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Discussion of "the impact of policy initiatives on credit spreads during the 2007 - 09 financial crisis"
Yu, Jialin - In: International journal of central banking : IJCB 9 (2013) 1, pp. 105-107
Persistent link: https://www.econbiz.de/10010118083
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Saddlepoint approximations for continuous-time Markov processes
Ai¨t-Sahalia, Yacine; Yu, Jialin - In: Journal of econometrics 134 (2006) 2, pp. 507-552
Persistent link: https://www.econbiz.de/10007279804
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LACK-OF-RECALL AND CENTRALIZED MONETARY TRADE
temzelides, ted; yu, jialin - In: International economic review 45 (2004) 4, pp. 1221-1228
Persistent link: https://www.econbiz.de/10006020286
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THE CHINESE WARRANTS BUBBLE
Xiong, Wei; Yu, Jialin - 2009
Persistent link: https://www.econbiz.de/10008334018
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Disagreement and return predictability of stock portfolios
Yu, Jialin - In: Journal of financial economics 99 (2011) 1, pp. 162-184
Persistent link: https://www.econbiz.de/10008770471
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Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan
Yu, Jialin - In: Journal of econometrics 141 (2007) 2, pp. 1245-1280
Persistent link: https://www.econbiz.de/10007859754
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Simple Forecasts and Paradigm Shifts
Hong, Harrison; Stein, Jeremyc; Yu, Jialin - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1207-1242
Persistent link: https://www.econbiz.de/10007728982
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HIGH FREQUENCY MARKET MICROSTRUCTURE NOISE ESTIMATES AND LIQUIDITY MEASURES
Ait-Sahalia, Yacine; Yu, Jialin - 2008
Persistent link: https://www.econbiz.de/10007978541
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Firms as buyers of last resort
Hong, Harrison; Wang, Jiang; Yu, Jialin - In: Journal of financial economics 88 (2008) 1, pp. 119-145
Persistent link: https://www.econbiz.de/10007995433
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The Chinese Warrants Bubble
Xiong, Wei; Yu, Jialin - In: The American economic review 101 (2011) 6, pp. 2723-2754
Persistent link: https://www.econbiz.de/10009798437