Jianjian Jin

Government of Canada - Bank of Canada

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

126

CITATIONS

0

Scholarly Papers (3)

1.

Which Model to Forecast the Target Rate?

Number of pages: 40 Posted: 02 Mar 2011 Last Revised: 16 Dec 2017
Bank of Canada, Bank of Canada and Government of Canada - Bank of Canada
Downloads 60 (285,941)

Abstract:

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Monetary policy, Zero Lower Bound, Non-linear dynamics

2.

Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics

Review of Finance, Forthcoming
Number of pages: 66 Posted: 06 Apr 2014
Jianjian Jin
Government of Canada - Bank of Canada
Downloads 42 (382,621)

Abstract:

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Equilibrium asset pricing, long-run risks model, VIX, multifactor volatility dynamics, variance risk premium

3.

The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market

Number of pages: 44 Posted: 24 May 2018
Jeffrey Gao, Jianjian Jin and Jacob Thompson
Government of Canada - Bank of Canada, Government of Canada - Bank of Canada and University of Oxford
Downloads 7 (549,682)

Abstract:

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Liquidity, Government Bond Market, Security fragmentation