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 0 4 1,154
Total Working Papers 0 0 0 586 0 0 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 0 2 21 0 1 6 171
Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market 0 0 1 45 1 1 3 197
Expected risk and excess returns predictability in emerging bond markets 0 0 1 86 0 0 4 226
Foreign exchange market intervention and price discovery 0 0 1 6 0 0 3 68
Home bias in portfolio choices: social learning among partially informed agents 0 0 1 7 0 0 5 41
International asset allocation for incompletely-informed investors 0 0 0 10 0 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 2 82
Macroeconomic announcements and price discovery in the foreign exchange market 0 0 1 28 4 5 8 101
News announcements and price discovery in foreign exchange spot and futures markets 0 0 1 107 3 5 11 293
Order choices under information asymmetry in foreign exchange markets 0 0 0 2 0 0 1 43
Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates 0 0 0 22 0 1 2 227
The effectiveness of position limits: Evidence from the foreign exchange futures markets 0 0 0 20 0 1 3 111
The predictability of excess returns in the emerging bond markets 0 1 1 18 2 3 5 81
Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange 0 1 3 7 0 1 4 38
Trading activities and price discovery in foreign currency futures markets 0 0 0 16 1 2 7 90
Total Journal Articles 0 2 12 526 11 21 69 2,282

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Statistics updated 2025-10-06