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  • Economics

Faculty - Economics

  • Associate Professor
  • CHO, DOOYEON

Education

  • Ph.D. in Economics, Michigan State University, 2011
  • M.S. in Applied Statistics, Michigan State University, 2009
  • M.A. in Economics, Michigan State University, 2006
  • B.A. in Economics, Yonsei University, 2003

Experience

  • 2013–2015. Assistant Professor, Department of Economics, Kookmin University
  • 2012–2013, Associate Research Fellow, Korea Institute for International Economic Policy (KIEP)

Research Interest

  • International Finance, Financial Markets, Macroeconomics, Applied Econometrics

Journal Article

  • “Assessing Euro Crises from a Time Varying International CAPM Approach,” (with Richard T. Baillie), Journal of Empirical Finance 39, 197–208, 2016.
  • “The Role of Covered Interest Parity in Explaining the Forward Premium Anomaly Within a Nonlinear Panel Framework,” Journal of Empirical Finance 34, 229–238, 2015.
  • “When Carry Trades in Currency Markets are not Profitable,” (with Richard T. Baillie), Review of Development Economics 18, 794–803, 2014.
  • “Time Variation in the Standard Forward Premium Regression: Some New Models and Tests,” (with Richard T. Baillie), Journal of Empirical Finance 29, 52–63, 2014.
  • “Trade Intensity and Purchasing Power Parity,” (with Antonio Doblas-Madrid), Journal of International Economics 93, 194–209, 2014.
  • “Nonlinear Effects of Government Debt on Private Consumption: Evidence from OECD Countries,” (with Dong-Eun Rhee), Economics Letters 121, 504–507, 2013.
  • “Business Cycle Accounting East and West: Asian Finance and the Investment Wedge,” (with Antonio Doblas-Madrid), Review of Economic Dynamics 16, 724–744, 2013.

Honors / Awards

  • Excellent Article Award, The National Research Foundation of Korea, 2015
  • Research Grant, The National Research Foundation of Korea, 2014–2015
  • New Faculty Research Grant, Kookmin University, 2013
  • Graduate Assistantship, Michigan State University, 2005–2011