Access Statistics for Jian Yang

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
ASSET STORABILITY AND HEDGING EFFECTIVENESS IN COMMODITY FUTURES MARKETS 0 0 0 113 1 8 17 377
Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application 1 2 2 15 1 6 14 69
Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions 0 0 0 16 1 4 6 36
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market 0 0 0 68 0 1 8 342
International transmission of inflation among G-7 countries: a data-determined VAR analysis 0 0 0 117 0 3 8 534
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 89 1 2 11 566
THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION 0 0 0 91 0 1 5 266
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 1 4 15 1,280
Total Working Papers 1 2 2 898 5 29 84 3,470

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agricultural liberalization policy and commodity price volatility: a GARCH application 0 0 1 185 0 0 5 549
Are there exploitable trends in commodity futures prices? 0 0 3 26 0 5 19 128
Asset storability and hedging effectiveness in commodity futures markets 0 0 0 101 1 3 10 373
Asset storability and price discovery in commodity futures markets: A new look 0 0 0 26 2 6 17 135
Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets 0 0 0 48 0 5 9 172
CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES 0 0 0 23 0 1 7 118
Causal linkages between US and Eurodollar interest rates: further evidence 0 0 0 104 0 3 8 397
Central bank communications and equity ETFs 0 0 0 5 0 3 8 33
China's financial network with international spillovers: A first look 0 0 1 11 0 4 26 75
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence 0 0 1 30 1 6 16 128
Conditional co-skewness and safe-haven currencies: A regime switching approach 0 1 2 15 2 11 24 81
Contagion around the October 1987 stock market crash 0 0 0 55 4 7 12 180
Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence 0 0 0 36 0 1 5 116
Do Euro exchange rates follow a martingale? Some out-of-sample evidence 0 0 0 21 1 6 11 177
Do futures lead price discovery in electronic foreign exchange markets? 0 0 0 9 0 1 7 53
Does corporate governance matter in competitive industries? Evidence from China 0 0 3 32 1 2 23 142
European Stock Market Integration: Does EMU Matter? 1 1 1 18 3 4 10 58
European public real estate market integration 0 0 1 123 0 1 8 379
Extreme Correlation of Stock and Bond Futures Markets: International Evidence 0 0 0 28 2 5 13 97
Financial crisis and African stock market integration 0 0 0 266 0 2 8 876
Fiscal deficits and mean reversion in real exchange rates 0 0 0 21 1 5 6 87
Fiscal policy and asset markets: A semiparametric analysis 0 0 0 82 0 0 9 257
Futures Trading Activity and Commodity Cash Price Volatility 0 0 1 19 0 2 10 87
Government bond market linkages: evidence from Europe 0 0 0 115 0 6 9 408
Housing market spillovers through the lens of transaction volume: A new spillover index approach 0 0 0 6 0 4 11 41
Housing price spillovers in China: A high-dimensional generalized VAR approach 0 0 0 61 1 6 21 238
Impact of interest rate swaps on corporate capital structure: an empirical investigation 0 0 1 199 1 9 26 877
Increasing Integration Between the United States and Other International Stock Markets?: A Recursive Cointegration Analysis 0 0 0 69 0 0 6 266
Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi 0 0 0 14 1 3 10 78
Information flows within and across sectors in Chinese stock markets 0 0 1 32 0 2 10 152
Information transmission between Eurocurrency and domestic interest rates: evidence from the UK 0 0 0 31 0 3 8 158
Institutional quality and sovereign credit default swap spreads 0 0 2 12 0 10 21 53
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests 0 0 1 70 0 3 10 359
International bond market linkages: a structural VAR analysis 0 0 1 192 1 2 7 490
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 0 50 1 6 12 265
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China 0 0 0 0 0 3 11 236
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 50 3 4 18 204
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 0 0 44 0 1 5 163
Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis 0 0 0 107 1 3 14 388
Market efficiency of US grain markets: Application of cointegration tests 0 0 0 0 0 3 8 67
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 0 38 0 2 7 149
Nonlinearity, data-snooping, and stock index ETF return predictability 0 0 1 65 1 5 14 185
On the stability of long-run relationships between emerging and US stock markets 0 0 0 53 0 1 7 174
Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach 0 0 0 24 0 1 2 60
PRICE DISCOVERY IN WHEAT FUTURES MARKETS 0 0 0 119 1 3 10 373
Price Discovery in Wheat Futures Markets 0 0 0 5 1 2 7 42
Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs 0 0 0 64 1 1 5 199
Price and Volatility Transmission in International Wheat Futures 0 0 0 45 1 4 8 289
Price discovery in chinese agricultural futures markets: A comprehensive look 0 0 2 32 2 5 26 93
Realized volatility and correlation in energy futures markets 0 0 0 4 0 0 6 39
Return and volatility transmission between China's and international crude oil futures markets: A first look 0 0 1 30 1 1 15 87
Stock market integration and financial crises: the case of Asia 0 0 0 313 0 2 19 937
THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION 0 0 0 58 1 3 9 219
The International Price Transmission in Stock Index Futures Markets 0 0 0 110 0 2 4 551
The Law of One Price: Developed and Developing Country Market Integration 0 0 0 0 1 2 13 28
The differential impact of the bank–firm relationship on IPO underpricing: evidence from China 0 0 0 9 0 3 10 83
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 2 4 10 739
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 1 2 7 16
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets 1 1 3 11 2 5 15 56
The informational role of commodity prices in formulating monetary policy: a reexamination 0 0 0 72 2 3 7 260
The informational role of open interest in futures markets 0 0 1 220 0 0 8 723
The relationship between stock returns and volatility in international stock markets 0 0 1 123 2 4 15 438
The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence 0 0 3 264 1 4 33 803
The structure of interdependence in international stock markets 0 0 1 336 0 3 9 947
The wealth effect of swap usage in the food processing industry 0 0 0 0 0 8 12 115
Time-Varying Risk-Return Trade-off in the Stock Market 0 0 1 7 1 4 12 93
Time‐Varying Risk–Return Trade‐off in the Stock Market 0 0 1 5 0 2 5 30
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 0 0 1 27 1 2 8 92
U.S. Monetary Policy Surprises and International Securitized Real Estate Markets 0 0 0 44 0 3 11 168
U.S. Monetary Policy Surprises and Mortgage Rates 0 0 0 12 0 3 5 40
Volatility spillovers in commodity futures markets: A network approach 0 1 4 33 2 7 28 84
Total Journal Articles 2 4 40 4,640 51 242 825 17,253

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Statistics updated 2026-06-04