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 0 2 27 1,181
Total Working Papers 0 0 0 586 0 2 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 1 5 28 199
Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market 0 0 0 45 1 1 11 208
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 0 1 2 8 0 3 11 79
Home bias in portfolio choices: social learning among partially informed agents 0 0 0 7 0 1 8 49
Informativeness of trades around macroeconomic announcements in the foreign exchange market 0 0 1 9 2 4 8 32
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 1 1 12 227
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 1 1 21 103
Liquidity spillover in foreign exchange markets 0 1 2 8 0 1 27 50
Macroeconomic announcements and price discovery in the foreign exchange market 0 0 1 29 0 1 23 124
News announcements and price discovery in foreign exchange spot and futures markets 1 1 3 110 5 6 26 319
Order choices under information asymmetry in foreign exchange markets 0 0 0 2 1 2 7 50
Price discovery and triangular arbitrage in currency markets 0 0 2 11 1 8 48 74
Price discovery in fiat currency and cryptocurrency markets 0 1 4 25 1 4 26 68
Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates 0 0 0 22 0 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 0 2 25 65
The effectiveness of position limits: Evidence from the foreign exchange futures markets 0 0 0 20 0 1 7 118
The predictability of excess returns in the emerging bond markets 0 0 0 18 1 2 10 91
Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange 0 1 1 8 0 1 11 49
Trading activities and price discovery in foreign currency futures markets 0 1 3 19 0 3 15 105
Total Journal Articles 1 6 20 598 15 48 363 2,800


Statistics updated 2026-10-11