| Water, Electricity and Weather Variability in Rural Northern China |
Residential water, Electricity, Weather, Northern China |
Xiaojia Bao |
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| Transfer for Disasters: Governmental Responsiveness to Typhoon Risks in China |
China, Disaster Relief, Governmental Responsiveness, Typhoon |
Xiaojia Bao, Solomon Hsiang |
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| Measuring the Stringency of Land Use Regulation: The Case of China's Building Height Limits |
floor-area ratio, density restriction, urban development |
Shihe Fu |
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| A Robust Equilibrium Relationship between Market Prices of Risks and Risk Aversion in Dynamically Complete Stochastic |
General equilibrium, market price of risk, market risk aversion, market pricing kernel, habit formation, stochastic volatility model |
Qian Han, Calum G. Turvey |
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| A New Test for Superior Predictive Ability |
Covariance matrix estimation; Data snooping; Generalized likelihood Ratio test; Reality check; SPA test; Technical trading rules. |
Zongwu Cai, Jiancheng Jiang , Jingshuang Zhang |
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| A New Forecasting Model for USD/CNY Exchange Rate |
Nonlinearity; Functional-coefficient regression model; GARCH model; Index model; Quantile regression. |
Zongwu Cai, Linna Chen, Ying Fang |
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| A Linear Relationship between Market Prices of Risks and Risk Aversion in Complete Stochastic Volatility Models |
Economy |
Qian Han |
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| A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting |
Adaptive estimation; Multivariate time series; Non-stationarity; Yield curve |
Ying Chen, Bo Li, Linlin Niu |
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| The Nelson-Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components |
term structure of option prices; market efficiency |
Qian Han, Bin Zhao |
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| Housing Price in Urban China as Determined by Demand and Supply |
housing demand, housing supply, urban housing price, China |
Gregory Chow, Linlin Niu |
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| Race to the Top: Credit Rating Bias from Competition |
information bias, competition, credit rating shopping, conflict of interest, solicited rating, unsolicited rating |
Yun Wang, Yilan Xu |
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| Belief and Higher-Order Belief in the Centipede Games: Theory and Experiment |
Centipede Game; Rationality; Belief and Higher Order Belief; Laboratory Experiments; Learning |
Yun Wang |
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