Výsledky vyhľadávania - "Cho, Dooyeon"

Inflation target adjustments: Does an improvement in institutional or economic preconditions matter?

Autori: Cho, Dooyeon Kim, Husang

Zdroj: International Finance; Aug2024, Vol. 27 Issue 2, p129-179, 51p

Predmety: DEVELOPMENT banks, PRICE deflation, DEBT, PRICE inflation, INFLATION targeting, SOCIAL dominance

Government debt and fiscal multipliers in the era of population aging.

Autori: Cho, Dooyeon Rhee, Dong-Eun

Zdroj: Macroeconomic Dynamics; Jul2024, Vol. 28 Issue 5, p1161-1181, 21p

Predmety: PUBLIC debts, GOVERNMENT policy, ECONOMIC stimulus, POPULATION forecasting, POPULATION aging, FISCAL policy

Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks?

Autori: Cho, Dooyeon Rhee, Dong‐Eun

Zdroj: International Finance; Apr2024, Vol. 27 Issue 1, p35-60, 26p

Predmety: COUNTERPARTY risk, CREDIT default swaps, SOVEREIGN risk, INVESTORS, PANEL analysis, BORROWING capacity, BUDGET

Reassessing growth vulnerability.

Autori: Cho, Dooyeon Rho, Seunghwa

Zdroj: Journal of Applied Econometrics; Jan2024, Vol. 39 Issue 1, p225-234, 10p

Predmety: ECONOMETRICS, QUANTILES, FORECASTING, QUANTILE regression, GROSS domestic product

Dynamic Spillovers of Economic Policy Uncertainty Across the US, Europe, and East Asia.

Autori: Cho, Dooyeon Kim, Husang Lee, Kyung-woo

Zdroj: Global Economic Review; Sep2023, Vol. 52 Issue 3, p187-201, 15p

Predmety: ECONOMIC uncertainty, ECONOMIC policy, ECONOMIC shock, TRANSMITTERS (Communication)

Geografický termín: SOUTH Korea

Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility.

Autori: Baillie, Richard T. Cho, Dooyeon Rho, Seunghwa

Zdroj: Empirical Economics; Jun2023, Vol. 64 Issue 6, p2911-2937, 27p, 10 Charts, 2 Graphs

Predmety: IMPULSE response, AUTOREGRESSIVE models, TIME series analysis, FINANCIAL markets, VOLATILITY (Securities)

On asymmetric volatility effects in currency markets.

Autori: Cho, Dooyeon Rho, Seunghwa

Zdroj: Empirical Economics; May2022, Vol. 62 Issue 5, p2149-2177, 29p, 14 Charts, 4 Graphs

Predmety: FOREIGN exchange rates, HARD currencies, QUANTILE regression, AUTOREGRESSIVE models, REGRESSION analysis, MARKET volatility

Measuring the time‐varying effects of fiscal policy on private saving in the process of financial integration.

Autori: Cho, Dooyeon Pyun, Ju Hyun

Zdroj: Review of International Economics; Feb2020, Vol. 28 Issue 1, p82-104, 23p, 5 Charts, 6 Graphs

Predmety: FISCAL policy, INTEREST rates, PUBLIC debts, PANEL analysis, SAVINGS

Long Memory, Realized Volatility and Heterogeneous Autoregressive Models.

Autori: Baillie, Richard T. Calonaci, Fabio Cho, Dooyeon a ďalší

Zdroj: Journal of Time Series Analysis; Jul2019, Vol. 40 Issue 4, p609-628, 20p

Predmety: AUTOREGRESSIVE models, MEMORY, AUTOREGRESSION (Statistics), BOX-Jenkins forecasting

Non-linear adjustments on the excess sensitivity of consumption with liquidity constraints.

Autori: Cho, Dooyeon Rhee, Dong-Eun

Zdroj: Applied Economics; Sep2017, Vol. 49 Issue 41, p4180-4187, 8p

Predmety: BOND market, CAPITAL market, DISPOSABLE income, LIQUIDITY (Economics), CONSUMPTION (Economics)

Trend shifts in the forward premium and the predictability of excess returns in currency markets.

Autori: Cho, Dooyeon Chun, Sungju

Zdroj: Applied Economics; Apr2017, Vol. 49 Issue 18, p1821-1832, 12p, 4 Charts, 3 Graphs

Predmety: U.S. dollar, TREND analysis, INSURANCE premium financing, PREMIUMS (Retail trade), ABNORMAL returns

An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters.

Autori: Cho, Dooyeon Rhee, Dong-Eun

Zdroj: Applied Economics; 2015, Vol. 47 Issue 32, p3395-3413, 19p, 4 Charts, 5 Graphs

Predmety: INFLATION targeting, BUSINESS communication, INFORMATION technology industry, MONETARY policy, BUSINESS cycles

When Carry Trades in Currency Markets are not Profitable.

Autori: Baillie, Richard T. Cho, Dooyeon

Zdroj: Review of Development Economics; Nov2014, Vol. 18 Issue 4, p794-803, 10p

Predmety: CARRY trades (Foreign exchange), MONEY market, PROFIT, INTEREST rates, NONLINEAR analysis, DEVELOPMENT economics

Safe-Haven Currencies as Defensive Assets in Global Stocks Portfolios: A Reassessment of the Empirical Evidence (1999–2022).

Autori: Tronzano, Marco

Zdroj: Journal of Risk & Financial Management; May2023, Vol. 16 Issue 5, p273, 23p

Predmety: FINANCIAL crises, SWISS franc, STOCKS (Finance), ASSETS (Accounting), U.S. dollar, HARD currencies

Revisiting the Determinants of Consumption: A Bayesian Model Averaging Approach.

Autori: Deniz, Pinar Stengos, Thanasis

Zdroj: Journal of Risk & Financial Management; Mar2023, Vol. 16 Issue 3, p190, 13p

Predmety: CONSUMPTION (Economics)

The New Fama Puzzle.

Autori: Bussière, Matthieu Chinn, Menzie Ferrara, Laurent a ďalší

Zdroj: IMF Economic Review; Sep2022, Vol. 70 Issue 3, p451-486, 36p

Predmety: GLOBAL Financial Crisis, 2008-2009, RISK premiums, FOREIGN exchange rates, PUZZLES, FINANCIAL crises

Optimal Portfolio Allocation between Global Stock Indexes and Safe Haven Assets: Gold versus the Swiss Franc (1999–2021).

Autori: Tronzano, Marco

Zdroj: Journal of Risk & Financial Management; Jun2022, Vol. 15 Issue 6, p241, 24p

Predmety: SWISS franc, STOCK price indexes, ASSET allocation, ASSETS (Accounting), GOLD as an investment, STOCK exchanges, PORTFOLIO diversification

Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation.

Autori: Vera-Valdés, J. Eduardo

Zdroj: Econometrics (2225-1146); Dec2021, Vol. 9 Issue 4, p39-39, 1p

Predmety: DIFFERENCE operators, MEMORY

The Efficiency of the Polish Zloty Exchange Rate Market: The Uncovered Interest Parity and Fractal Analysis Approaches.

Autori: Czech, Katarzyna Pietrych, Łukasz

Zdroj: Risks; Aug2021, Vol. 9 Issue 8, p142-142, 1p

Predmety: FRACTAL analysis, FOREIGN exchange market, FOREIGN exchange rates, EFFICIENT market theory, TIME series analysis, MARKETING effectiveness

Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational.

Autori: Goldberg, Michael D. Kozlova, Olesia Ozabaci, Deniz

Zdroj: Econometrics (2225-1146); Dec2020, Vol. 8 Issue 4, p43, 1p

Predmety: DEVELOPING countries, TIME measurements