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A robust test for predictability with unknown persistence
Liu, Guannan; Yao, Shuang - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
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Financial network linkages to predict economic output
Huang, Wei-Qiang; Wang, Dan - In: Finance research letters 33 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012430928
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Forecasting macroeconomy using Granger-causality network connectedness
Wang, Dan; Huang, Wei-Qiang - In: Applied economics letters 28 (2021) 16, pp. 1363-1370
Persistent link: https://www.econbiz.de/10012609679
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Forecasting Chinese macroeconomy with volatility connectedness of financial institutions
Wang, Dan; Huang, Wei-Qiang - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 6, pp. 1797-1817
Persistent link: https://www.econbiz.de/10014290322
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Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang; Zhang, Jing; Liu, Peipei - In: Applied economics letters 30 (2023) 10, pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235