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 5 7 16 376
Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application 1 1 1 14 5 5 13 68
Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions 0 0 0 16 2 3 5 35
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market 0 0 0 68 1 1 8 342
International transmission of inflation among G-7 countries: a data-determined VAR analysis 0 0 0 117 2 3 8 534
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 89 1 2 10 565
THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION 0 0 0 91 1 3 5 266
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 2 5 15 1,279
Total Working Papers 1 1 1 897 19 29 80 3,465

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 1 1 185 0 2 7 549
Are there exploitable trends in commodity futures prices? 0 0 3 26 5 6 19 128
Asset storability and hedging effectiveness in commodity futures markets 0 0 0 101 2 2 9 372
Asset storability and price discovery in commodity futures markets: A new look 0 0 0 26 2 5 16 133
Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets 0 0 1 48 5 6 10 172
CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES 0 0 0 23 0 2 7 118
Causal linkages between US and Eurodollar interest rates: further evidence 0 0 0 104 3 3 8 397
Central bank communications and equity ETFs 0 0 0 5 3 3 8 33
China's financial network with international spillovers: A first look 0 1 1 11 2 5 26 75
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence 0 0 1 30 3 6 15 127
Conditional co-skewness and safe-haven currencies: A regime switching approach 1 1 2 15 4 10 23 79
Contagion around the October 1987 stock market crash 0 0 0 55 1 3 8 176
Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence 0 0 0 36 1 1 5 116
Do Euro exchange rates follow a martingale? Some out-of-sample evidence 0 0 0 21 5 5 10 176
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 3 22 141
European Stock Market Integration: Does EMU Matter? 0 0 0 17 1 3 7 55
European public real estate market integration 0 0 1 123 1 3 8 379
Extreme Correlation of Stock and Bond Futures Markets: International Evidence 0 0 0 28 2 5 11 95
Financial crisis and African stock market integration 0 0 0 266 2 2 8 876
Fiscal deficits and mean reversion in real exchange rates 0 0 0 21 4 5 5 86
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 2 4 11 87
Government bond market linkages: evidence from Europe 0 0 0 115 6 7 9 408
Housing market spillovers through the lens of transaction volume: A new spillover index approach 0 0 0 6 3 7 12 41
Housing price spillovers in China: A high-dimensional generalized VAR approach 0 0 0 61 3 6 20 237
Impact of interest rate swaps on corporate capital structure: an empirical investigation 0 0 2 199 3 11 27 876
Increasing Integration Between the United States and Other International Stock Markets?: A Recursive Cointegration Analysis 0 0 0 69 0 3 6 266
Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi 0 0 0 14 2 2 9 77
Information flows within and across sectors in Chinese stock markets 0 0 1 32 2 3 10 152
Information transmission between Eurocurrency and domestic interest rates: evidence from the UK 0 0 0 31 3 3 8 158
Institutional quality and sovereign credit default swap spreads 0 0 2 12 7 12 22 53
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests 0 0 1 70 1 3 10 359
International bond market linkages: a structural VAR analysis 0 0 1 192 1 1 6 489
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 0 50 4 7 11 264
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China 0 0 0 0 3 3 12 236
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 50 1 1 15 201
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 0 0 44 1 2 5 163
Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis 0 0 0 107 0 2 13 387
Market efficiency of US grain markets: Application of cointegration tests 0 0 0 0 1 3 9 67
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 0 38 1 2 7 149
Nonlinearity, data-snooping, and stock index ETF return predictability 0 0 1 65 3 4 13 184
On the stability of long-run relationships between emerging and US stock markets 0 0 0 53 1 1 7 174
Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach 0 0 0 24 1 2 2 60
PRICE DISCOVERY IN WHEAT FUTURES MARKETS 0 0 0 119 1 2 9 372
Price Discovery in Wheat Futures Markets 0 0 0 5 1 1 7 41
Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs 0 0 0 64 0 0 4 198
Price and Volatility Transmission in International Wheat Futures 0 0 0 45 1 3 8 288
Price discovery in chinese agricultural futures markets: A comprehensive look 0 0 3 32 2 7 25 91
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 2 30 0 0 17 86
Stock market integration and financial crises: the case of Asia 0 0 0 313 1 6 20 937
THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION 0 0 0 58 0 2 9 218
The International Price Transmission in Stock Index Futures Markets 0 0 0 110 1 2 4 551
The Law of One Price: Developed and Developing Country Market Integration 0 0 0 0 1 1 12 27
The differential impact of the bank–firm relationship on IPO underpricing: evidence from China 0 0 0 9 2 3 10 83
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 1 2 8 737
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 1 2 6 15
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets 0 0 2 10 0 3 13 54
The informational role of commodity prices in formulating monetary policy: a reexamination 0 0 0 72 1 1 5 258
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 1 1 123 1 5 14 436
The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence 0 1 4 264 2 6 35 802
The structure of interdependence in international stock markets 0 0 2 336 2 3 11 947
The wealth effect of swap usage in the food processing industry 0 0 0 0 8 8 12 115
Time-Varying Risk-Return Trade-off in the Stock Market 0 1 1 7 3 5 11 92
Time‐Varying Risk–Return Trade‐off in the Stock Market 0 0 1 5 2 2 5 30
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 0 0 1 27 1 1 8 91
U.S. Monetary Policy Surprises and International Securitized Real Estate Markets 0 0 0 44 3 4 12 168
U.S. Monetary Policy Surprises and Mortgage Rates 0 0 0 12 1 3 5 40
Volatility spillovers in commodity futures markets: A network approach 0 1 4 33 4 6 26 82
Total Journal Articles 1 7 44 4,638 136 248 802 17,202

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Statistics updated 2026-05-06