Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Keqiang Hou"'
Publikováno v:
International Review of Economics & Finance. 72:524-545
We construct predicting factors based on the predictive errors of bond yields and macro variables implied by a linearized dynamic stochastic general equilibrium (DSGE) model to study the predictability of excess bond returns. Our predictors consist o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5218970786486a5abdaeae619d59c51b
https://doi.org/10.1016/j.iref.2020.11.007
https://doi.org/10.1016/j.iref.2020.11.007
Autor:
Xing Li, Keqiang Hou
Publikováno v:
Pacific-Basin Finance Journal. 77:101914
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::73a103d22d4781ea00fd778cd04f2f48
https://doi.org/10.1016/j.pacfin.2022.101914
https://doi.org/10.1016/j.pacfin.2022.101914
Autor:
Xing Li, Keqiang Hou
Publikováno v:
Economic Modelling. 83:287-298
Building upon a dynamic stochastic general equilibrium (DSGE) model, this paper examines the role of knowledge-based capital (KC) in improving firms’ future growth in productivity. Based on the analysis of Chinese listed firms from 2006 to 2017 in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8cb2add2b5b2246311cde0f99a94accc
https://doi.org/10.1016/j.econmod.2019.07.005
https://doi.org/10.1016/j.econmod.2019.07.005
Publikováno v:
International Review of Financial Analysis. 84:102318
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::07e7439a89560af1ffc75d7c1e472d45
https://doi.org/10.1016/j.irfa.2022.102318
https://doi.org/10.1016/j.irfa.2022.102318
Publikováno v:
Emerging Markets Finance and Trade. 56:1447-1461
Our article employs the high frequency intraday data from the Shanghai Stock Exchange to analyze the impacts of the price limit mechanism on the stock price dynamics and their determinants. We docu...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8c457a0ec006efc3f04043c641398a55
https://doi.org/10.1080/1540496x.2018.1553163
https://doi.org/10.1080/1540496x.2018.1553163
Publikováno v:
Australian Economic Papers. 57:309-326
This paper investigates the efficiency and productivity of listed and non‐listed banks in China by using the meta‐frontier and GMMPI methods. We find that the improvement in productivity of listed and non‐listed banks is mainly due to changes i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c98b0c13601e34a13a319c60b640ac33
https://doi.org/10.1111/1467-8454.12132
https://doi.org/10.1111/1467-8454.12132
Autor:
Alok Johri, Keqiang Hou
Publikováno v:
Review of Economic Dynamics. 29:216-234
Corporate profit is six times more volatile than output. We estimate a dynamic general equilibrium model with intangible capital (IC) using aggregate data on output, investment and hours and find that it generates profits that are over five times as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3efc452833c9a77f32ef3bc5de03ac15
https://doi.org/10.1016/j.red.2018.01.002
https://doi.org/10.1016/j.red.2018.01.002
Publikováno v:
Pacific-Basin Finance Journal. 68:101343
In this paper, we empirically investigate the impacts of the circuit breaker mechanism installed in the Shanghai Stock Exchange using high-frequency intraday data. We find that trade impediments have liquidity effects. In the presence of circuit brea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::01fc60e6f82c936bf2198f4938befef1
https://doi.org/10.1016/j.pacfin.2020.101343
https://doi.org/10.1016/j.pacfin.2020.101343
Publikováno v:
Journal of International Money and Finance. 68:21-49
This paper examines the macroeconomic effects of oil price shocks and the oil shock transmission mechanism in an oil-exporting country, Canada. We use a structural VAR with sign restrictions that comes from a two-country dynamic stochastic general eq
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::371acb46deb7e0ecbde844fd53227c94
https://doi.org/10.1016/j.jimonfin.2016.05.004
https://doi.org/10.1016/j.jimonfin.2016.05.004
Publikováno v:
Energy Economics. 91:104846
Oil price shocks and monetary policy response by oil producing economies have been the subject of important theoretical investigation in the modern literature. This topic seems to be well grounded since fluctuations in the US dollar, which is affecte
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d9e1632ec79dd876b60d2067d1c9a101
https://doi.org/10.1016/j.eneco.2020.104846
https://doi.org/10.1016/j.eneco.2020.104846