7
H index
6
i10 index
192
Citations
Sungkyunkwan University | 7 H index 6 i10 index 192 Citations RESEARCH PRODUCTION: 36 Articles 6 Papers 1 Chapters RESEARCH ACTIVITY:
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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: |
| Working Papers Series with more than one paper published | # docs |
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| Working Papers / Korea Institute for International Economic Policy | 3 |
| Year | Title of citing document |
|---|---|
| 2025 | Pensions 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. Full description at Econpapers || Download paper |
| 2026 | Roughness Analysis of Realized Volatility and VIX through Randomized Kolmogorov-Smirnov Distribution. (2025). Bianchi, Sergio ; Angelini, Daniele. In: Papers. RePEc:arx:papers:2509.20015. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2025 | Negative rates, demographics and fiscal policy: heterogeneous tilting taxation in the Euro Area. (2025). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Working Papers. RePEc:drx:wpaper:202539. Full description at Econpapers || Download paper |
| 2025 | Welfare public service expenditure, financing platform debt, and economic growth: Evidence from China. (2025). Ren, Shijia ; Zhou, Ping ; Wang, Pengcheng ; Wu, Baijun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:649-664. Full description at Econpapers || Download paper |
| 2025 | Monetary 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. Full description at Econpapers || Download paper |
| 2025 | Population 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. Full description at Econpapers || Download paper |
| 2025 | Demographic 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. Full description at Econpapers || Download paper |
| 2025 | How do labor supply dynamics influence patent protection policies?. (2025). Ghosh, Taniya ; Kushwaha, Rudra Narayan. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002500. Full description at Econpapers || Download paper |
| 2025 | Population aging and intensified economic downside risk: Evidence from China. (2025). Ren, Xianling ; Qiao, Jinbao ; Ji, Jianyue. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002998. Full description at Econpapers || Download paper |
| 2025 | Forecasting 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. Full description at Econpapers || Download paper |
| 2025 | Forecasting 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. Full description at Econpapers || Download paper |
| 2025 | Modelling for insight: Does oil price uncertainty have directional predictability for travel and leisure firms?. (2025). Dutta, Anupam ; Saurav, Sumit ; Das, Debojyoti. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007145. Full description at Econpapers || Download paper |
| 2025 | Investor perception of ESG-linked credit risk during the COVID-19 pandemic for U.S. and European firms. (2025). Klimenko, Mikhail ; Romanyuk, Kirill. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017180. Full description at Econpapers || Download paper |
| 2025 | A 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. Full description at Econpapers || Download paper |
| 2025 | Can 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. Full description at Econpapers || Download paper |
| 2025 | Asymmetric 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. Full description at Econpapers || Download paper |
| 2024 | Climatic 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. Full description at Econpapers || Download paper |
| 2025 | Economic 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. Full description at Econpapers || Download paper |
| 2025 | An 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2025 | Can country policy and institutional frameworks reduce global inflation?. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:125564. Full description at Econpapers || Download paper |
| 2025 | Negative 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. Full description at Econpapers || Download paper |
| 2025 | A 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. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks? In: International Finance. [Full Text][Citation analysis] | article | 2 |
| 2024 | Inflation target adjustments: Does an improvement in institutional or economic preconditions matter? In: International Finance. [Full Text][Citation analysis] | article | 1 |
| 2019 | Long Memory, Realized Volatility and Heterogeneous Autoregressive Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 18 |
| 2026 | Effects of Fiscal Policy Uncertainty and Asymmetric Spillovers: Evidence From Korea In: Pacific Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2014 | When Carry Trades in Currency Markets are not Profitable In: Review of Development Economics. [Full Text][Citation analysis] | article | 3 |
| 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 |
| 2024 | Government debt and fiscal multipliers in the era of population aging In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
| 2025 | Government size and the effectiveness of fiscal policy: the bigger the better? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Macroeconomic effects of uncertainty shocks: Evidence from Korea In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 4 |
| 2025 | Pension sustainability and government effectiveness in the presence of population aging In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 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 | 4 |
| 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 | 15 |
| 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 |
| 2026 | Can the tone of central bankers’ speeches help shape inflation expectations?: Evidence from Japan In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 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 | 13 |
| 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 | 27 |
| 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 | 11 |
| 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 | 6 |
| 2026 | Mind the tone: Responses of inflation expectations to central bankers’ speeches In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2025 | Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Long Memory, Realized Volatility and HAR Models In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2012 | Online Appendix to Business Cycle Accounting East and West: Asian Finance and the Investment Wedge In: Online Appendices. [Full Text][Citation analysis] | paper | 41 |
| 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: 41 | 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 | 3 |
| 2014 | Inequality and Growth: Nonlinear Evidence from Heterogeneous Panel Data In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2024 | Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility In: Advanced Studies in Theoretical and Applied Econometrics. [Citation analysis] | chapter | 0 |
| 2023 | Approximating 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 | |
| 2022 | On asymmetric volatility effects in currency markets In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 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 | 1 |
| 2025 | Economic policy uncertainty and the Kimchi premium in the cryptocurrency market In: Southern Economic Journal. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team