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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Neely, Christopher J."
~person:"Xiao, Zhijie"
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Neely, Christopher J.
Xiao, Zhijie
Phillips, Peter C. B.
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Journal of econometrics
Journal of international money and finance
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ECONIS (ZBW)
30
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1
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
2
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
3
How persistent are unconventional monetary policy effects?
Neely, Christopher J.
- In:
Journal of international money and finance
126
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435491
Saved in:
4
Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya
;
Neely, Christopher J.
;
Weller, Paul A.
; …
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012795944
Saved in:
5
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
6
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
7
Quantile regression
Chernozhukov, Victor
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012304539
Saved in:
8
The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Boudt, Kris
;
Neely, Christopher J.
;
Sercu, Piet
; …
- In:
Journal of international money and finance
94
(
2019
),
pp. 32-47
Persistent link: https://www.econbiz.de/10012135140
Saved in:
9
What do mean impacts miss? : distributional effects of corporate diversification
Xiao, Zhijie
;
Xu, Lan
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 92-120
Persistent link: https://www.econbiz.de/10012304544
Saved in:
10
International channels of the Fed's unconventional monetary policy
Bauer, Michael D.
;
Neely, Christopher J.
- In:
Journal of international money and finance
44
(
2014
),
pp. 24-46
Persistent link: https://www.econbiz.de/10010391093
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