Dooyeon Cho : Citation Profile


Are you Dooyeon Cho?

Sungkyunkwan University

6

H index

5

i10 index

133

Citations

RESEARCH PRODUCTION:

25

Articles

6

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 11
   Journals where Dooyeon Cho has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 13 (8.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1136
   Updated: 2024-01-16    RAS profile: 2024-01-07    
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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)

Costa Filho, João Ricardo (3)

Cuestas, Juan (3)

Shi, Shuping (3)

Filipozzi, Fabio (3)

Otsu, Keisuke (3)

Abakah, Emmanuel (3)

Sohag, Kazi (3)

Gil-Alana, Luis (3)

Papantonis, Ioannis (3)

Caporale, Guglielmo Maria (3)

Cites to:

Bollerslev, Tim (23)

Baillie, Richard (23)

Sarno, Lucio (14)

Brunnermeier, Markus (12)

Perron, Pierre (11)

Reinhart, Carmen (11)

Kapetanios, George (11)

Pedersen, Lasse (11)

Diebold, Francis (10)

Rogoff, Kenneth (10)

Teräsvirta, Timo (10)

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
Journal of International Money and Finance2
Empirical Economics2
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 (2024 and 2023)


YearTitle of citing document
2023Microstructure 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.

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2023Accounting 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.

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2023Exchange 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.

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2023Augmenting 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.

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2023Output 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.

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2023Spillover 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.

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2023Household 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.

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2023National 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.

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2023Safe 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.

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2023Improving 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.

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2023Conflict 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.

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2023Risk-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.

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2023Revisiting 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.

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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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2023A 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.

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2023Volatility 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.

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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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2023Do 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.

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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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article12
2014When Carry Trades in Currency Markets are not Profitable In: Review of Development Economics.
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article2
2020Measuring the time?varying effects of fiscal policy on private saving in the process of financial integration In: Review of International Economics.
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article2
2023Macroeconomic effects of uncertainty shocks: Evidence from Korea In: Journal of Asian Economics.
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article0
2018On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes In: Economic Modelling.
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article1
2013Nonlinear effects of government debt on private consumption: Evidence from OECD countries In: Economics Letters.
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article3
2019Time variation in the persistence of unemployment over the past century In: Economics Letters.
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article2
2024Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs In: Econometrics and Statistics.
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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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article13
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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article6
2016Assessing Euro crises from a time varying international CAPM approach In: Journal of Empirical Finance.
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article2
2016Assessing Euro Crises from a Time Varying International CAPM Approach.(2016) In: Working Paper series.
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This paper has nother version. Agregated cites: 2
paper
2014Trade intensity and purchasing power parity In: Journal of International Economics.
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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.
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article5
2019Carry trades and endogenous regime switches in exchange rate volatility In: Journal of International Financial Markets, Institutions and Money.
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article10
2021The tail behavior of safe haven currencies: A cross-quantilogram analysis In: Journal of International Financial Markets, Institutions and Money.
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article17
2021On the predictability of the distribution of excess returns in currency markets In: International Journal of Forecasting.
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article0
2022Population aging and fiscal sustainability: Nonlinear evidence from Europe In: Journal of International Money and Finance.
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article4
2023Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms In: Journal of International Money and Finance.
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article0
2019Long Memory, Realized Volatility and HAR Models In: Working Papers.
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paper4
2012Online Appendix to Business Cycle Accounting East and West: Asian Finance and the Investment Wedge In: Online Appendices.
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paper40
2013Business Cycle Accounting East and West: Asian Finance and the Investment Wedge.(2013) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 40
article
2012An Assessment of Inflation Targeting in a Quantitative Monetary Business Cycle Framework In: Working Papers.
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paper0
2013Nonlinear Effects of Government Debt on Private Consumption in OECD Countries In: Working Papers.
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paper2
2014Inequality and Growth: Nonlinear Evidence from Heterogeneous Panel Data In: Working Papers.
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paper4
2022On asymmetric volatility effects in currency markets In: Empirical Economics.
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article0
2023Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility In: Empirical Economics.
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article0
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
2017Trend shifts in the forward premium and the predictability of excess returns in currency markets In: Applied Economics.
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article0
2017Non-linear adjustments on the excess sensitivity of consumption with liquidity constraints In: Applied Economics.
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article1
2023Dynamic Spillovers of Economic Policy Uncertainty Across the US, Europe, and East Asia In: Global Economic Review.
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article0

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