Stock market, Monetary economics, Econometrics, Cointegration and Volatility are his primary areas of study. His research in the fields of Emerging stock markets overlaps with other disciplines such as Diversification. He studies Monetary economics, namely Monetary policy.
His Cointegration study combines topics in areas such as Variance decomposition of forecast errors, Financial economics and Commodity. His study looks at the intersection of Financial economics and topics like International stock markets with Error correction model. Jian Yang does research in Volatility, focusing on Autoregressive conditional heteroskedasticity specifically.
Jian Yang spends much of his time researching Monetary economics, Financial economics, Econometrics, Futures contract and Stock market. His biological study spans a wide range of topics, including Cointegration, Error correction model, Variance decomposition of forecast errors, Stock exchange and International stock markets. His work in the fields of Econometrics, such as Volatility and Conditional variance, overlaps with other areas such as Computer science, Proxy and Predictability.
His Volatility research incorporates elements of Risk premium and Structural break. The Futures contract study which covers Asset that intersects with Multivariate garch and Bivariate garch. His research in Stock market intersects with topics in Bond, Autoregressive conditional heteroskedasticity, Financial crisis and Hedge.
Jian Yang mainly focuses on Econometrics, Monetary economics, Financial economics, Futures contract and Financial crisis. His work deals with themes such as Market data and Default, which intersect with Econometrics. He interconnects Hedge and Stock market in the investigation of issues within Monetary economics.
His research integrates issues of Maturity, Renminbi, Cointegration and Forward rate in his study of Financial economics. His Cointegration study combines topics in areas such as Price discovery, Cash and Market price. In the field of Futures contract, his study on Oil futures, Normal backwardation and Contango overlaps with subjects such as Lag.
His primary areas of investigation include Futures contract, Normal backwardation, Recession, Lag and Contango. Jian Yang has researched Futures contract in several fields, including Oil-storage trade, Maturity and Price response. The Normal backwardation study combines topics in areas such as Market timing, Transaction cost and Econometrics.
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The structure of interdependence in international stock markets
David A. Bessler;Jian Yang.
Journal of International Money and Finance (2003)
Stock market integration and financial crises: the case of Asia
Jian Yang;James W. Kolari;Insik Min.
Applied Financial Economics (2003)
Asset storability and price discovery in commodity futures markets: A new look
Jian Yang;David A. Bessler;David J. Leatham.
Journal of Futures Markets (2001)
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China†
Jian Yang;Zihui Yang;Yinggang Zhou.
Journal of Futures Markets (2012)
The relationship between stock returns and volatility in international stock markets
Qi Li;Jian Yang;Cheng Hsiao;Young-Jae Chang.
Journal of Empirical Finance (2005)
The stock–bond correlation and macroeconomic conditions: One and a half centuries of evidence
Jian Yang;Yinggang Zhou;Zijun Wang.
Journal of Banking and Finance (2009)
High responsitivity intrinsic photoconductors based on AlxGa1−xN
B. W. Lim;Q. C. Chen;J. Y. Yang;M. Asif Khan.
Applied Physics Letters (1996)
Futures Trading Activity and Commodity Cash Price Volatility
Jian Yang;R. Brian Balyeat;David J. Leatham.
Journal of Business Finance & Accounting (2005)
European Stock Market Integration: Does EMU Matter?
Jian Yang;Insik Min;Qi Li.
Journal of Business Finance & Accounting (2003)
The emerging market crisis and stock market linkages: further evidence
Jian Yang;Cheng Hsiao;Qi Li;Zijun Wang.
Journal of Applied Econometrics (2006)
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