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Nonlinear prediction of exchange rates with monetary fundamentals

Qi, Min; Wu, Yangru - In: Journal of empirical finance 10 (2003) 5, pp. 623-640

Persistent link: https://www.econbiz.de/10001806976

A simple indicator of systemic risk

Patro, Dilip Kumar; Qi, Min; Sun, Xian - In: Journal of financial stability 9 (2013) 1, pp. 105-116

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A Simple Indicator of Systemic Risk

Patro, Dilip Kumar - 2010

We examine the relevance and effectiveness of stock return correlations among financial institutions as an indicator of systemic risk. By analyzing the trends and fluctuations of daily stock return correlations and default correlations among the 22 largest bank holding companies and investment...

Persistent link: https://www.econbiz.de/10013146907

Are there rational bubbles in foreign exchange markets? : Evidence from an alternative test

Wu, Yangru - In: Journal of international money and finance 14 (1995) 1, pp. 27-46

Persistent link: https://www.econbiz.de/10001176824

Identifying trends and breaks in primary commodity prices

Badillo, Dominique; Labys, Walter C.; Wu, Yangru - In: The European journal of finance 5 (1999) 4, pp. 315-330

Persistent link: https://www.econbiz.de/10001526066

Mean reversion across national stock markets and parametric contrarian investment strategies

Balvers, Ronald J.; Wu, Yangru; Gilliland, Erik - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 745-772

Persistent link: https://www.econbiz.de/10001497286

Random walk versus breaking trend in stock prices : evidence from emerging markets

Chaudhuri, Kausik (contributor); Wu, Yangru (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001552563

Random walk versus breaking trend in stock prices : evidence from emerging markets

Chaudhuri, Kausik; Wu, Yangru - In: Journal of banking & finance 27 (2003) 4, pp. 575-592

Persistent link: https://www.econbiz.de/10001745377

Momentum and mean reversion across national equity markets

Balvers, Ronald J.; Wu, Yangru - In: Journal of empirical finance 13 (2006) 1, pp. 24-48

Persistent link: https://www.econbiz.de/10003278622

Effective fair pricing of international mutual funds

Chua, Choong Tze; Lai, Sandy; Wu, Yangru - In: Journal of banking & finance 32 (2008) 11, pp. 2307-2324

Persistent link: https://www.econbiz.de/10003787167