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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

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

"Optimal" probabilistic and directional predictions of financial returns

Thomakos, Dimitrios D.; Wang, T'ao - In: Journal of empirical finance 17 (2010) 1, pp. 102-119

Persistent link: https://www.econbiz.de/10003943949

Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns

Thomakos, Dimitrios D.; Wang, T'ao; Wu, Jingtao; … - In: The journal of futures markets 28 (2008) 9, pp. 815-844

Persistent link: https://www.econbiz.de/10003746355

Realized volatility in the futures markets

Thomakos, Dimitrios D.; Wang, T'ao - In: Journal of empirical finance 10 (2003) 3, pp. 321-353

Persistent link: https://www.econbiz.de/10001752107

China : Sources of Real Exchange Rate Fluctuations

Wang, Tao - 2006

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/10012783233