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Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.; Xiao, Zhijie; Yu, Jun - In: Journal of econometrics 169 (2012) 2, pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
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Recent Advances in nonstationary time series : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S. (contributor);  … - 2012
Persistent link: https://www.econbiz.de/10009671554
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Dynamics of the federal funds target rate : a nonstationary discrete choice approach
Hu, Ling; Phillips, Peter C. B. - In: Journal of applied econometrics 19 (2004) 7, pp. 851-867
Persistent link: https://www.econbiz.de/10002467829
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The cross-border impacts of China's official rate shocks on stock returns of Chinese concepts shares listed on U.S. market
Dong, Weijia; Lien, Da-hsiang Donald; Lv, Xin; Tan, … - In: International review of economics & finance : IREF 76 (2021), pp. 1305-1322
Persistent link: https://www.econbiz.de/10013176937
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Uncertainty, confidence, and monetary policy in China
Lien, Da-hsiang Donald; Sun, Yuchen; Zhang, Chengsi - In: International review of economics & finance : IREF 76 (2021), pp. 1347-1358
Persistent link: https://www.econbiz.de/10013176941
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Together in bad times? : the effect of COVID-19 on inflation spillovers in China
Xu, Yingying; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 91 (2024), pp. 316-331
Persistent link: https://www.econbiz.de/10014492151
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Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao; Lien, Da-hsiang Donald; Tsai, Wei-Che - In: Pacific-Basin finance journal 80 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014463313
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A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald - In: The journal of futures markets 28 (2008) 7, pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
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Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590