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Does government investment crowd out private investment in China?

Xu, Xiaoming; Yan, Yanyang - In: Journal of economic policy reform 17 (2014) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10010358439

Yan, Yanyang - 2014

In this paper, we develop a dynamic model of optimal investment for shareholders by using the utility-indifference pricing theory. The marginal value of cash holdings is measured in shareholder's marginal utility of cash. The model predicts that the marginal value of cash varies negatively with...

Persistent link: https://www.econbiz.de/10013044856

Industry volatility concentration and the predictability of aggregate stock market volatility

He, Mengxi; Wen, Danyan; Xing, Lu; Zhang, Yaojie - In: International review of economics & finance : IREF 95 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015143902

Forecasting crude oil prices : a scaled PCA approach

He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012820812

Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error

He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Applied economics 54 (2022) 50, pp. 5811-5826

Persistent link: https://www.econbiz.de/10013411306

Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism

Wen, Danyan; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 96 (2021), pp. 209-219

Persistent link: https://www.econbiz.de/10012745351

Risk spillovers between oil and stock markets : a VAR for VaR analysis

Wen, Danyan; Wang, Gang-Jin; Ma, Chaoqun; Wang, Yudong - In: Energy economics 80 (2019), pp. 524-535

Persistent link: https://www.econbiz.de/10012173682

When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin

Wang, Gang-Jin; Chi, Xie; Wen, Danyan; Zhao, Longfeng - In: Finance research letters 31 (2019), pp. 489-497

Persistent link: https://www.econbiz.de/10012421780

Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach

Wen, Danyan; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Journal of forecasting 41 (2022) 2, pp. 230-251

Persistent link: https://www.econbiz.de/10012817722

Forecasting crude oil prices : do technical indicators need economic constraints?

Wen, Danyan; He, Mengxi; Liu, Li; Zhang, Yaojie - In: Quantitative finance 22 (2022) 8, pp. 1545-1559

Persistent link: https://www.econbiz.de/10013367928