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 3 3 7 1,157
Total Working Papers 0 0 0 586 3 3 7 1,157

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 0 0 4 171
Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market 0 0 1 45 0 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 2 68
Home bias in portfolio choices: social learning among partially informed agents 0 0 1 7 0 0 4 41
International asset allocation for incompletely-informed investors 0 0 0 10 0 0 2 95
Intraday exchange rate volatility: ARCH, news and seasonality effects 0 0 0 74 2 2 3 217
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 1 1 3 83
Macroeconomic announcements and price discovery in the foreign exchange market 0 0 1 28 2 7 9 103
News announcements and price discovery in foreign exchange spot and futures markets 0 0 0 107 1 5 9 294
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 2 3 3 229
The effectiveness of position limits: Evidence from the foreign exchange futures markets 0 0 0 20 0 0 1 111
The predictability of excess returns in the emerging bond markets 0 0 1 18 0 2 5 81
Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange 0 0 3 7 0 0 4 38
Trading activities and price discovery in foreign currency futures markets 1 1 1 17 1 3 7 91
Total Journal Articles 1 1 11 527 9 24 66 2,291

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Statistics updated 2025-11-08