Jing Nie

University of International Business and Economics (UIBE)

10, Huixin Dongjie

Changyang District

Beijing, Beijing 100029

China

Durham Business School

Mill Hill Lane

Durham, DH1 3LB

United Kingdom

http://https://sites.google.com/site/jingnie89/

SCHOLARLY PAPERS

3

DOWNLOADS

415

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

High-Frequency Price Discovery and Price Efficiency on Interest Rate Futures

Number of pages: 57 Posted: 14 May 2016 Last Revised: 26 Jan 2018
Jing Nie
University of International Business and Economics (UIBE)
Downloads 211 (181,440)

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Price Efficiency, Price Errors, Return Autocorrelation, Vector Autoregression, Trade Classification, Impulse Response Function

2.

Renminbi Exchange Rate Exposure: Evidence from Chinese Industries

Number of pages: 33 Posted: 24 Aug 2011 Last Revised: 20 Mar 2019
Hei Longjiang University, Shanghai University, University of International Business and Economics (UIBE) and Durham University - Durham Business School
Downloads 204 (187,154)

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Exchange rate exposure, risk management, Chinese stock market

3.

Currency Exposure in China Under the New Exchange Rate Regime: National Level Evidence

China & World Economy, Vol. 23, Issue 3, pp. 97-109, 2015
Number of pages: 13 Posted: 15 May 2015
University of International Business and Economics (UIBE), Durham University - Durham Business School, University of Southampton - Southampton Business School and Shanghai University
Downloads 0 (808,953)
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capital asset pricing models, exchange rate regime, currency exposure, generalized autoregressive conditional heteroskedastic modeling