Access Statistics for Yin-Feng Gau

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Value-at-Risk Using the Markov-Switching ARCH Model 0 0 0 586 0 3 4 1,154
Total Working Papers 0 0 0 586 0 3 4 1,154

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric responses of ask and bid quotes to information in the foreign exchange market 0 1 2 21 1 2 6 171
Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market 0 1 1 45 0 2 2 196
Expected risk and excess returns predictability in emerging bond markets 0 1 1 86 0 1 4 226
Foreign exchange market intervention and price discovery 0 1 1 6 0 2 3 68
Home bias in portfolio choices: social learning among partially informed agents 0 0 1 7 0 1 5 41
International asset allocation for incompletely-informed investors 0 0 0 10 1 1 2 95
Intraday exchange rate volatility: ARCH, news and seasonality effects 0 0 0 74 0 0 1 215
Intraday volatility in the Taipei FX market 0 0 0 39 0 0 1 139
Issuer Credit Ratings and Warrant-Pricing Errors 0 0 0 5 0 0 1 64
Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements 0 0 0 13 0 0 3 82
Macroeconomic announcements and price discovery in the foreign exchange market 0 1 1 28 0 1 4 96
News announcements and price discovery in foreign exchange spot and futures markets 0 0 1 107 1 1 7 289
Order choices under information asymmetry in foreign exchange markets 0 0 0 2 0 1 1 43
Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates 0 0 0 22 0 0 1 226
The effectiveness of position limits: Evidence from the foreign exchange futures markets 0 0 0 20 1 1 4 111
The predictability of excess returns in the emerging bond markets 1 1 1 18 1 2 3 79
Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange 1 1 3 7 1 1 4 38
Trading activities and price discovery in foreign currency futures markets 0 0 0 16 0 1 6 88
Total Journal Articles 2 7 12 526 6 17 58 2,267

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05