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On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Cho, Dooyeon - In: Economic modelling 70 (2018), pp. 310-319
Persistent link: https://www.econbiz.de/10012027933
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Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard; Cho, Dooyeon - In: Journal of empirical finance 29 (2014), pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
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The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon - In: Journal of empirical finance 34 (2015), pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
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Can structural changes in the persistence of the forward premium explain the forward premium anomaly?
Cho, Dooyeon; Chun, Sungju - In: Journal of international financial markets, … 58 (2019), pp. 225-235
Persistent link: https://www.econbiz.de/10012127851
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Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon; Chun, Sungju - In: Applied economics 49 (2017) 18, pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429