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Government bond market linkages : evidence from Europe

Yang, Jian - In: Applied financial economics 15 (2005) 9, pp. 599-610

Persistent link: https://www.econbiz.de/10002954789

Interest rate linkages in the Eurocurrency market : contemporaneous and out-of-sample Granger causality tests

Wang, Zijun; Yang, Jian; Li, Qi - In: Journal of international money and finance 26 (2007) 1, pp. 86-103

Persistent link: https://www.econbiz.de/10003416798

Causal linkages between US and Eurodollar interest rates : further evidence

Yang, Jian; Shin, Jaeun; Khan, M. M. Moosa - In: Applied economics 39 (2007) 1/3, pp. 135-144

Persistent link: https://www.econbiz.de/10003427266

Information flows within and across sectors in Chinese stock markets

Wang, Zijun; Kutan, Ali Mustafa; Yang, Jian - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 767-780

Persistent link: https://www.econbiz.de/10003099294

Price dynamics in the international wheat market : modelling with error correction and directed acyclic graphs

Bessler, David A.; Yang, Jian; Wongcharupan, Metha - In: Journal of regional science 43 (2003) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10001747948

Price and volatility transmission in international wheat futures markets

Yang, Jian; Zhang, Jin; Leatham, David J. - In: Annals of economics and finance 4 (2003) 1, pp. 37-50

Persistent link: https://www.econbiz.de/10001793642

Price Dynamics in the International Wheat Market : Modeling with Error Correction and Directed Acyclic Graphs

Bessler, David; Yang, Jian; Wongcharupan, Metha - 2003

In this paper we examine dynamic relationships among wheat prices from five countries for the years 1981-1999. Error correction models and directed acyclic graphs are employed with observational data to sort-out the dynamic causal relationships among prices from major wheat producing regions:...

Persistent link: https://www.econbiz.de/10014087939