AcademicsWorking Papers

• Haitao Li, Xiaoxia Ye A Type of HJM Based Affine Model: Theory and Empirical Evidence 201310142014
• Shihe Fu, Liwei Shan Agglomeration Economies and Local Comovement of Stock Returns 201310142041
• Hiroshi Fujiki, Cheng Hsiao Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 201310141997
• Chenghu Ma, Jiankang Zhang Aggregation in Incomplete Market with General Utility Functions 201310142004
• Linlin Niu An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 201310142015
• Jason Shachat, Lijia Tan An Experimental Investigation of Auctions and Bargaining in Procurement 201310142055
• Daniel Berkowitz, Mehmet Caner, Ying Fang Are "Nearly Exogenous" Instruments Reliable? 201310141965
• Daniel Berkowitz, Mehmet Caner*, Ying Fang Are Nearly “Exogenous Instruments” Reliable? 201310141987
• Biao Guo, Qian Han, Doojin Ryu, Robert I. Webb Asymmetric and negative return-volatility relationship: the case of the VKOSPI 201310142046
• Jason Shachat, J. Todd Swarthout Auctioning the Right to Play Ultimatum Games and the Impact on Equilibrium Selection 201310142056
• Ming Lin, Changjiang Liu, Linlin Niu Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 201310142054
• Ying Fang, Li Qi, Zhongjian Lin China’s Internal Borders: Evidence from the Business Cycle Correlations across Chinese Cities 201310142016
• Gregory C Chow, Changjiang Liu, Linlin Niu Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 201310142029
• Zongwu Cai, Henong Li Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 201310141972
• Ying Fang, Shicheng Huang, Linlin Niu De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 201310142045
• Ying Fang, Yang Zhao Do Institutions Matter? Estimating the Effect of Institutions on Econo- mic Performance in China 201310142010
• Gregory C Chow, Shicheng Huang, Linlin Niu Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 201310142042
• Zongwu Cai, Huaiyu Xiong Effient Estimation of Partially Varying Coefficient Instrumental Variables Models 201310141967
• Cheng Hsiao, Yan Shen, Boqing Wang, Greg Weeks Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 201310141968
• Zongwu Cai Functional Coefficient Models for Economic and Financial Data 201310142009