Dooyeon Cho : Citation Profile


Are you Dooyeon Cho?

Sungkyunkwan University

5

H index

2

i10 index

104

Citations

RESEARCH PRODUCTION:

20

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 10
   Journals where Dooyeon Cho has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 12 (10.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1136
   Updated: 2023-01-08    RAS profile: 2022-12-14    
   Missing citations? Add them    Incorrect content? Let us know

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)

Costa Filho, João Ricardo (6)

Caporale, Guglielmo Maria (3)

Otsu, Keisuke (3)

Staehr, Karsten (3)

Cuestas, Juan (3)

Gil-Alana, Luis (3)

Filipozzi, Fabio (3)

Abakah, Emmanuel (3)

Yu, Jun (2)

Shirai, Daichi (2)

Cites to:

Bollerslev, Tim (21)

Baillie, Richard (21)

Sarno, Lucio (14)

Brunnermeier, Markus (12)

Reinhart, Carmen (11)

Pedersen, Lasse (11)

Perron, Pierre (11)

Rogoff, Kenneth (10)

Bansal, Ravi (10)

Teräsvirta, Timo (9)

Hansen, Bruce (9)

Main data


Where Dooyeon Cho has published?


Journals with more than one article published# docs
Journal of Empirical Finance3
Journal of International Financial Markets, Institutions and Money3
Applied Economics3
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 (2022 and 2021)


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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Exchange 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Measuring the US marginal propensity to consume. (2021). Azar, Samih A. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00896.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Property rights, expropriations, and business cycles in China. (2021). Germaschewski, Yin ; Rubini, Loris ; Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s016518892100035x.

Full description at Econpapers || Download paper

2021Accounting for U.S. economic growth 1954–2017. (2021). Lores, Francisco ; del Rio, Fernando. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001188.

Full description at Econpapers || Download paper

2021How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies. (2021). Li, Youwei ; Wang, Yizhi ; Almaharmeh, Mohammad I ; Vigne, Samuel A ; Shehadeh, Ali A. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002003.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000779.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Study on early warnings of strategic risk during the process of firms’ sustainable innovation based on an optimized genetic BP neural networks model: Evidence from Chinese manufacturing firms. (2021). Deng, Zhiqing ; Yang, Meng ; Mu, Chang ; Duan, Yunlong ; Fang, Qifeng ; Zhou, LI ; Chin, Tachia. In: International Journal of Production Economics. RePEc:eee:proeco:v:242:y:2021:i:c:s0925527321002693.

Full description at Econpapers || Download paper

2021Oil market uncertainty and excess returns on currency carry trade. (2021). Yin, Libo ; Mo, Xuan ; Su, Zhi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192100012x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Role of International Trade Competitive Advantage and Corporate Governance Quality in Predicting Equity Returns: Static and Conditional Model Proposals for an Emerging Market. (2021). Ceylan, Burak ; Kizil, Cevdet ; Muzir, Erol . In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:125-:d:517617.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021The Efficiency of the Polish Zloty Exchange Rate Market: The Uncovered Interest Parity and Fractal Analysis Approaches. (2021). Pietrych, Ukasz ; Czech, Katarzyna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:142-:d:606543.

Full description at Econpapers || Download paper

2021Examining the Relationship between Income Inequality and Growth from the Perspective of EU Member States’ Stage of Development. (2021). Jianu, Ionut ; Huru, Dragos ; Dinu, Marin ; Bodislav, Alexandru. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:5204-:d:549808.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Output falls and the international transmission of crises. (2021). Costa Filho, João Ricardo ; Brinca, Pedro ; Joo, Costa-Filho. In: MPRA Paper. RePEc:pra:mprapa:107297.

Full description at Econpapers || Download paper

2021Economic depression in Brazil: the 2014-2016 fall. (2021). Costa Filho, João Ricardo ; Brinca, Pedro ; Costa-Filho, Joo. In: MPRA Paper. RePEc:pra:mprapa:107298.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Intermediary asset pricing in currency carry trade returns. (2021). Nie, Jing ; Yin, Libo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1241-1267.

Full description at Econpapers || Download paper

2021Examining the Relationship between Income Inequality and Growth from the Perspective of EU Member States’ Stage of Development. (2021). Jianu, Ionu ; Bodislav, Alexandru ; Huru, Drago ; Dinu, Marin. In: EconStor Open Access Articles. RePEc:zbw:espost:233993.

Full description at Econpapers || Download paper

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
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]
article1
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]
article7
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]
article1
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]
paper36
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: 36
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team