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Is the renminbi a safe-haven currency? : Evidence from conditional coskewness and cokurtosis

Cheng, Xin; Chen, Hongyi; Zhou, Yinggang - In: Journal of international money and finance 113 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012798503

Measuring the importance of RMB in the exchange rate spill-over networks : new indices of RMB internationalisation

Zhou, Yinggang; Cheng, Xin; Yiming, Wang - In: Economic and political studies : EPS 8 (2020) 3, pp. 331-354

Persistent link: https://www.econbiz.de/10012286200

Is China's Currency Increasingly Important? : New Evidence from Renminbi Exchange Rates

Zhou, Yinggang; Cheng, Xin - 2024

Chapter 1 Introduction -- Chapter 2 Literature Review -- Chapter 3 Is RMB Becoming Systemically Important? -- Chapter 4 Why is RMB Systemically Important? -- Chapter 5 Is RMB a Safe Haven Currency? -- Chapter 6 Conclusions -- References.

Persistent link: https://www.econbiz.de/10014544852

Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities

Zhou, Yinggang - In: Journal of banking & finance 38 (2014), pp. 216-228

Persistent link: https://www.econbiz.de/10010340777

What Makes the VIX Tick?

Bailey, Warren - 2014

We study minute-by-minute behavior of the VIX index and trading activity in the underlying S&P 500 options to understand the impact of macro and microeconomic forces on risk neutral volatility. VIX often increases with macroeconomic news, reflects the credibility of Fed monetary stimulus, and...

Persistent link: https://www.econbiz.de/10013065496

Do housing booms reduce fertility intentions? : evidence from the new two-child policy in China

Meng, Lina; Lu, Peng; Zhou, Yinggang - In: Regional science & urban economics 101 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014343222

Housing boom and household migration decision : new evidence from China

Meng, Lina; Xiao, Xiao; Zhou, Yinggang - In: The journal of real estate finance and economics 67 (2023) 3, pp. 453-479

Persistent link: https://www.econbiz.de/10014383375

China's real estate market

Rao, Xi; Zhou, Yinggang - In: The Chinese economy 43 (2010) 2, pp. 23-32

Persistent link: https://www.econbiz.de/10009238949

Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence

Yang, Jian; Zhou, Yinggang - In: Management science : journal of the Institute for … 59 (2013) 10, pp. 2343-2359

Persistent link: https://www.econbiz.de/10010202770

Conditional coskewness in stock and bond markets : time-series evidence

Yang, Jian; Zhou, Yinggang; Wang, Zijun - In: Management science : journal of the Institute for … 56 (2010) 11, pp. 2031-2049

Persistent link: https://www.econbiz.de/10008748077