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 4 8 9 369
Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application 0 0 0 13 2 4 8 63
Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions 0 0 0 16 1 1 3 32
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market 0 0 0 68 1 5 8 341
International transmission of inflation among G-7 countries: a data-determined VAR analysis 0 0 0 117 2 4 5 531
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 89 3 7 8 563
THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION 0 0 0 91 1 2 2 263
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 3 5 10 1,274
Total Working Papers 0 0 0 896 17 36 53 3,436

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 1 184 1 2 7 547
Are there exploitable trends in commodity futures prices? 0 0 3 26 4 7 15 122
Asset storability and hedging effectiveness in commodity futures markets 0 0 0 101 1 5 7 370
Asset storability and price discovery in commodity futures markets: A new look 0 0 1 26 4 8 13 128
Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets 0 0 2 48 0 1 5 166
CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES 0 0 0 23 0 4 5 116
Causal linkages between US and Eurodollar interest rates: further evidence 0 0 0 104 3 3 5 394
Central bank communications and equity ETFs 0 0 0 5 2 4 5 30
China's financial network with international spillovers: A first look 0 0 0 10 4 20 22 70
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence 0 0 1 30 3 4 11 121
Conditional co-skewness and safe-haven currencies: A regime switching approach 0 0 1 14 5 7 14 69
Contagion around the October 1987 stock market crash 0 0 1 55 3 5 7 173
Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence 0 0 0 36 2 3 4 115
Do Euro exchange rates follow a martingale? Some out-of-sample evidence 0 0 0 21 2 4 5 171
Do futures lead price discovery in electronic foreign exchange markets? 0 0 0 9 1 1 7 52
Does corporate governance matter in competitive industries? Evidence from China 0 2 3 32 7 15 20 138
European Stock Market Integration: Does EMU Matter? 0 0 0 17 1 2 4 52
European public real estate market integration 0 1 1 123 4 5 5 376
Extreme Correlation of Stock and Bond Futures Markets: International Evidence 0 0 0 28 5 6 6 90
Financial crisis and African stock market integration 0 0 0 266 5 5 6 874
Fiscal deficits and mean reversion in real exchange rates 0 0 0 21 0 0 1 81
Fiscal policy and asset markets: A semiparametric analysis 0 0 0 82 6 8 11 257
Futures Trading Activity and Commodity Cash Price Volatility 0 0 1 19 2 3 9 83
Government bond market linkages: evidence from Europe 0 0 0 115 2 2 2 401
Housing market spillovers through the lens of transaction volume: A new spillover index approach 0 0 0 6 1 4 5 34
Housing price spillovers in China: A high-dimensional generalized VAR approach 0 0 0 61 6 8 15 231
Impact of interest rate swaps on corporate capital structure: an empirical investigation 0 0 2 199 5 11 16 865
Increasing Integration Between the United States and Other International Stock Markets?: A Recursive Cointegration Analysis 0 0 0 69 3 3 3 263
Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi 0 0 0 14 5 6 7 75
Information flows within and across sectors in Chinese stock markets 0 0 1 32 3 5 8 149
Information transmission between Eurocurrency and domestic interest rates: evidence from the UK 0 0 0 31 3 5 6 155
Institutional quality and sovereign credit default swap spreads 0 0 2 12 4 4 10 41
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests 0 0 1 70 4 5 7 356
International bond market linkages: a structural VAR analysis 0 1 1 192 1 5 5 488
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 0 50 1 2 4 257
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China 0 0 0 0 3 4 9 233
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 50 11 13 14 200
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 0 0 44 0 3 3 161
Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis 0 0 0 107 6 8 11 385
Market efficiency of US grain markets: Application of cointegration tests 0 0 0 0 1 3 6 64
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 0 38 2 3 5 147
Nonlinearity, data-snooping, and stock index ETF return predictability 0 0 1 65 2 5 10 180
On the stability of long-run relationships between emerging and US stock markets 0 0 0 53 0 4 6 173
Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach 0 0 0 24 0 0 0 58
PRICE DISCOVERY IN WHEAT FUTURES MARKETS 0 0 0 119 3 4 7 370
Price Discovery in Wheat Futures Markets 0 0 0 5 3 3 7 40
Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs 0 0 0 64 0 3 4 198
Price and Volatility Transmission in International Wheat Futures 0 0 0 45 2 3 8 285
Price discovery in chinese agricultural futures markets: A comprehensive look 0 0 4 32 6 9 22 84
Realized volatility and correlation in energy futures markets 0 0 0 4 3 4 7 39
Return and volatility transmission between China's and international crude oil futures markets: A first look 0 0 3 30 9 9 18 86
Stock market integration and financial crises: the case of Asia 0 0 0 313 4 12 14 931
THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION 0 0 0 58 3 3 8 216
The International Price Transmission in Stock Index Futures Markets 0 0 0 110 1 2 3 549
The Law of One Price: Developed and Developing Country Market Integration 0 0 0 0 3 8 14 26
The differential impact of the bank–firm relationship on IPO underpricing: evidence from China 0 0 0 9 3 4 8 80
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 1 3 6 735
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 3 3 4 13
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets 1 1 2 10 3 6 11 51
The informational role of commodity prices in formulating monetary policy: a reexamination 0 0 0 72 0 3 4 257
The informational role of open interest in futures markets 0 0 2 220 4 5 9 723
The relationship between stock returns and volatility in international stock markets 0 0 0 122 3 7 11 431
The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence 1 1 6 263 7 22 38 796
The structure of interdependence in international stock markets 0 0 3 336 4 5 9 944
The wealth effect of swap usage in the food processing industry 0 0 0 0 2 4 6 107
Time-Varying Risk-Return Trade-off in the Stock Market 0 0 0 6 2 3 6 87
Time‐Varying Risk–Return Trade‐off in the Stock Market 0 1 1 5 1 2 3 28
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 0 0 1 27 1 1 7 90
U.S. Monetary Policy Surprises and International Securitized Real Estate Markets 0 0 1 44 3 5 11 164
U.S. Monetary Policy Surprises and Mortgage Rates 0 0 0 12 2 2 3 37
Volatility spillovers in commodity futures markets: A network approach 1 1 3 32 7 11 20 76
Total Journal Articles 3 8 49 4,631 211 371 614 16,954

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Statistics updated 2026-02-12