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 2 360
Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application 0 0 0 13 0 0 1 55
Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions 0 0 0 16 0 0 1 30
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 1 555
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 1 1 5 1,265
Total Working Papers 0 0 0 896 1 1 14 3,386

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 2 184 2 4 7 544
Are there exploitable trends in commodity futures prices? 0 0 0 23 0 2 4 109
Asset storability and hedging effectiveness in commodity futures markets 0 0 0 101 0 0 3 363
Asset storability and price discovery in commodity futures markets: A new look 0 1 1 26 1 2 5 118
Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets 1 1 3 48 1 1 8 163
CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES 0 0 0 23 0 0 1 111
Causal linkages between US and Eurodollar interest rates: further evidence 0 0 0 104 0 0 0 389
Central bank communications and equity ETFs 0 0 0 5 0 0 0 25
China's financial network with international spillovers: A first look 0 0 2 10 0 0 4 49
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence 0 0 0 29 0 2 3 112
Conditional co-skewness and safe-haven currencies: A regime switching approach 0 0 1 13 1 1 6 57
Contagion around the October 1987 stock market crash 0 1 2 55 0 2 5 168
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 0 0 1 46
Does corporate governance matter in competitive industries? Evidence from China 0 0 2 29 0 0 5 119
European Stock Market Integration: Does EMU Matter? 0 0 0 17 0 0 0 48
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 2 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 1 82 0 1 5 248
Futures Trading Activity and Commodity Cash Price Volatility 0 0 1 18 1 3 7 77
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 1 1 4 30
Housing price spillovers in China: A high-dimensional generalized VAR approach 0 0 1 61 0 1 3 217
Impact of interest rate swaps on corporate capital structure: an empirical investigation 1 1 1 198 2 2 2 851
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 0 0 31 0 0 2 142
Information transmission between Eurocurrency and domestic interest rates: evidence from the UK 0 0 0 31 0 1 1 150
Institutional quality and sovereign credit default swap spreads 0 0 0 10 1 1 1 32
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 3 483
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 1 50 0 0 3 253
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China 0 0 0 0 1 1 3 225
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 50 0 0 0 186
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 1 107 0 0 2 374
Market efficiency of US grain markets: Application of cointegration tests 0 0 0 0 1 1 2 59
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 1 38 0 0 4 142
Nonlinearity, data-snooping, and stock index ETF return predictability 0 0 2 64 0 1 3 171
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 0 0 1 363
Price Discovery in Wheat Futures Markets 0 0 0 5 1 1 3 35
Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs 0 0 0 64 0 0 2 194
Price and Volatility Transmission in International Wheat Futures 0 0 1 45 1 2 6 281
Price discovery in chinese agricultural futures markets: A comprehensive look 1 1 4 30 1 3 14 67
Realized volatility and correlation in energy futures markets 0 0 0 4 0 0 1 33
Return and volatility transmission between China's and international crude oil futures markets: A first look 1 1 4 29 3 3 8 72
Stock market integration and financial crises: the case of Asia 0 0 0 313 1 1 1 918
THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION 0 0 1 58 1 2 4 210
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 3 4 15
The differential impact of the bank–firm relationship on IPO underpricing: evidence from China 0 0 0 9 0 1 1 73
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 0 0 2 729
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 0 0 3 9
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets 0 0 1 8 0 0 4 41
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 1 2 219 0 1 4 715
The relationship between stock returns and volatility in international stock markets 0 0 0 122 1 3 6 423
The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence 1 4 9 261 3 11 29 770
The structure of interdependence in international stock markets 1 2 4 335 2 3 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 0 3 81
Time‐Varying Risk–Return Trade‐off in the Stock Market 0 0 0 4 0 0 1 25
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 0 0 0 26 1 1 1 84
U.S. Monetary Policy Surprises and International Securitized Real Estate Markets 0 1 1 44 1 3 4 157
U.S. Monetary Policy Surprises and Mortgage Rates 0 0 1 12 0 0 2 35
Volatility spillovers in commodity futures markets: A network approach 0 0 9 29 0 0 14 56
Total Journal Articles 6 15 67 4,600 28 65 240 16,428

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Statistics updated 2025-06-06