memory and Nonstationarity. (2019). Hassler, Uwe ; Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:1910.08202.

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2018The post-crisis slump in Europe: a business cycle accounting analysis. (2018). Otsu, Keisuke ; Florian, Gerth. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:18:y:2018:i:1:p:25:n:10.

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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2020Predicting exchange rate returns. (2020). Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

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2019Using extracted forward rate term structure information to forecast foreign exchange rates. (2019). Murphy, Finbarr ; Cummins, Mark ; Kearney, Fearghal. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:1-14.

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2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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2019Free trade agreements and market integration: Evidence from South Korea. (2019). Lim, Eun Son ; Breuer, Janice Boucher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:241-256.

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2019Business cycle accounting of trade barriers in a small open economy. (2019). Rahmati, Mohammad H ; Karimirad, Ali ; Madanizadeh, Seyed Ali. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:67-78.

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2019Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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2019The forward premium anomaly in the energy futures markets: A time-varying approach. (2019). Charfeddine, Lanouar ; Mrabet, Zouhair ; ben Khediri, Karim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:600-615.

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2019Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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2018The New Fama Puzzle. (2018). Heipertz, Jonas ; Ferrara, Laurent ; Chinn, Menzie ; Bussiere, Matthieu. In: NBER Working Papers. RePEc:nbr:nberwo:24342.

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2018On Identification Issues in Business Cycle Accounting Models. (2018). Brinca, Pedro ; Loria, Francesca ; Iskrev, Nikolay. In: MPRA Paper. RePEc:pra:mprapa:90250.

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2019The relationship between carry trade and asset markets in South Africa. (2019). Bonga-Bonga, Lumengo ; Maake, Tebogo. In: MPRA Paper. RePEc:pra:mprapa:96667.

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Works by Dooyeon Cho:


YearTitleTypeCited
2019Long Memory, Realized Volatility and Heterogeneous Autoregressive Models In: Journal of Time Series Analysis.
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article1
2014When Carry Trades in Currency Markets are not Profitable In: Review of Development Economics.
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article1
2018On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes In: Economic Modelling.
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article0
2013Nonlinear effects of government debt on private consumption: Evidence from OECD countries In: Economics Letters.
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article1
2019Time variation in the persistence of unemployment over the past century In: Economics Letters.
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article0
2014Time variation in the standard forward premium regression: Some new models and tests In: Journal of Empirical Finance.
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article12
2015The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework In: Journal of Empirical Finance.
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article3
2016Assessing Euro crises from a time varying international CAPM approach In: Journal of Empirical Finance.
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article0
2014Trade intensity and purchasing power parity In: Journal of International Economics.
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article1
2019Can structural changes in the persistence of the forward premium explain the forward premium anomaly? In: Journal of International Financial Markets, Institutions and Money.
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article1
2019Carry trades and endogenous regime switches in exchange rate volatility In: Journal of International Financial Markets, Institutions and Money.
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article1
2012Online Appendix to Business Cycle Accounting East and West: Asian Finance and the Investment Wedge In: Online Appendices.
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paper23
2015An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters In: Applied Economics.
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article0

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