Dooyeon Cho

Names

Affiliations

• Sungkyunkwan University → School of Economics
  • website
  • location: Seoul, South Korea

Research profile

author of:

• Online Appendix to "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge
  by Dooyeon Cho & Antonio Doblas-Madrid
• Nonlinear effects of government debt on private consumption: Evidence from OECD countries
  by Cho, Dooyeon & Rhee, Dong-Eun
• Trade intensity and purchasing power parity
  by Cho, Dooyeon & Doblas-Madrid, Antonio
• Time variation in the standard forward premium regression: Some new models and tests
  by Baillie, Richard T. & Cho, Dooyeon
• When Carry Trades in Currency Markets are not Profitable
  by Richard T. Baillie & Dooyeon Cho
• An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters
  by Dooyeon Cho & Dong-Eun Rhee
• The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
  by Cho, Dooyeon
• Assessing Euro crises from a time varying international CAPM approach
  by Baillie, Richard T. & Cho, Dooyeon
• On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
  by Cho, Dooyeon
• Carry trades and endogenous regime switches in exchange rate volatility
  by Cho, Dooyeon & Han, Heejoon & Lee, Na Kyeong
• Can structural changes in the persistence of the forward premium explain the forward premium anomaly?
  by Cho, Dooyeon & Chun, Sungju
• Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
  by Richard T. Baillie & Fabio Calonaci & Dooyeon Cho & Seunghwa Rho
• Time variation in the persistence of unemployment over the past century
  by Cho, Dooyeon & Rho, Seunghwa
• Measuring the time‐varying effects of fiscal policy on private saving in the process of financial integration
  by Dooyeon Cho & Ju Hyun Pyun