Dooyeon Cho
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Sungkyunkwan University
/ School of Economics
Research profile
author of:
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (RePEc:bla:jtsera:v:40:y:2019:i:4:p:609-628)
by Richard T. Baillie & Fabio Calonaci & Dooyeon Cho & Seunghwa Rho - When Carry Trades in Currency Markets are not Profitable (RePEc:bla:rdevec:v:18:y:2014:i:4:p:794-803)
by Richard T. Baillie & Dooyeon Cho - Measuring the timeâvarying effects of fiscal policy on private saving in the process of financial integration (RePEc:bla:reviec:v:28:y:2020:i:1:p:82-104)
by Dooyeon Cho & Ju Hyun Pyun - Macroeconomic effects of uncertainty shocks: Evidence from Korea (RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270)
by Cho, Dooyeon & Kim, Husang - On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes (RePEc:eee:ecmode:v:70:y:2018:i:c:p:310-319)
by Cho, Dooyeon - Nonlinear effects of government debt on private consumption: Evidence from OECD countries (RePEc:eee:ecolet:v:121:y:2013:i:3:p:504-507)
by Cho, Dooyeon & Rhee, Dong-Eun - Time variation in the persistence of unemployment over the past century (RePEc:eee:ecolet:v:182:y:2019:i:c:p:19-22)
by Cho, Dooyeon & Rho, Seunghwa - Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs (RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112)
by Baillie, Richard T. & Cho, Dooyeon & Rho, Seunghwa - Time variation in the standard forward premium regression: Some new models and tests (RePEc:eee:empfin:v:29:y:2014:i:c:p:52-63)
by Baillie, Richard T. & Cho, Dooyeon - The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework (RePEc:eee:empfin:v:34:y:2015:i:c:p:229-238)
by Cho, Dooyeon - Assessing Euro crises from a time varying international CAPM approach (RePEc:eee:empfin:v:39:y:2016:i:pb:p:197-208)
by Baillie, Richard T. & Cho, Dooyeon - Trade intensity and purchasing power parity (RePEc:eee:inecon:v:93:y:2014:i:1:p:194-209)
by Cho, Dooyeon & Doblas-Madrid, Antonio - Can structural changes in the persistence of the forward premium explain the forward premium anomaly? (RePEc:eee:intfin:v:58:y:2019:i:c:p:225-235)
by Cho, Dooyeon & Chun, Sungju - Carry trades and endogenous regime switches in exchange rate volatility (RePEc:eee:intfin:v:58:y:2019:i:c:p:255-268)
by Cho, Dooyeon & Han, Heejoon & Lee, Na Kyeong - The tail behavior of safe haven currencies: A cross-quantilogram analysis (RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414)
by Cho, Dooyeon & Han, Heejoon - On the predictability of the distribution of excess returns in currency markets (RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530)
by Cho, Dooyeon - Population aging and fiscal sustainability: Nonlinear evidence from Europe (RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000687)
by Cho, Dooyeon & Lee, Kyung-woo - Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms (RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001614)
by Cho, Dooyeon & Im, Pullip - Long Memory, Realized Volatility and HAR Models (RePEc:qmw:qmwecw:881)
by Richard T. Baillie & Fabio Calonaci & Dooyeon Cho & Seunghwa Rho - Online Appendix to "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge (RePEc:red:append:10-51)
by Dooyeon Cho & Antonio Doblas-Madrid - Code and data files for "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge" (RePEc:red:ccodes:10-51)
by Dooyeon Cho & Antonio Doblas-Madrid - Business Cycle Accounting East and West: Asian Finance and the Investment Wedge (RePEc:red:issued:10-51)
by Dooyeon Cho & Antonio Doblas-Madrid - Assessing Euro Crises from a Time Varying International CAPM Approach (RePEc:rim:rimwps:16-03)
by Richard T. Baillie & Dooyeon Cho - An Assessment of Inflation Targeting in a Quantitative Monetary Business Cycle Framework (RePEc:ris:kiepwp:2012_007)
by Cho , Dooyeon & Rhee , Dong-Eun - Nonlinear Effects of Government Debt on Private Consumption in OECD Countries (RePEc:ris:kiepwp:2013_005)
by Cho , Dooyeon & Rhee , Dong-Eun - Inequality and Growth: Nonlinear Evidence from Heterogeneous Panel Data (RePEc:ris:kiepwp:2014_001)
by Cho , Dooyeon & Kim , Bo Min & Rhee , Dong-Eun - On asymmetric volatility effects in currency markets (RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02091-7)
by Dooyeon Cho & Seunghwa Rho - Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility (RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02357-8)
by Richard T. Baillie & Dooyeon Cho & Seunghwa Rho - An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters (RePEc:taf:applec:v:47:y:2015:i:32:p:3395-3413)
by Dooyeon Cho & Dong-Eun Rhee - Trend shifts in the forward premium and the predictability of excess returns in currency markets (RePEc:taf:applec:v:49:y:2017:i:18:p:1821-1832)
by Dooyeon Cho & Sungju Chun - Non-linear adjustments on the excess sensitivity of consumption with liquidity constraints (RePEc:taf:applec:v:49:y:2017:i:41:p:4180-4187)
by Dooyeon Cho & Dong-Eun Rhee - Dynamic Spillovers of Economic Policy Uncertainty Across the US, Europe, and East Asia (RePEc:taf:glecrv:v:52:y:2023:i:3:p:187-201)
by Dooyeon Cho & Husang Kim & Kyung-woo Lee - Reassessing growth vulnerability (RePEc:wly:japmet:v:39:y:2024:i:1:p:225-234)
by Dooyeon Cho & Seunghwa Rho