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 2 5 27 1,181
Total Working Papers 0 0 0 586 2 5 27 1,181


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 3 5 27 198
Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market 0 0 0 45 0 0 11 207
Expected risk and excess returns predictability in emerging bond markets 0 0 0 86 0 0 7 233
Foreign exchange market intervention and price discovery 1 1 2 8 2 4 11 79
Home bias in portfolio choices: social learning among partially informed agents 0 0 0 7 0 2 8 49
Informativeness of trades around macroeconomic announcements in the foreign exchange market 0 0 1 9 1 2 6 30
International asset allocation for incompletely-informed investors 0 0 0 10 0 0 7 102
Intraday exchange rate volatility: ARCH, news and seasonality effects 0 0 0 74 0 1 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 0 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 0 1 20 102
Liquidity spillover in foreign exchange markets 1 1 3 8 1 5 28 50
Macroeconomic announcements and price discovery in the foreign exchange market 0 0 1 29 0 2 27 124
News announcements and price discovery in foreign exchange spot and futures markets 0 1 2 109 1 4 24 314
Order choices under information asymmetry in foreign exchange markets 0 0 0 2 0 1 6 49
Price discovery and triangular arbitrage in currency markets 0 0 2 11 5 9 49 73
Price discovery in fiat currency and cryptocurrency markets 0 2 4 25 2 5 26 67
Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates 0 0 0 22 1 1 17 244
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 3 25 65
The effectiveness of position limits: Evidence from the foreign exchange futures markets 0 0 0 20 1 1 7 118
The predictability of excess returns in the emerging bond markets 0 0 0 18 0 1 11 90
Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange 1 1 1 8 1 2 11 49
Trading activities and price discovery in foreign currency futures markets 1 1 3 19 2 3 16 105
Total Journal Articles 4 7 20 597 21 52 363 2,785


Statistics updated 2026-09-10