Access Statistics for Yin-Feng Gau

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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 3 7 25 1,179
Total Working Papers 0 0 0 586 3 7 25 1,179


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 0 0 21 1 10 24 194
Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market 0 0 0 45 0 5 11 207
Expected risk and excess returns predictability in emerging bond markets 0 0 0 86 0 2 7 233
Foreign exchange market intervention and price discovery 0 0 1 7 1 1 8 76
Home bias in portfolio choices: social learning among partially informed agents 0 0 0 7 1 5 7 48
Informativeness of trades around macroeconomic announcements in the foreign exchange market 0 0 3 9 0 0 6 28
International asset allocation for incompletely-informed investors 0 0 0 10 0 0 8 102
Intraday exchange rate volatility: ARCH, news and seasonality effects 0 0 0 74 1 4 11 226
Intraday volatility in the Taipei FX market 0 0 0 39 0 0 1 140
Issuer Credit Ratings and Warrant-Pricing Errors 0 0 0 5 0 3 7 71
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 1 4 20 102
Liquidity spillover in foreign exchange markets 0 0 2 7 4 7 27 49
Macroeconomic announcements and price discovery in the foreign exchange market 0 0 1 29 1 8 27 123
News announcements and price discovery in foreign exchange spot and futures markets 1 2 2 109 3 4 25 313
Order choices under information asymmetry in foreign exchange markets 0 0 0 2 0 0 5 48
Price discovery and triangular arbitrage in currency markets 0 1 4 11 2 10 45 66
Price discovery in fiat currency and cryptocurrency markets 1 3 4 24 2 11 24 64
Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates 0 0 0 22 0 5 17 243
Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration 0 0 1 9 1 4 23 63
The effectiveness of position limits: Evidence from the foreign exchange futures markets 0 0 0 20 0 4 7 117
The predictability of excess returns in the emerging bond markets 0 0 1 18 0 2 11 89
Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange 0 0 1 7 1 4 11 48
Trading activities and price discovery in foreign currency futures markets 0 0 2 18 0 5 14 102
Total Journal Articles 2 6 22 592 19 98 346 2,752


Statistics updated 2026-07-10