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Adaptive Dynamic Nelson–Siegel Term Structure Model with Applications

Ying Chen, Linlin Niu

20160221
Generalized ARMA Models with Martingale Difference Errors

Tingguo Zheng, Han Xiao, Rong Chen

20160221
Recent Macroeconomic Stability in China

Qing He, Haiqiang Chen

20160221
Human Capital, Household Capital and Asset Returns

Yu Ren, Yufei Yuan, Yang Zhang

20160221
Cultural Border, Administrative Border, and Regional Economic Development: Evidence fro...

Xiang Gao, Cheryl Xiaoning Long

20160221
Quantitative Easing and Volatility Spillovers across Countries and Asset Classes

Zihui Yang, Yinggang Zhou

20160221
Trade Liberalization and Competition Levels

Pu Chen, Dingming Liu

20160221
An Extensive Study on Markov Switching Models with Endogenous Regressors

Xia Wang, Yuhuang Shang, Tingguo Zheng

20160221
Systemic Risk in An Interconnected Banking System with Endogenousasset Markets

Marcel Bluhm, Jan Pieter Krahnen

20160221
Cash-Flow Sensitivities and the Allocation of Internal Cash Flow

Xin Chang, Sudipto Dasgupta, George Wong, Jiaquan Yao

20160221

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