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 2 4 23 1,174
Total Working Papers 0 0 0 586 2 4 23 1,174

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 1 21 8 12 23 192
Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market 0 0 1 45 4 5 12 206
Expected risk and excess returns predictability in emerging bond markets 0 0 1 86 2 2 8 233
Foreign exchange market intervention and price discovery 0 0 2 7 0 1 9 75
Home bias in portfolio choices: social learning among partially informed agents 0 0 0 7 3 4 6 46
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 3 3 10 225
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 2 3 6 70
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 2 7 18 100
Macroeconomic announcements and price discovery in the foreign exchange market 0 0 2 29 4 9 24 119
News announcements and price discovery in foreign exchange spot and futures markets 0 0 0 107 0 2 21 309
Order choices under information asymmetry in foreign exchange markets 0 0 0 2 0 0 6 48
Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates 0 0 0 22 3 5 15 241
The effectiveness of position limits: Evidence from the foreign exchange futures markets 0 0 0 20 4 4 7 117
The predictability of excess returns in the emerging bond markets 0 0 1 18 2 4 12 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 3 6 10 47
Trading activities and price discovery in foreign currency futures markets 0 0 2 18 3 4 13 100
Total Journal Articles 0 0 11 530 43 71 209 2,459

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Statistics updated 2026-05-06