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 13 20 1,170
Total Working Papers 0 0 0 586 0 13 20 1,170

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 2 6 13 182
Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market 0 0 1 45 1 4 8 202
Expected risk and excess returns predictability in emerging bond markets 0 0 1 86 0 3 7 231
Foreign exchange market intervention and price discovery 0 0 2 7 1 4 9 75
Home bias in portfolio choices: social learning among partially informed agents 0 0 1 7 1 2 4 43
International asset allocation for incompletely-informed investors 0 0 0 10 0 7 8 102
Intraday exchange rate volatility: ARCH, news and seasonality effects 0 0 0 74 0 5 7 222
Intraday volatility in the Taipei FX market 0 0 0 39 0 1 1 140
Issuer Credit Ratings and Warrant-Pricing Errors 0 0 0 5 0 2 3 67
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 5 14 17 98
Macroeconomic announcements and price discovery in the foreign exchange market 0 1 2 29 2 8 17 112
News announcements and price discovery in foreign exchange spot and futures markets 0 0 0 107 0 7 22 307
Order choices under information asymmetry in foreign exchange markets 0 0 0 2 0 4 6 48
Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates 0 0 0 22 1 7 11 237
The effectiveness of position limits: Evidence from the foreign exchange futures markets 0 0 0 20 0 1 3 113
The predictability of excess returns in the emerging bond markets 0 0 1 18 0 3 8 85
Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange 0 0 2 7 2 5 7 43
Trading activities and price discovery in foreign currency futures markets 0 1 2 18 1 6 12 97
Total Journal Articles 0 2 13 530 16 89 163 2,404

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Statistics updated 2026-03-04