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 3 3 19 380
Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application 1 1 3 16 2 2 12 71
Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions 0 0 0 16 1 2 7 38
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market 0 0 0 68 3 3 10 346
International transmission of inflation among G-7 countries: a data-determined VAR analysis 0 0 0 117 1 2 11 538
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 89 4 5 15 571
THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION 0 0 0 91 3 5 10 271
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 0 0 11 1,280
Total Working Papers 1 1 3 899 17 22 95 3,495

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 1 185 1 1 5 550
Are there exploitable trends in commodity futures prices? 0 0 0 26 8 18 31 146
Asset storability and hedging effectiveness in commodity futures markets 0 0 0 101 0 2 13 378
Asset storability and price discovery in commodity futures markets: A new look 0 0 0 26 3 4 19 139
Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets 1 1 1 49 3 3 12 177
CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES 0 0 0 23 0 0 6 118
Causal linkages between US and Eurodollar interest rates: further evidence 0 0 0 104 1 3 9 400
Central bank communications and equity ETFs 0 0 0 5 2 2 9 35
China's financial network with international spillovers: A first look 0 0 1 11 0 0 26 76
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence 0 0 0 30 1 2 13 130
Conditional co-skewness and safe-haven currencies: A regime switching approach 0 1 2 16 3 7 28 90
Contagion around the October 1987 stock market crash 0 0 1 56 1 2 16 184
Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence 0 0 0 36 2 3 7 119
Do Euro exchange rates follow a martingale? Some out-of-sample evidence 0 0 0 21 1 1 11 178
Do futures lead price discovery in electronic foreign exchange markets? 0 0 0 9 6 7 9 60
Does corporate governance matter in competitive industries? Evidence from China 0 0 2 32 4 6 26 149
European Stock Market Integration: Does EMU Matter? 0 0 1 18 3 5 14 64
European public real estate market integration 0 0 1 123 2 3 11 382
Extreme Correlation of Stock and Bond Futures Markets: International Evidence 0 0 0 28 1 1 14 98
Financial crisis and African stock market integration 0 0 0 266 1 2 9 878
Fiscal deficits and mean reversion in real exchange rates 0 0 0 21 0 0 7 88
Fiscal policy and asset markets: A semiparametric analysis 0 1 1 83 0 2 10 259
Futures Trading Activity and Commodity Cash Price Volatility 0 0 0 19 0 0 8 88
Government bond market linkages: evidence from Europe 0 0 0 115 2 4 13 412
Housing market spillovers through the lens of transaction volume: A new spillover index approach 0 0 0 6 2 3 15 45
Housing price spillovers in China: A high-dimensional generalized VAR approach 0 0 0 61 2 7 22 245
Impact of interest rate swaps on corporate capital structure: an empirical investigation 0 1 1 200 1 2 25 879
Increasing Integration Between the United States and Other International Stock Markets?: A Recursive Cointegration Analysis 0 0 0 69 0 0 6 266
Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi 0 0 0 14 1 3 12 81
Information flows within and across sectors in Chinese stock markets 0 0 0 32 2 2 10 154
Information transmission between Eurocurrency and domestic interest rates: evidence from the UK 1 1 1 32 1 1 10 160
Institutional quality and sovereign credit default swap spreads 0 0 0 12 0 0 17 54
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests 0 0 0 70 2 3 12 363
International bond market linkages: a structural VAR analysis 0 0 1 192 0 1 10 493
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 0 50 1 1 11 266
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China 0 0 0 0 6 6 18 247
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 50 1 2 20 207
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 0 0 44 1 1 6 164
Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis 0 0 0 107 0 2 14 391
Market efficiency of US grain markets: Application of cointegration tests 0 0 0 0 3 3 9 70
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 0 38 2 4 9 153
Nonlinearity, data-snooping, and stock index ETF return predictability 0 0 0 65 2 4 19 194
On the stability of long-run relationships between emerging and US stock markets 0 1 1 54 1 3 10 179
Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach 0 0 0 24 0 1 3 61
PRICE DISCOVERY IN WHEAT FUTURES MARKETS 0 0 0 119 4 5 13 379
Price Discovery in Wheat Futures Markets 0 0 0 5 3 4 9 46
Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs 0 0 0 64 1 3 8 203
Price and Volatility Transmission in International Wheat Futures 0 0 0 45 0 3 11 293
Price discovery in chinese agricultural futures markets: A comprehensive look 1 1 2 34 4 5 29 104
Realized volatility and correlation in energy futures markets 0 1 1 5 6 8 12 47
Return and volatility transmission between China's and international crude oil futures markets: A first look 0 1 1 31 1 2 13 90
Stock market integration and financial crises: the case of Asia 0 0 0 313 4 5 25 944
THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION 0 0 0 58 0 1 7 220
The International Price Transmission in Stock Index Futures Markets 0 0 0 110 0 0 5 552
The Law of One Price: Developed and Developing Country Market Integration 0 0 0 0 0 1 11 29
The differential impact of the bank–firm relationship on IPO underpricing: evidence from China 0 0 0 9 1 1 9 85
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 1 1 8 18
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 0 0 8 740
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets 0 0 2 11 10 17 29 74
The informational role of commodity prices in formulating monetary policy: a reexamination 0 0 0 72 0 0 7 261
The informational role of open interest in futures markets 0 0 0 220 4 4 10 728
The relationship between stock returns and volatility in international stock markets 0 0 1 123 2 4 19 443
The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence 2 4 8 270 4 14 48 822
The structure of interdependence in international stock markets 0 0 0 336 3 3 13 952
The wealth effect of swap usage in the food processing industry 0 0 0 0 1 1 14 117
Time-Varying Risk-Return Trade-off in the Stock Market 0 0 1 7 4 4 15 99
Time‐Varying Risk–Return Trade‐off in the Stock Market 0 0 1 5 2 3 7 33
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 0 0 0 27 0 0 4 93
U.S. Monetary Policy Surprises and International Securitized Real Estate Markets 0 0 0 44 2 3 13 172
U.S. Monetary Policy Surprises and Mortgage Rates 0 0 1 13 0 0 6 41
Volatility spillovers in commodity futures markets: A network approach 0 0 4 35 2 4 27 92
Total Journal Articles 5 13 37 4,660 132 223 964 17,547

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Statistics updated 2026-11-12