Dooyeon Cho : Citation Profile

Sungkyunkwan University

7

H index

5

i10 index

186

Citations

RESEARCH PRODUCTION:

33

Articles

6

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 14
   Journals where Dooyeon Cho has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 19 (9.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1136
   Updated: 2025-12-20    RAS profile: 2025-09-01    
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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 (13)

del Río, Fernando (4)

Costa Filho, João Ricardo (4)

Tzavalis, Elias (4)

Abakah, Emmanuel (3)

Staehr, Karsten (3)

Caporale, Guglielmo Maria (3)

Sohag, Kazi (3)

Yu, Jun (3)

Filipozzi, Fabio (3)

Otsu, Keisuke (3)

Cites to:

Baillie, Richard (22)

Bollerslev, Tim (21)

Sarno, Lucio (14)

Reinhart, Carmen (13)

Brunnermeier, Markus (12)

Pedersen, Lasse (12)

Perron, Pierre (11)

Hansen, Bruce (11)

Kapetanios, George (11)

Teräsvirta, Timo (11)

Rogoff, Kenneth (11)

Main data

Where Dooyeon Cho has published?

Journals with more than one article published# docs
Journal of Empirical Finance3
Applied Economics3
Journal of International Financial Markets, Institutions and Money3
Economic Modelling2
International Finance2
Journal of International Money and Finance2
Empirical Economics2
Macroeconomic Dynamics2
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 (2025 and 2024)

YearTitle of citing document
2025Pensions under pressure: economic and demographic drivers of Romania’s public retirement system. (2025). Ioni, Elena ; Anghel, Mdlina-Gabriela. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:3(644):p:133-148.

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2025Roughness Analysis of Realized Volatility and VIX through Randomized Kolmogorov-Smirnov Distribution. (2025). Bianchi, Sergio ; Angelini, Daniele. In: Papers. RePEc:arx:papers:2509.20015.

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2025The Role of Fiscal Multipliers in High-Debt Economies. (2025). Johnson, Mike. In: International Journal of Economic Policy. RePEc:bhx:ijecop:v:5:y:2025:i:3:p:29-44:id:2988.

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2024Business cycle accounting: What have we learned so far?. (2024). Costa Filho, João Ricardo ; Brinca, Pedro ; Loria, Francesca. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1276-1316.

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2024Economic policy uncertainty and local government debt: Evidence from China. (2024). Zhou, Tianhang ; Li, Jie ; Lan, Minming ; Gao, Han. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:4:p:1103-1141.

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2024The nexus between trade policy uncertainty and corporate financialization: Evidence from China. (2024). Ge, Xinyu ; Yu, Yong ; Zhuang, Jiali ; Si, Deng-Kui. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000026.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2025Monetary policy uncertainty and corporate credit financing in China: The role of accounting information quality. (2025). Yang, Miao ; Li, Xiao-Lin ; Zhao, Chen ; Ge, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s026499932400347x.

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2025Population aging and innovation slowdown: Dual mechanisms of firm cost structure and consumption preference. (2025). Sun, Qinzhu ; Li, Yunpeng ; Chen, Shiyi. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001154.

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2025Demographic transitions and global sourcing: Firm-level evidence from China. (2025). Bao, Yangming ; Zhao, Yaohui ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001257.

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2024Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Chang, Tsangyao ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2025Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects. (2025). Cheng, Mingmian ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001099.

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2025Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model. (2025). de Khoo, Zhi ; Ng, Kok Haur ; Koh, You Beng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000398.

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2024Nonlinear tail dependence between energy and agricultural commodities. (2024). Guloglu, Bulent ; Atik, Zehra ; Ulussever, Talat. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006224.

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2024Environmental, social, and governance performance and corporate debt maturity in China. (2024). Huang, Zizhen ; Zhou, Mengling ; Jiang, Kangqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002813.

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2024Monetary policy uncertainty and financial risk: The mediating role of corporate investment. (2024). Yang, Wenshuai ; Tang, Ping. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013321.

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2025A general option pricing framework for affine fractionally integrated models. (2025). Badescu, Alexandru ; Augustyniak, Maciej ; Jayaraman, Sarath Kumar ; Bgin, Jean-Franois. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002607.

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2024Commodity currencies revisited: The role of global commodity price uncertainty. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000834.

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2024China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372.

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2025Can structural loan policy promote low-carbon transition of manufacturing enterprises? New evidence from China. (2025). Zheng, Wenping ; Wang, Bing ; Tang, Can. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560624002377.

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2024The impact of export controls on international trade: Evidence from the Japan–Korea trade dispute in semiconductor industry. (2024). ZHANG, Hongyong ; Makioka, Ryo. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:74:y:2024:i:c:s0889158324000327.

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2025Asymmetric autocorrelation in the crude oil market at multiple scales based on a hybrid approach of variational mode decomposition and quantile autoregression. (2025). Yin, YI ; Zhang, Yali ; Ding, Xinpeng ; He, Jiayi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437125000366.

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2024The forward premium anomaly and the currency carry trade hypothesis. (2024). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

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2024Addressing fiscal uncertainty: Proposing policy pathways for enhancing economic growth and fertility rates in South Korea. (2024). An, Jong-Chol ; Madia, Joan E ; Moscone, Francesco ; Lee, Changkeun ; Nicodemo, Catia. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:3:s1090944324000395.

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2024Climatic oscillations and sovereign debt crises. (2024). Gregory, Richard Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004635.

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2025Economic growth target fluctuation and bond issuance by LGFVs. (2025). Huang, Liangxiong ; Wang, Xianbin ; Liu, Shulin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000048.

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2024When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets. (2024). OMRI, Anis ; Ali, Shoaib ; Naveed, Muhammad ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002866.

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2024Have Dynamic Spillovers and the Connectedness of Trade Policy Uncertainty Changed During the COVID-19 Pandemic and Sino-US Trade Frictions?. (2024). Lee, Chien-Chiang ; Yahya, Farzan. In: Working Papers. RePEc:era:wpaper:dp-2023-35.

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2025An Examination of G10 Carry Trade and Covered Interest Arbitrage Before, During, and After Financial Crises. (2025). Refalo, James ; Danso, Charles Armah. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:190-:d:1626308.

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2024International monetary policy transmission in EAEU countries. (2024). Trunin, Pavel ; Dobronravova, Elizaveta. In: Journal of the New Economic Association. RePEc:nea:journl:y:2024:i:62:p:219-228.

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2025The vision of younger-seniors-based elderly care in rural China: based on population aging predictions from 2020 to 2050. (2025). Dou, Haojian ; Wang, Cheng ; Cheng, Guishan ; Lei, Xiaoyan ; Xu, Shuang. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04994-7.

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2025Can country policy and institutional frameworks reduce global inflation?. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:125564.

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2025Negative rates, demographics and fiscal policy: Heterogeneous tilting taxation in the Euro Area. (2025). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: MPRA Paper. RePEc:pra:mprapa:125942.

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2024Actuarial Evaluation of the Financial Backing Risk on Chinese Public Pension. (2024). Chen, Xiaohua ; Yang, Zaigui. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241282225.

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2024Time varying risk aversion and its connectedness: evidence from cryptocurrencies. (2024). Corbet, Shaen ; Hu, Yang ; Hou, Yang ; Oxley, Les. In: Annals of Operations Research. RePEc:spr:annopr:v:338:y:2024:i:2:d:10.1007_s10479-024-06001-9.

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2025A Two-Stage Analysis of Interaction Between Stock and Exchange Rate Markets: Evidence from Turkey. (2025). Faisal, Muhammad Ali ; Donduran, Murat. In: Annals of Data Science. RePEc:spr:aodasc:v:12:y:2025:i:1:d:10.1007_s40745-024-00547-y.

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2024When does government debt make people happier? Evidence from panel data of 125 countries. (2024). Kang, Haejo ; Rhee, Dong-Eun. In: Economics of Governance. RePEc:spr:ecogov:v:25:y:2024:i:1:d:10.1007_s10101-024-00309-9.

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Works by Dooyeon Cho:

YearTitleTypeCited
2024Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks? In: International Finance.
[Full Text][Citation analysis]		article1
2024Inflation target adjustments: Does an improvement in institutional or economic preconditions matter? In: International Finance.
[Full Text][Citation analysis]		article1
2019Long Memory, Realized Volatility and Heterogeneous Autoregressive Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article18
2014When Carry Trades in Currency Markets are not Profitable In: Review of Development Economics.
[Full Text][Citation analysis]		article3
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
2024Government debt and fiscal multipliers in the era of population aging In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article1
2025Government size and the effectiveness of fiscal policy: the bigger the better? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2023Macroeconomic effects of uncertainty shocks: Evidence from Korea In: Journal of Asian Economics.
[Full Text][Citation analysis]		article4
2025Pension sustainability and government effectiveness in the presence of population aging In: Economic Modelling.
[Full Text][Citation analysis]		article3
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]		article4
2019Time variation in the persistence of unemployment over the past century In: Economics Letters.
[Full Text][Citation analysis]		article2
2024Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2014Time variation in the standard forward premium regression: Some new models and tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article15
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]		article6
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 nother 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]		article5
2019Carry trades and endogenous regime switches in exchange rate volatility In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article13
2021The tail behavior of safe haven currencies: A cross-quantilogram analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article26
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]		article9
2023Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article6
2025Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2019Long Memory, Realized Volatility and HAR Models In: Working Papers.
[Full Text][Citation analysis]		paper9
2012Online Appendix to Business Cycle Accounting East and West: Asian Finance and the Investment Wedge In: Online Appendices.
[Full Text][Citation analysis]		paper41
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 nother version. Agregated cites: 41		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]		paper3
2014Inequality and Growth: Nonlinear Evidence from Heterogeneous Panel Data In: Working Papers.
[Full Text][Citation analysis]		paper4
2024Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility In: Advanced Studies in Theoretical and Applied Econometrics.
[Citation analysis]		chapter0
2023Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility.(2023) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022On asymmetric volatility effects in currency markets In: Empirical Economics.
[Full Text][Citation analysis]		article2
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
2023Dynamic Spillovers of Economic Policy Uncertainty Across the US, Europe, and East Asia In: Global Economic Review.
[Full Text][Citation analysis]		article0
2024Reassessing growth vulnerability In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1
2025Economic policy uncertainty and the Kimchi premium in the cryptocurrency market In: Southern Economic Journal.
[Full Text][Citation analysis]		article0

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