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Partnership dissolution and proprietary information

Li, Jianpei; Xue, Yi; Wu, Wei-xing - In: Social choice and welfare 40 (2013) 2, pp. 495-527

Persistent link: https://www.econbiz.de/10009696103

Butterfly effect : the US real estate market downturn and the Asian recession

Xue, Yi; He, Yin; Shao, Xinjian - In: Finance research letters 9 (2012) 2, pp. 92-102

Persistent link: https://www.econbiz.de/10009615892

Hierarchical information and the rate of information diffusion

Xue, Yi; Gençay, Ramazan - In: Journal of economic dynamics & control 36 (2012) 9, pp. 1372-1401

Persistent link: https://www.econbiz.de/10009655665

Trading frequency and volatility clustering

Xue, Yi; Gençay, Ramazan - In: Journal of banking & finance 36 (2012) 3, pp. 760-773

Persistent link: https://www.econbiz.de/10009540486

Bipower variation with jumps and correlated returns

Duan, Yunpeng; Xue, Yi - In: Economics letters 125 (2014) 3, pp. 367-371

Persistent link: https://www.econbiz.de/10010506017

Trading mechanisms and market quality : limit-order books versus dealership markets

Xing, Xiaochuan; Xue, Yi - In: Economics letters 154 (2017), pp. 35-44

Persistent link: https://www.econbiz.de/10011810715

Is it Brownian or fractional Brownian motion?

Li, Meiyu; Gençay, Ramazan; Xue, Yi - In: Economics letters 145 (2016), pp. 52-55

Persistent link: https://www.econbiz.de/10011618176

Economic links and credit spreads

Gençay, Ramazan; Signori, Daniele; Xue, Yi; Yu, Xiao; … - In: Journal of banking & finance 55 (2015), pp. 157-169

Persistent link: https://www.econbiz.de/10011378552

Contagion in a Network of Heterogeneous Banks

Gençay, Ramazan - 2019

We consider a financial network where banks are heterogeneous in scales and each bank has only local knowledge regarding the network. Each bank must make counterparty and portfolio decisions while facing uncertainty regarding the network structure. Such uncertainty plays an important role in...

Persistent link: https://www.econbiz.de/10012901033

Bogus joint liability groups in microfinance

Karajvanov, Alexander K.; Xing, Xiaochuan; Xue, Yi - In: European economic review : EER 122 (2020), pp. 1-32

Persistent link: https://www.econbiz.de/10012264474