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 2 582 0 0 9 1,137
Total Working Papers 0 0 2 582 0 0 9 1,137


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 16 0 0 5 138
Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market 0 0 0 43 0 1 6 190
Expected risk and excess returns predictability in emerging bond markets 0 0 0 82 0 1 5 213
Foreign exchange market intervention and price discovery 0 0 0 4 3 5 9 51
Home bias in portfolio choices: social learning among partially informed agents 0 1 1 6 0 1 4 30
International asset allocation for incompletely-informed investors 0 0 0 8 0 0 6 84
Intraday exchange rate volatility: ARCH, news and seasonality effects 0 0 0 73 0 1 1 210
Intraday volatility in the Taipei FX market 0 0 0 37 1 2 3 136
Issuer Credit Ratings and Warrant-Pricing Errors 0 0 0 5 0 0 2 56
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 7 3 3 17 50
Macroeconomic announcements and price discovery in the foreign exchange market 0 2 8 15 1 3 17 59
News announcements and price discovery in foreign exchange spot and futures markets 1 2 11 89 3 4 25 238
Order choices under information asymmetry in foreign exchange markets 0 0 0 2 0 0 3 40
Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates 0 1 1 22 0 2 6 217
The effectiveness of position limits: Evidence from the foreign exchange futures markets 0 1 1 18 0 1 5 96
The predictability of excess returns in the emerging bond markets 0 0 1 17 0 0 3 72
Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange 0 1 2 3 1 2 6 23
Trading activities and price discovery in foreign currency futures markets 0 0 2 13 1 3 11 62
Total Journal Articles 1 8 27 460 13 29 134 1,965


Statistics updated 2020-09-04