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Nonlinearity, data-snooping, and stock index ETF return predictability

Yang, Jian; Cabrera, Juan; Wang, T'ao - In: European journal of operational research : EJOR 200 (2009/10) 2, pp. 498-507

Persistent link: https://www.econbiz.de/10003897177

China : Sources of Real Exchange Rate Fluctuations

Wang, Tao - 2004

This paper reviews the evolution of China''s real effective exchange rate between 1980 and 2002, and uses a structural vector autoregression model to study the relative importance of different types of macroeconomic shocks for fluctuations in the real exchange rate. The structural decomposition...

Persistent link: https://www.econbiz.de/10014404124

Information transmission between Eurocurrency and domestic interest rates : evidence from the UK

Yang, Jian - In: Applied financial economics 16 (2006) 9, pp. 675-685

Persistent link: https://www.econbiz.de/10003334979

Exchange rate dynamics

Wang, T'ao - In: China's growth and integration into the world economy : …, (pp. 21-28). 2004

Persistent link: https://www.econbiz.de/10002164631

Sources of real exchange rate fluctuations in China

Wang, T'ao - In: Journal of comparative economics : the journal of the … 33 (2005) 4, pp. 753-771

Persistent link: https://www.econbiz.de/10003251032

Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence

Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154

Persistent link: https://www.econbiz.de/10003854572

Extreme correlation of stock and bond futures markets : international evidence

Chui, Chin Man; Yang, Jian - In: The financial review : the official publication of the … 47 (2012) 3, pp. 565-587

Persistent link: https://www.econbiz.de/10009577033

The relationship between stock returns and volatility in international stock markets

Li, Qi; Yang, Jian; Hsiao, Cheng; Chang, Young-jae - In: Journal of empirical finance 12 (2005) 5, pp. 650-665

Persistent link: https://www.econbiz.de/10003190360

Modeling stock volatility with trading information

Li, Huirong; Yang, Jian - 1999

Persistent link: https://www.econbiz.de/10001455778

Examining intraday returns with buy/sell information

Lin, Shinn-juh; Yang, Jian - In: Applied financial economics 13 (2003) 6, pp. 447-461

Persistent link: https://www.econbiz.de/10001770761