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 1 2 3 19 6 18 28 36
Cojump anchoring 0 0 0 7 1 2 5 30
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 1 51 0 4 8 114
Forecasting with EC-VARMA models 0 0 0 48 1 9 12 115
High frequency characterization of Indian banking stocks 0 0 0 20 0 2 6 70
Tests for Jumps in Yield Spreads 0 0 0 0 1 4 5 8
Tests for jumps in yield spreads 0 0 0 55 0 3 7 40
The Impact of Forward Guidance and Large-scale Asset Purchase Programs on Commodity Markets 0 0 3 36 0 8 22 106
The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements 0 0 1 32 5 15 23 126
Uncovering Sparse Financial Networks with Information Criteria 12 12 12 12 1 3 3 3
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 0 0 0 90 1 7 8 236
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 10 1 10 13 110
Total Working Papers 13 14 20 380 17 85 140 994

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 1 2 0 9 13 20
Asymmetric jump beta estimation with implications for portfolio risk management 1 1 2 6 2 4 7 36
Characterizing financial crises using high-frequency data 0 0 0 3 1 6 8 18
Continuous and Jump Betas: Implications for Portfolio Diversification 0 1 2 18 1 10 15 115
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 2 9 12 50
Forecasting the volatility of asset returns: The informational gains from option prices 0 0 1 11 0 6 11 49
High-dimensional predictive regression in the presence of cointegration 1 1 4 16 2 4 10 48
High-frequency Characterisation of Indian Banking Stocks 0 0 0 2 0 3 6 35
Jump Risk in the US Financial Sector 0 0 0 5 0 6 17 35
Modelling Financial Contagion Using High Frequency Data 0 0 0 9 0 2 9 33
News and expected returns in East Asian equity markets: The RV-GARCHM model 0 0 0 7 1 4 4 47
On weak identification in structural VARMA models 0 0 0 8 4 9 12 50
Tail connectedness: Measuring the volatility connectedness network of equity markets during crises 0 0 3 3 2 5 24 24
Tests for Jumps in Yield Spreads 0 0 0 0 0 2 3 7
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market 0 1 1 17 2 12 16 68
The impact of forward guidance and large-scale asset purchase programs on commodity markets 0 0 1 7 3 13 20 34
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 0 1 14 0 3 7 90
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 0 2 11 0 4 8 49
Total Journal Articles 2 4 18 147 20 111 202 808

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Statistics updated 2026-03-04