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 1 3 361
Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application 0 0 0 13 1 1 2 56
Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions 0 0 0 16 1 1 2 31
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market 0 0 0 68 0 0 1 334
International transmission of inflation among G-7 countries: a data-determined VAR analysis 0 0 0 117 0 0 0 526
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 89 0 0 0 555
THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION 0 0 0 91 0 0 3 261
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 0 4 6 1,269
Total Working Papers 0 0 0 896 2 7 17 3,393

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 0 0 5 544
Are there exploitable trends in commodity futures prices? 0 2 2 25 0 3 6 112
Asset storability and hedging effectiveness in commodity futures markets 0 0 0 101 1 1 4 364
Asset storability and price discovery in commodity futures markets: A new look 0 0 1 26 1 2 6 120
Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets 0 0 2 48 0 1 6 164
CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES 0 0 0 23 0 1 2 112
Causal linkages between US and Eurodollar interest rates: further evidence 0 0 0 104 1 1 1 390
Central bank communications and equity ETFs 0 0 0 5 1 1 1 26
China's financial network with international spillovers: A first look 0 0 1 10 1 1 3 50
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence 0 0 0 29 0 1 3 113
Conditional co-skewness and safe-haven currencies: A regime switching approach 0 0 1 13 0 1 6 58
Contagion around the October 1987 stock market crash 0 0 1 55 0 0 4 168
Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence 0 0 5 36 0 0 5 111
Do Euro exchange rates follow a martingale? Some out-of-sample evidence 0 0 0 21 0 0 1 166
Do futures lead price discovery in electronic foreign exchange markets? 0 0 0 9 3 5 6 51
Does corporate governance matter in competitive industries? Evidence from China 0 0 1 29 0 0 3 119
European Stock Market Integration: Does EMU Matter? 0 0 0 17 2 2 2 50
European public real estate market integration 0 0 0 122 0 0 0 371
Extreme Correlation of Stock and Bond Futures Markets: International Evidence 0 0 0 28 0 0 1 84
Financial crisis and African stock market integration 0 0 0 266 0 0 0 868
Fiscal deficits and mean reversion in real exchange rates 0 0 0 21 0 0 2 81
Fiscal policy and asset markets: A semiparametric analysis 0 0 0 82 0 1 5 249
Futures Trading Activity and Commodity Cash Price Volatility 0 0 0 18 1 1 5 78
Government bond market linkages: evidence from Europe 0 0 0 115 0 0 1 399
Housing market spillovers through the lens of transaction volume: A new spillover index approach 0 0 0 6 0 0 4 30
Housing price spillovers in China: A high-dimensional generalized VAR approach 0 0 1 61 1 3 6 220
Impact of interest rate swaps on corporate capital structure: an empirical investigation 1 1 2 199 2 2 4 853
Increasing Integration Between the United States and Other International Stock Markets?: A Recursive Cointegration Analysis 0 0 0 69 0 0 1 260
Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi 0 0 0 14 0 0 0 68
Information flows within and across sectors in Chinese stock markets 0 1 1 32 0 1 3 143
Information transmission between Eurocurrency and domestic interest rates: evidence from the UK 0 0 0 31 0 0 1 150
Institutional quality and sovereign credit default swap spreads 0 2 2 12 0 3 4 35
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests 0 0 0 69 0 0 0 349
International bond market linkages: a structural VAR analysis 0 0 1 191 0 0 2 483
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 1 50 0 1 3 254
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China 0 0 0 0 2 3 6 228
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 50 1 1 1 187
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 0 0 44 0 0 0 158
Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis 0 0 0 107 0 0 0 374
Market efficiency of US grain markets: Application of cointegration tests 0 0 0 0 1 1 3 60
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 1 38 1 2 5 144
Nonlinearity, data-snooping, and stock index ETF return predictability 0 1 2 65 1 2 4 173
On the stability of long-run relationships between emerging and US stock markets 0 0 0 53 0 0 0 167
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 1 119 1 1 2 364
Price Discovery in Wheat Futures Markets 0 0 0 5 1 1 3 36
Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs 0 0 0 64 0 0 1 194
Price and Volatility Transmission in International Wheat Futures 0 0 1 45 1 1 7 282
Price discovery in chinese agricultural futures markets: A comprehensive look 0 0 3 30 1 2 11 69
Realized volatility and correlation in energy futures markets 0 0 0 4 1 1 2 34
Return and volatility transmission between China's and international crude oil futures markets: A first look 0 1 4 30 2 4 11 76
Stock market integration and financial crises: the case of Asia 0 0 0 313 0 1 2 919
THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION 0 0 1 58 1 1 5 211
The International Price Transmission in Stock Index Futures Markets 0 0 0 110 0 0 1 547
The Law of One Price: Developed and Developing Country Market Integration 0 0 0 0 0 0 4 15
The differential impact of the bank–firm relationship on IPO underpricing: evidence from China 0 0 0 9 0 1 2 74
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 0 0 1 9
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 0 2 4 731
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets 0 0 1 8 1 2 6 43
The informational role of commodity prices in formulating monetary policy: a reexamination 0 0 0 72 0 0 2 253
The informational role of open interest in futures markets 0 0 2 219 0 1 4 716
The relationship between stock returns and volatility in international stock markets 0 0 0 122 0 0 6 423
The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence 0 1 7 262 0 4 25 774
The structure of interdependence in international stock markets 0 0 4 335 0 0 8 938
The wealth effect of swap usage in the food processing industry 0 0 0 0 0 0 2 103
Time-Varying Risk-Return Trade-off in the Stock Market 0 0 1 6 0 1 3 82
Time‐Varying Risk–Return Trade‐off in the Stock Market 0 0 0 4 0 0 0 25
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 1 1 1 27 1 3 4 87
U.S. Monetary Policy Surprises and International Securitized Real Estate Markets 0 0 1 44 1 2 6 159
U.S. Monetary Policy Surprises and Mortgage Rates 0 0 0 12 0 0 1 35
Volatility spillovers in commodity futures markets: A network approach 2 2 5 31 3 7 11 63
Total Journal Articles 4 12 58 4,612 34 76 259 16,504

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Statistics updated 2025-09-05