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~accessRights:"restricted"
~language:"eng"
~language:"eus"
~language:"fra"
~language:"rus"
~person:"Battigalli, Pierpaolo"
~person:"Caporale, Guglielmo Maria"
~person:"Haan, Jakob de"
~person:"Horváth, Roman"
~person:"Martín Herrán, Guiomar"
~person:"Zhang, Yaojie"
~subject:"Exchange rate"
~subject:"Game theory"
~subject:"Geldpolitik"
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference paper"
~type_genre:"Forschungsbericht"
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Exchange rate
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Battigalli, Pierpaolo
Caporale, Guglielmo Maria
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Zhang, Yaojie
Gupta, Rangan
157
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77
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73
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58
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49
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ECONIS (ZBW)
130
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1
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
2
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
3
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
4
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
5
Belief change, rationality, and strategic reasoning in sequential games
Battigalli, Pierpaolo
;
Catonini, Emiliano
;
Manili, J.
- In:
Games and economic behavior
142
(
2023
),
pp. 527-551
Persistent link: https://www.econbiz.de/10014470400
Saved in:
6
Capital flows, economic growth and the real effective exchange rate : evidence from China
Tian, Xin
;
Haan, Jakob de
;
Zhao, Yanping
- In:
Economic and political studies : EPS
11
(
2023
)
1
,
pp. 123-147
Persistent link: https://www.econbiz.de/10014251305
Saved in:
7
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
8
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
9
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
10
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
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