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  • Search: person:"Yao, Dengbao"
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Year of publication
Subject
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China 2 Ansteckungseffekt 1 Arbitrage 1 Arbitrage Pricing 1 Arbitrage pricing 1 Bankenkrise 1 Banking crisis 1 Bichteler-Dellaccherie Theorem 1 Bruttoinlandsprodukt 1 Business network 1 Causality analysis 1 Commodity price 1 Commodity prices 1 Contagion effect 1 Doob-Meyer Decomposition 1 Estimation 1 Financial crisis 1 Finanzkrise 1 Geldmarkt 1 Geldpolitik 1 Gross domestic product 1 Inflation 1 Interbank market 1 Interbankenmarkt 1 Kausalanalyse 1 Komlos Lemma 1 Markov chain 1 Markov-Kette 1 Martingal 1 Martingale 1 Monetary policy 1 Money market 1 Network 1 Netzwerk 1 Nichtlineare Regression 1 Nonlinear regression 1 Portfolio selection 1 Portfolio-Management 1 Regelbindung versus Diskretion 1 Rohstoffpreis 1
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Undetermined 2
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Yao, Dengbao 4 Liu, Xiaoxing 3 Zhang, Xu 3 Hang, Jianqin 2 Mao, Junjun 1 Samura, Sallieu Kabay 1
Published in...
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Applied economics 1 Applied economics letters 1 International journal of monetary economics and finance 1 Journal of mathematical finance 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
Cover Image
The dynamic causality between commodity prices, inflation and output in China : a bootstrap rolling window approach
Zhang, Xu; Liu, Xiaoxing; Hang, Jianqin; Yao, Dengbao - In: Applied economics 50 (2018) 4, pp. 407-425
Persistent link: https://www.econbiz.de/10011846976
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A regime-switching approach to estimating the nonlinear quantity-based monetary policy rule in China
Zhang, Xu; Liu, Xiaoxing; Hang, Jianqin; Yao, Dengbao - In: Applied economics letters 24 (2017) 1/3, pp. 132-135
Persistent link: https://www.econbiz.de/10011703973
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Cover Image
Financial contagion in interbank network
Yao, Dengbao; Liu, Xiaoxing; Zhang, Xu - In: International journal of monetary economics and finance 9 (2016) 2, pp. 132-148
Persistent link: https://www.econbiz.de/10011548342
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Cover Image
Semimartingale property and its connections to arbitrage
Samura, Sallieu Kabay; Mao, Junjun; Yao, Dengbao - In: Journal of mathematical finance 3 (2013) 2, pp. 237-241
Persistent link: https://www.econbiz.de/10010239605
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