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 0 0 16 377
Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application 0 0 2 15 0 0 12 69
Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions 0 0 0 16 0 1 6 37
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market 0 0 0 68 0 0 8 343
International transmission of inflation among G-7 countries: a data-determined VAR analysis 0 0 0 117 1 2 11 537
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 89 0 1 12 567
THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION 0 0 0 91 1 2 7 268
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 0 0 11 1,280
Total Working Papers 0 0 2 898 2 6 83 3,478

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 0 26 4 10 25 138
Asset storability and hedging effectiveness in commodity futures markets 0 0 0 101 0 4 14 378
Asset storability and price discovery in commodity futures markets: A new look 0 0 0 26 0 1 16 136
Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets 0 0 0 48 0 0 9 174
CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES 0 0 0 23 0 0 6 118
Causal linkages between US and Eurodollar interest rates: further evidence 0 0 0 104 0 2 9 399
Central bank communications and equity ETFs 0 0 0 5 0 0 7 33
China's financial network with international spillovers: A first look 0 0 1 11 0 1 26 76
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence 0 0 1 30 0 1 16 129
Conditional co-skewness and safe-haven currencies: A regime switching approach 1 1 3 16 2 5 26 87
Contagion around the October 1987 stock market crash 0 1 1 56 0 2 15 183
Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence 0 0 0 36 1 1 6 117
Do Euro exchange rates follow a martingale? Some out-of-sample evidence 0 0 0 21 0 0 11 177
Do futures lead price discovery in electronic foreign exchange markets? 0 0 0 9 1 1 3 54
Does corporate governance matter in competitive industries? Evidence from China 0 0 2 32 1 2 25 145
European Stock Market Integration: Does EMU Matter? 0 0 1 18 2 2 11 61
European public real estate market integration 0 0 1 123 0 1 9 380
Extreme Correlation of Stock and Bond Futures Markets: International Evidence 0 0 0 28 0 0 13 97
Financial crisis and African stock market integration 0 0 0 266 0 1 9 877
Fiscal deficits and mean reversion in real exchange rates 0 0 0 21 0 1 7 88
Fiscal policy and asset markets: A semiparametric analysis 0 1 1 83 0 2 10 259
Futures Trading Activity and Commodity Cash Price Volatility 0 0 0 19 0 1 9 88
Government bond market linkages: evidence from Europe 0 0 0 115 1 2 11 410
Housing market spillovers through the lens of transaction volume: A new spillover index approach 0 0 0 6 1 2 13 43
Housing price spillovers in China: A high-dimensional generalized VAR approach 0 0 0 61 2 5 22 243
Impact of interest rate swaps on corporate capital structure: an empirical investigation 0 1 1 200 0 1 24 878
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 2 2 12 80
Information flows within and across sectors in Chinese stock markets 0 0 0 32 0 0 8 152
Information transmission between Eurocurrency and domestic interest rates: evidence from the UK 0 0 0 31 0 0 9 159
Institutional quality and sovereign credit default swap spreads 0 0 0 12 0 1 19 54
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests 0 0 0 70 1 2 11 361
International bond market linkages: a structural VAR analysis 0 0 1 192 1 2 10 493
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 0 50 0 0 11 265
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China 0 0 0 0 0 2 13 241
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 50 0 2 19 206
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 0 0 44 0 0 5 163
Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis 0 0 0 107 1 3 17 391
Market efficiency of US grain markets: Application of cointegration tests 0 0 0 0 0 0 6 67
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 0 38 1 2 7 151
Nonlinearity, data-snooping, and stock index ETF return predictability 0 0 0 65 1 3 19 192
On the stability of long-run relationships between emerging and US stock markets 0 1 1 54 0 4 11 178
Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach 0 0 0 24 1 1 3 61
PRICE DISCOVERY IN WHEAT FUTURES MARKETS 0 0 0 119 0 2 10 375
Price Discovery in Wheat Futures Markets 0 0 0 5 0 1 7 43
Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs 0 0 0 64 0 3 7 202
Price and Volatility Transmission in International Wheat Futures 0 0 0 45 2 4 11 293
Price discovery in chinese agricultural futures markets: A comprehensive look 0 0 1 33 1 1 28 100
Realized volatility and correlation in energy futures markets 0 1 1 5 1 2 7 41
Return and volatility transmission between China's and international crude oil futures markets: A first look 1 1 1 31 1 1 12 89
Stock market integration and financial crises: the case of Asia 0 0 0 313 1 2 21 940
THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION 0 0 0 58 0 1 8 220
The International Price Transmission in Stock Index Futures Markets 0 0 0 110 0 1 5 552
The Law of One Price: Developed and Developing Country Market Integration 0 0 0 0 0 1 13 29
The differential impact of the bank–firm relationship on IPO underpricing: evidence from China 0 0 0 9 0 0 10 84
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 0 1 9 740
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 0 1 8 17
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets 0 0 3 11 6 7 21 64
The informational role of commodity prices in formulating monetary policy: a reexamination 0 0 0 72 0 1 7 261
The informational role of open interest in futures markets 0 0 1 220 0 1 8 724
The relationship between stock returns and volatility in international stock markets 0 0 1 123 1 3 18 441
The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence 1 3 6 268 2 12 44 818
The structure of interdependence in international stock markets 0 0 0 336 0 0 10 949
The wealth effect of swap usage in the food processing industry 0 0 0 0 0 1 13 116
Time-Varying Risk-Return Trade-off in the Stock Market 0 0 1 7 0 0 12 95
Time‐Varying Risk–Return Trade‐off in the Stock Market 0 0 1 5 1 1 6 31
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 0 0 0 27 0 0 6 93
U.S. Monetary Policy Surprises and International Securitized Real Estate Markets 0 0 0 44 1 1 11 170
U.S. Monetary Policy Surprises and Mortgage Rates 0 1 1 13 0 1 6 41
Volatility spillovers in commodity futures markets: A network approach 0 0 4 35 0 4 27 90
Total Journal Articles 3 11 36 4,655 40 125 888 17,415

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Statistics updated 2026-10-11