Sora Chon
Personal Details
First Name: | Sora |
Middle Name: | |
Last Name: | Chon |
Suffix: | |
RePEc Short-ID: | pch2212 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | Department of Economics; University of Washington (from RePEc Genealogy) |
Affiliation
Division of Economics
Inha University
Incheon, South Koreahttp://econ.inha.ac.kr/
RePEc:edi:deinhkr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Jaeho Kim & Scott C. Linn & Sora Chon, 2024. "Price Discovery via Long-run Forecast," Inha University IBER Working Paper Series 2024-2, Inha University, Institute of Business and Economic Research.
- Chon, Sora, 2016. "A Predictive System for International Trade Growth," Working Papers 16-3, Korea Institute for International Economic Policy.
Articles
- Jaeho Kim & Sora Chon, 2022. "Bayesian estimation of the long-run trend of the US economy," Empirical Economics, Springer, vol. 62(2), pages 461-485, February.
- Chon, Sora & Kim, Jaeho, 2021. "Does the Financial Leverage Effect Depend on Volatility Regimes?," Finance Research Letters, Elsevier, vol. 39(C).
- Jaeho Kim & Sora Chon, 2020. "Why are Bayesian trend-cycle decompositions of US real GDP so different?," Empirical Economics, Springer, vol. 58(3), pages 1339-1354, March.
- Chon, Sora, 2020. "International Inflation Synchronization and Implications," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 42(2), pages 57-84.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
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Sorry, no citations of working papers recorded.
Articles
- Chon, Sora & Kim, Jaeho, 2021.
"Does the Financial Leverage Effect Depend on Volatility Regimes?,"
Finance Research Letters, Elsevier, vol. 39(C).
Cited by:
- Harshit Mishra & Parama Barai, 2024. "Entropy Augmented Asset Pricing Model: Study on Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(1), pages 81-99, March.
- Jaeho Kim & Sora Chon, 2020.
"Why are Bayesian trend-cycle decompositions of US real GDP so different?,"
Empirical Economics, Springer, vol. 58(3), pages 1339-1354, March.
Cited by:
- Manuel González-Astudillo & John M. Roberts, 2022. "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, vol. 62(5), pages 2417-2460, May.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (1) 2024-08-26. Author is listed
- NEP-FOR: Forecasting (1) 2017-04-02. Author is listed
- NEP-INT: International Trade (1) 2017-04-02. Author is listed
- NEP-MST: Market Microstructure (1) 2024-08-26. Author is listed
- NEP-ORE: Operations Research (1) 2017-04-02. Author is listed
Corrections
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