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Forecasting short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu
;
Liu, Xiaochun
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
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Cyclicality of stock market volatility
You, Yu
;
Liu, Xiaochun
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 645-649
Persistent link: https://www.econbiz.de/10012204297
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Do capital controls enhance monetary independence?
You, Yu
;
Kim, Yoonbai
;
Ren, Xiaomei
- In:
Review of development economics
18
(
2014
)
3
,
pp. 475-489
Persistent link: https://www.econbiz.de/10010503611
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