Research
Research
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Asset Price Volatility and Banks
Yu Zhang Journal of Mathematical Econom 20171011
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On the optimal quantity of liquid bonds
Samuel Huber, Jaehong Kim Journal of Economic Dynamics a 20170703
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A Sequential Test for The Specification of Predictive Densities
Juan Lin, Ximing Wu The Econometrics Journal 20170629
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Foreign Cash: Taxes, Internal Capital Markets, and Agency Problems
Jarrad Harford, Cong Wang, Kuo Zhang The Review of Financial Studie 20170527
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中国超长期国债的相对流动性溢价与收益率曲线的结构性建模
牛霖琳, 林木材 金融研究 20170417
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A Generalised Contagion Process with an Application to Credit Risk
Angelos Dassios, Hongbiao ZHAO International Journal of Theor 20170403
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Panel Data Models with Cross-sectional Dependence: A Selective Review
Qiuhua Xu, Zongwu Cai, Ying Fang Applied Mathematics: A Journal 20170210
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The Impact of Shanghai-Hong Kong Stock Connect Policy on A-H Share Price Premium
Qingliang Fan, Ting Wang Finance Research Letters 20161226
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A Functional Data Analysis Approach to Model Score Difference in Professional Basketball Games
Tao Chen, Qingliang Fan Journal of Applied Statistics 20161226
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地方政府债务隐忧及其风险传导——基于国债收益率与城投债利差的分析
牛霖琳, 洪智武, 陈国进 经济研究 20161225