An Extensive Study on Markov Switching Models with Endogenous Regressors

Xia Wang, Yuhuang Shang, Tingguo Zheng Studies in Nonlinear Dynamics 20160221

Smooth Tests of Copula Specifications

Juan Lin, Ximing Wu Journal of Business & Economic 20160221

Quantitative Easing and Volatility Spillovers across Countries and Asset Classes

Zihui Yang, Yinggang Zhou Management Science 20160221

Why the Housing Sector Leads the Whole Economy: The Importance of Collateral Constraints and News Shocks

Yu Ren, Yufei Yuan The Journal of Real Estate Fin 20160221

Adaptive Dynamic Nelson–Siegel Term Structure Model with Applications

Ying Chen, Linlin Niu Journal of Econometrics 20160221

A Realized Stochastic Volatility Model With Box–Cox Transformation

Tingguo Zheng, Tao Song Journal of Business & Economic 20160221

Judicial Local Protectionism In China: An Empirical Study Of IP Cases

Cheryl Xiaoning Long, Jun Wang International Review of Law an 20160221

Human Capital, Household Capital and Asset Returns

Yu Ren, Yufei Yuan, Yang Zhang Journal of Banking & Finance 20160221

Challenges for Panel Financial Analysis

Cheng Hsiao Econometrics of Risk 20160221

The Impact of Intensive Farming on Land Tenure: Evidence from Confucius' Manors (1759–1901)

He Yang China Economic Review 20160221