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A simple and robust counterfactual impact evaluation
Du, Zaichao; Pei, Pei - In: Economics letters 207 (2021), pp. 1-3
Persistent link: https://www.econbiz.de/10013169928
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Backtesting portfolio value‐at‐risk with estimated portfolio weights
Du, Zaichao; Pei, Pei - In: Journal of Time Series Analysis 41 (2020) 5, pp. 605-619
Persistent link: https://www.econbiz.de/10012283123
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The impacts of China’s exchange rate regime reform in 2005 : A counterfactual analysis
Du, Zaichao; Li, Jie; Pei, Pei - In: Review of Development Economics 25 (2020) 1, pp. 430-448
Persistent link: https://www.econbiz.de/10012284070