Jinyue Dong

City University of Hong Kong (CityUHK)

83 Tat Chee Avenue

Kowloon

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

168

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Regional Pull vs Global Push Factors: China and US Influence on Asia-Pacific Financial Markets

BIS Working Paper No. 579
Number of pages: 30 Posted: 13 Sep 2016
Chang Shu, Dong He, Jinyue Dong and Honglin Wang
Independent, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department, City University of Hong Kong (CityUHK) and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 74 (331,483)
Citation 2

Abstract:

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China's impact, spillovers to Asian financial markets, US, structural VAR, sign restrictions

2.

The Influence of Chinese and US Financial Markets on Asia-Pacific

BIS Paper No. 82i
Number of pages: 11 Posted: 19 Oct 2015
Chang Shu, Dong He, Honglin Wang and Jinyue Dong
Independent, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and City University of Hong Kong (CityUHK)
Downloads 60 (370,324)

Abstract:

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China’s impact, spillovers to Asian financial markets, US, structural VAR, sign restrictions

3.

Comparing Consumption-Based Asset Pricing Models: The Case of an Asian City

Number of pages: 50 Posted: 12 Dec 2014
Yum K. Kwan, Charles K. Leung and Jinyue Dong
City University of Hong Kong (CityUHK) - Department of Economics & Finance, City University of Hong Kong and City University of Hong Kong (CityUHK)
Downloads 34 (466,222)

Abstract:

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Consumption-based asset pricing model; Recursive utility; Habit formation; Consumption growth risk; Composition risk; Labor income risk; Long-run risk; Collateral constraint; Hansen-Jagannathan distance; Model confidence sets.