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A hybrid nonparametric multiva...
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1
Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets
Lin, Juan
;
Wu, Ximing
;
Yang, Panye
- In:
Applied economics
54
(
2022
)
60
,
pp. 6850-6862
Persistent link: https://www.econbiz.de/10013494324
Saved in:
2
Revisiting the return‐volatility relationship of exchange rates : New evidence from offshore <scp>RMB</scp>
Chen, Yue
;
Lin, Juan
;
Wu, Ximing
- In:
Pacific Economic Review
27
(
2021
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10012633723
Saved in:
3
Smooth tests of copula specifications
Lin, Juan
;
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 128-143
Persistent link: https://www.econbiz.de/10011389984
Saved in:
4
A sequential test for the specification of predictive densities
Lin, Juan
;
Wu, Ximing
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 190-220
Persistent link: https://www.econbiz.de/10011757383
Saved in:
5
A diagnostic test for specification of copulas under censorship
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 930-946
Persistent link: https://www.econbiz.de/10012295589
Saved in:
6
Revisiting the return-volatility relationship of exchange rates : new evidence from offshore RMB
Chen, Yue
;
Lin, Juan
;
Wu, Ximing
- In:
Pacific economic review
27
(
2022
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10013415313
Saved in:
7
Are institutional investors marching into the crypto market?
Huang, Xiaoran
;
Lin, Juan
;
Wang, Peng
- In:
Economics letters
220
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013473088
Saved in:
8
Macroeconomic uncertainty and firms' investment in China
Feng, Zhuozhao
;
Lin, Juan
- In:
Economics letters
226
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014312562
Saved in:
9
Measuring systemic risk in Asian foreign exchange markets
Chen, Yanghan
;
Lin, Juan
- In:
Journal of international money and finance
146
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015076034
Saved in:
10
Optimal bandwidth selection for nonparametric conditional distribution and quantile functions
Li, Qi
;
Lin, Juan
;
Racine, Jeffrey
-
2012
Persistent link: https://www.econbiz.de/10009630634
Saved in:
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