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Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
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On variance bounds for asset price changes
Lansing, Kevin J. - In: Journal of financial markets 28 (2016), pp. 132-148
Persistent link: https://www.econbiz.de/10011722241
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Minimum contrast empirical likelihood inference of discontinuity in density
Ma, Jun; Jales, Hugo; Yu, Zhengfei - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 934-950
Persistent link: https://www.econbiz.de/10012313380
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Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
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The impact of EMU on bond yield convergence : evidence from a time-varying dynamic factor model
Bhatt, Vipul; Kishor, N. Kundan; Ma, Jun - In: Journal of economic dynamics & control 82 (2017), pp. 206-222
Persistent link: https://www.econbiz.de/10011915566
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Spurious inference in the GARCH (1,1) model : when it is weakly identified
Ma, Jun; Nelson, Charles R.; Startz, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10009512627
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The dynamic impacts of skewness on the risk-return relationship in the dry bulk spot freight rates and FFAs
Sun, Xiaolin; Ma, Jun; Guo, Haifeng; Liu, Hailong - In: Applied economics 55 (2023) 18, pp. 1991-2004
Persistent link: https://www.econbiz.de/10014294827
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Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of applied econometrics 38 (2023) 7, pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate
Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of international money and finance 143 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014551345
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Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - In: International review of finance : the official journal … 24 (2024) 1, pp. 154-162
Persistent link: https://www.econbiz.de/10014507523