Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Dooyeon Cho"'
Autor:
Seonmi Kim, Dooyeon Cho
Publikováno v:
The Korean Journal of Economics. 29:175-193
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::094f780676d917f798fbcda7f9ad8d0f
https://doi.org/10.46228/kje.29.2.3
https://doi.org/10.46228/kje.29.2.3
Publikováno v:
Empirical Economics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d4a80c665e65790f251bff6aaf871df5
https://doi.org/10.1007/s00181-022-02357-8
https://doi.org/10.1007/s00181-022-02357-8
Autor:
Seunghwa Rho, Dooyeon Cho
Publikováno v:
Empirical Economics. 62:2149-2177
This paper investigates the asymmetric effects of exchange rate volatility in currency markets using high-frequency, intraday data of the most actively traded currencies over 2004–2017. The analysis is conducted by combining the quantile regression
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c4afd82a63cc8e72e0eaea6fa6ed2a57
https://doi.org/10.1007/s00181-021-02091-7
https://doi.org/10.1007/s00181-021-02091-7
Autor:
Dooyeon Cho
Publikováno v:
International Journal of Forecasting. 37:511-530
This paper investigates the predictability of foreign exchange (FX) volatility and liquidity risk factors on returns to the carry trade, an investment strategy that borrows in currencies with low interest rates and invests in currencies with high int
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::72712bfdfc7f4232be0e342b0e5e70f4
https://doi.org/10.1016/j.ijforecast.2020.07.003
https://doi.org/10.1016/j.ijforecast.2020.07.003
Publikováno v:
Econometrics and Statistics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5eba39475508e159016561be90c317f5
https://doi.org/10.1016/j.ecosta.2022.06.001
https://doi.org/10.1016/j.ecosta.2022.06.001
Autor:
Dooyeon Cho, Youngdo Kim
Publikováno v:
Journal of Economic Theory & Econometrics; Jun2023, Vol. 34 Issue 2, p93-132, 40p
Autor:
Dooyeon Cho, Husang Kim
Publikováno v:
Journal of Asian Economics. 84:101571
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d526287e9ddd2d8ee0487015d400fce7
https://doi.org/10.1016/j.asieco.2022.101571
https://doi.org/10.1016/j.asieco.2022.101571
Autor:
Dooyeon Cho, Ju Hyun Pyun
Publikováno v:
Review of International Economics. 28:82-104
This paper investigates the effects of fiscal policy, measured as the extent to which private saving is offset by public saving, in the process of international financial integration. Using extensive panel data for 87 countries over the period 1970
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ff9dfc4722a246235360d0564649f9a
https://doi.org/10.1111/roie.12442
https://doi.org/10.1111/roie.12442
Autor:
Dooyeon Cho, Seunghwa Rho
Publikováno v:
Economics Letters. 182:19-22
This paper investigates the persistence of the unemployment rate for the UK and the US over the past century by modeling the persistence to randomly evolve over time. The estimated autoregressive coefficient exhibits significant variation over time i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b26742dcb2e889aef474c29f9aec5549
https://doi.org/10.1016/j.econlet.2019.05.035
https://doi.org/10.1016/j.econlet.2019.05.035
Publikováno v:
Journal of Time Series Analysis. 40:609-628
The presence of long memory in realized volatility (RV) is a widespread stylized fact. The origins of long memory in RV have been attributed to jumps, structural breaks, contemporaneous aggregation, nonlinearities, or pure long memory. An important d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d98e205f4ac08f2e6d76c0b62fc8acdd
https://doi.org/10.1111/jtsa.12470
https://doi.org/10.1111/jtsa.12470