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On maximum likelihood estimation of competing risks using the cause-specific semi-parametric Cox model with time-varying covariates : an application to credit risk
Thackham, Mark; Ma, Jun - In: Journal of the Operational Research Society 73 (2022) 1, pp. 5-14
Persistent link: https://www.econbiz.de/10012872877
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Dynamic comovement among banks, systemic risk, and the macroeconomy
Kapinos, Pavel; Kishor, N. Kundan; Ma, Jun - In: Journal of banking & finance 138 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013461953
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Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - 2022
Persistent link: https://www.econbiz.de/10013435217
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Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - In: Journal of economic behavior & organization : JEBO 197 (2022), pp. 50-72
Persistent link: https://www.econbiz.de/10013383142
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Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
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Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of applied econometrics 38 (2023) 7, pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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Is there a national housing market bubble brewing in the United States?
Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - In: Macroeconomic dynamics 27 (2023) 8, pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
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Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - In: International review of finance : the official journal … 24 (2024) 1, pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
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Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate
Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of international money and finance 143 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014551345
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Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992