Similar Search Results

Fiscal policy and asset markets : a semiparametric analysis

Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150

Persistent link: https://www.econbiz.de/10003783794

Interest rate linkages in the Eurocurrency market : contemporaneous and out-of-sample Granger causality tests

Wang, Zijun; Yang, Jian; Li, Qi - In: Journal of international money and finance 26 (2007) 1, pp. 86-103

Persistent link: https://www.econbiz.de/10003416798

The emerging market crisis and stock market linkages : further evidence

Yang, Jian; Hsiao, Cheng; Li, Qi; Wang, Zijun - In: Journal of applied econometrics 21 (2006) 6, pp. 727-744

Persistent link: https://www.econbiz.de/10003387912

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

Fiscal deficits and mean reversion in real exchange rates

Gu, Jingping; Li, Qi; Yang, Jian - In: Economics Letters 118 (2013) 2, pp. 300-303

The mean reversion of real exchange rates in G5 countries depends on both countries’ fiscal deficits/surplus in a nonlinear way. When the fiscal policy pushes the real exchange rate to be deviated further away from the equilibrium level, the mean reversion process is faster.

Persistent link: https://www.econbiz.de/10010608078