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 6 9 369
Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application 0 0 0 13 0 4 8 63
Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions 0 0 0 16 0 1 2 32
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market 0 0 0 68 0 1 7 341
International transmission of inflation among G-7 countries: a data-determined VAR analysis 0 0 0 117 0 2 5 531
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 89 1 7 9 564
THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION 0 0 0 91 2 4 4 265
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 2 7 12 1,276
Total Working Papers 0 0 0 896 5 32 56 3,441

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 1 1 2 185 2 4 9 549
Are there exploitable trends in commodity futures prices? 0 0 3 26 1 6 16 123
Asset storability and hedging effectiveness in commodity futures markets 0 0 0 101 0 4 7 370
Asset storability and price discovery in commodity futures markets: A new look 0 0 1 26 1 8 13 129
Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets 0 0 1 48 1 2 5 167
CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES 0 0 0 23 1 2 6 117
Causal linkages between US and Eurodollar interest rates: further evidence 0 0 0 104 0 3 5 394
Central bank communications and equity ETFs 0 0 0 5 0 3 5 30
China's financial network with international spillovers: A first look 1 1 1 11 1 16 22 71
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence 0 0 1 30 1 5 12 122
Conditional co-skewness and safe-haven currencies: A regime switching approach 0 0 1 14 1 7 14 70
Contagion around the October 1987 stock market crash 0 0 1 55 0 4 7 173
Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence 0 0 0 36 0 3 4 115
Do Euro exchange rates follow a martingale? Some out-of-sample evidence 0 0 0 21 0 3 5 171
Do futures lead price discovery in electronic foreign exchange markets? 0 0 0 9 0 1 6 52
Does corporate governance matter in competitive industries? Evidence from China 0 0 3 32 2 13 21 140
European Stock Market Integration: Does EMU Matter? 0 0 0 17 2 4 6 54
European public real estate market integration 0 1 1 123 2 7 7 378
Extreme Correlation of Stock and Bond Futures Markets: International Evidence 0 0 0 28 2 8 8 92
Financial crisis and African stock market integration 0 0 0 266 0 5 6 874
Fiscal deficits and mean reversion in real exchange rates 0 0 0 21 1 1 1 82
Fiscal policy and asset markets: A semiparametric analysis 0 0 0 82 0 7 10 257
Futures Trading Activity and Commodity Cash Price Volatility 0 0 1 19 2 4 11 85
Government bond market linkages: evidence from Europe 0 0 0 115 1 3 3 402
Housing market spillovers through the lens of transaction volume: A new spillover index approach 0 0 0 6 3 6 8 37
Housing price spillovers in China: A high-dimensional generalized VAR approach 0 0 0 61 1 9 16 232
Impact of interest rate swaps on corporate capital structure: an empirical investigation 0 0 2 199 3 14 19 868
Increasing Integration Between the United States and Other International Stock Markets?: A Recursive Cointegration Analysis 0 0 0 69 3 6 6 266
Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi 0 0 0 14 0 6 7 75
Information flows within and across sectors in Chinese stock markets 0 0 1 32 1 6 8 150
Information transmission between Eurocurrency and domestic interest rates: evidence from the UK 0 0 0 31 0 5 6 155
Institutional quality and sovereign credit default swap spreads 0 0 2 12 2 6 12 43
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests 0 0 1 70 0 5 7 356
International bond market linkages: a structural VAR analysis 0 1 1 192 0 3 5 488
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 0 50 2 3 6 259
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China 0 0 0 0 0 4 9 233
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 50 0 12 14 200
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 0 0 44 1 2 4 162
Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis 0 0 0 107 0 8 11 385
Market efficiency of US grain markets: Application of cointegration tests 0 0 0 0 0 2 6 64
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 0 38 0 3 5 147
Nonlinearity, data-snooping, and stock index ETF return predictability 0 0 1 65 0 3 10 180
On the stability of long-run relationships between emerging and US stock markets 0 0 0 53 0 2 6 173
Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach 0 0 0 24 1 1 1 59
PRICE DISCOVERY IN WHEAT FUTURES MARKETS 0 0 0 119 0 4 7 370
Price Discovery in Wheat Futures Markets 0 0 0 5 0 3 6 40
Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs 0 0 0 64 0 2 4 198
Price and Volatility Transmission in International Wheat Futures 0 0 0 45 0 3 6 285
Price discovery in chinese agricultural futures markets: A comprehensive look 0 0 3 32 4 11 24 88
Realized volatility and correlation in energy futures markets 0 0 0 4 0 4 6 39
Return and volatility transmission between China's and international crude oil futures markets: A first look 0 0 2 30 0 9 17 86
Stock market integration and financial crises: the case of Asia 0 0 0 313 4 13 18 935
THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION 0 0 0 58 0 3 8 216
The International Price Transmission in Stock Index Futures Markets 0 0 0 110 0 2 2 549
The Law of One Price: Developed and Developing Country Market Integration 0 0 0 0 0 4 14 26
The differential impact of the bank–firm relationship on IPO underpricing: evidence from China 0 0 0 9 0 3 8 80
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 1 4 5 14
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 0 2 6 735
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets 0 1 2 10 0 4 10 51
The informational role of commodity prices in formulating monetary policy: a reexamination 0 0 0 72 0 1 4 257
The informational role of open interest in futures markets 0 0 2 220 0 4 9 723
The relationship between stock returns and volatility in international stock markets 1 1 1 123 3 8 14 434
The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence 1 2 7 264 3 20 40 799
The structure of interdependence in international stock markets 0 0 3 336 0 4 9 944
The wealth effect of swap usage in the food processing industry 0 0 0 0 0 4 4 107
Time-Varying Risk-Return Trade-off in the Stock Market 1 1 1 7 2 5 8 89
Time‐Varying Risk–Return Trade‐off in the Stock Market 0 1 1 5 0 2 3 28
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 0 0 1 27 0 1 7 90
U.S. Monetary Policy Surprises and International Securitized Real Estate Markets 0 0 1 44 1 5 11 165
U.S. Monetary Policy Surprises and Mortgage Rates 0 0 0 12 0 2 2 37
Volatility spillovers in commodity futures markets: A network approach 0 1 3 32 1 10 21 77
Total Journal Articles 5 11 51 4,636 57 366 648 17,011

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04