Access Statistics for Wenying Yao

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
A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis 0 0 3 19 1 2 27 38
Cojump anchoring 0 0 0 7 1 4 9 34
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 0 51 1 4 11 118
Forecasting with EC-VARMA models 0 0 0 48 1 6 16 121
High frequency characterization of Indian banking stocks 0 0 0 20 0 4 10 75
Tests for Jumps in Yield Spreads 0 0 0 0 0 4 10 13
Tests for jumps in yield spreads 0 0 0 55 1 2 8 43
The Impact of Forward Guidance and Large-scale Asset Purchase Programs on Commodity Markets 0 0 1 36 0 5 24 112
The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements 0 1 2 33 0 3 25 129
Uncovering Sparse Financial Networks with Information Criteria 0 0 12 12 0 1 4 4
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 0 0 0 90 0 2 10 238
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 10 0 15 27 126
Total Working Papers 0 1 18 381 5 52 181 1,051

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective 0 0 2 3 0 2 15 23
Asymmetric jump beta estimation with implications for portfolio risk management 0 0 1 6 2 3 11 41
Characterizing financial crises using high-frequency data 0 0 1 4 4 6 14 26
Continuous and Jump Betas: Implications for Portfolio Diversification 0 0 2 18 3 7 23 123
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 0 2 14 53
Forecasting the volatility of asset returns: The informational gains from option prices 0 0 0 11 1 4 15 55
High-dimensional predictive regression in the presence of cointegration 0 1 4 17 0 3 15 55
High-frequency Characterisation of Indian Banking Stocks 0 0 0 2 2 3 8 38
Jump Risk in the US Financial Sector 0 0 0 5 1 2 17 37
Modelling Financial Contagion Using High Frequency Data 0 0 0 9 1 3 13 37
News and expected returns in East Asian equity markets: The RV-GARCHM model 0 0 0 7 0 1 5 48
On weak identification in structural VARMA models 0 0 0 8 0 6 19 57
Tail connectedness: Measuring the volatility connectedness network of equity markets during crises 0 0 1 3 0 8 25 34
Tests for Jumps in Yield Spreads 0 0 0 0 0 2 5 9
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market 0 0 1 17 6 14 35 87
The impact of forward guidance and large-scale asset purchase programs on commodity markets 0 0 0 7 0 5 20 39
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 0 1 14 0 1 8 91
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 0 2 11 0 1 9 50
Total Journal Articles 0 1 15 150 20 73 271 903

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 2026-07-10