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 1 1 1 112 3 3 12 331
Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application 0 0 2 10 0 0 14 40
Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions 0 2 2 13 0 3 9 20
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market 0 0 0 66 0 2 8 319
International transmission of inflation among G-7 countries: a data-determined VAR analysis 0 0 0 116 0 1 5 518
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 87 1 1 10 544
THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION 1 1 2 89 3 3 7 249
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 0 3 7 1,250
Total Working Papers 2 4 7 882 7 16 72 3,271


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 0 180 0 0 5 525
Are there exploitable trends in commodity futures prices? 0 1 2 11 0 2 10 67
Asset storability and hedging effectiveness in commodity futures markets 0 0 0 101 0 0 4 347
Asset storability and price discovery in commodity futures markets: A new look 0 0 7 20 1 1 25 73
Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets 0 0 1 32 1 2 9 119
CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES 0 0 0 23 0 2 5 105
Causal linkages between US and Eurodollar interest rates: further evidence 0 0 0 103 0 1 2 380
Central bank communications and equity ETFs 0 0 0 4 0 2 2 20
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence 2 4 7 24 3 7 16 89
Conditional co-skewness and safe-haven currencies: A regime switching approach 0 2 5 6 0 5 15 20
Contagion around the October 1987 stock market crash 0 1 3 48 1 3 8 133
Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence 1 1 8 20 2 4 22 69
Do Euro exchange rates follow a martingale? Some out-of-sample evidence 0 0 0 19 0 0 4 159
Do futures lead price discovery in electronic foreign exchange markets? 0 2 2 6 0 2 7 31
Does corporate governance matter in competitive industries? Evidence from China 1 1 5 14 3 4 20 74
European Stock Market Integration: Does EMU Matter? 0 0 0 16 0 0 0 44
European public real estate market integration 0 0 1 120 0 0 15 364
Extreme Correlation of Stock and Bond Futures Markets: International Evidence 0 2 2 20 0 3 4 72
Financial crisis and African stock market integration 1 2 3 263 2 6 12 844
Fiscal deficits and mean reversion in real exchange rates 0 0 1 19 0 0 3 74
Fiscal policy and asset markets: A semiparametric analysis 0 0 2 78 0 0 5 223
Futures Trading Activity and Commodity Cash Price Volatility 0 0 0 16 0 4 5 53
Government bond market linkages: evidence from Europe 0 1 2 112 0 1 9 394
Housing price spillovers in China: A high-dimensional generalized VAR approach 0 0 9 45 4 8 51 153
Impact of interest rate swaps on corporate capital structure: an empirical investigation 0 0 0 196 0 0 4 838
Increasing Integration Between the United States and Other International Stock Markets?: A Recursive Cointegration Analysis 0 0 0 67 1 1 3 249
Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi 0 0 0 11 0 1 7 56
Information flows within and across sectors in Chinese stock markets 0 0 0 29 1 2 7 133
Information transmission between Eurocurrency and domestic interest rates: evidence from the UK 0 0 0 31 0 0 2 145
Institutional quality and sovereign credit default swap spreads 1 1 1 1 1 2 4 7
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests 0 0 1 68 0 0 7 337
International bond market linkages: a structural VAR analysis 0 0 4 183 0 0 13 465
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 1 48 0 0 8 238
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China 0 0 0 0 0 0 5 201
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 47 1 2 8 168
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 1 1 41 1 2 6 148
Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis 0 0 1 105 0 1 7 361
Market efficiency of US grain markets: Application of cointegration tests 0 0 0 0 0 0 3 54
Nonlinearity and intraday efficiency tests on energy futures markets 0 1 4 35 0 3 12 125
Nonlinearity, data-snooping, and stock index ETF return predictability 0 1 1 60 1 4 10 156
On the stability of long-run relationships between emerging and US stock markets 0 0 0 52 0 1 1 162
Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach 0 0 0 24 0 0 1 56
PRICE DISCOVERY IN WHEAT FUTURES MARKETS 2 3 3 104 6 9 14 286
Price Discovery in Wheat Futures Markets 0 0 0 1 1 2 4 15
Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs 0 0 1 63 0 0 4 188
Price and Volatility Transmission in International Wheat Futures 1 1 2 43 1 3 10 261
Realized volatility and correlation in energy futures markets 0 0 0 3 0 0 4 21
Stock market integration and financial crises: the case of Asia 0 0 2 310 0 0 11 895
THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION 0 0 1 57 0 2 7 200
The International Price Transmission in Stock Index Futures Markets 0 0 2 110 0 1 6 543
The Law of One Price: Developed and Developing Country Market Integration 0 0 0 0 0 2 3 9
The differential impact of the bank–firm relationship on IPO underpricing: evidence from China 0 0 0 7 1 1 5 57
The emerging market crisis and stock market linkages: further evidence 0 0 3 178 0 2 13 678
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets 0 0 2 3 3 5 11 21
The informational role of commodity prices in formulating monetary policy: a reexamination 0 0 1 63 1 1 7 228
The informational role of open interest in futures markets 0 0 1 211 0 2 9 692
The relationship between stock returns and volatility in international stock markets 0 0 1 110 1 4 12 306
The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence 0 1 12 209 2 8 31 633
The structure of interdependence in international stock markets 0 5 19 301 1 12 41 857
The wealth effect of swap usage in the food processing industry 0 0 0 0 0 1 11 93
Time-Varying Risk-Return Trade-off in the Stock Market 0 0 0 4 0 1 5 63
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 0 0 0 26 0 2 5 79
U.S. Monetary Policy Surprises and International Securitized Real Estate Markets 0 0 3 39 0 0 11 143
U.S. Monetary Policy Surprises and Mortgage Rates 0 0 0 10 0 0 2 28
Total Journal Articles 9 31 127 4,150 40 134 592 14,627
2 registered items for which data could not be found


Statistics updated 2020-09-04