Shuo Cao

Shenzhen Stock Exchange

2012 Shennan Blvd., Futian District

Shenzhen

China

City University of Hong Kong (CityU)

83 Tat Chee Avenue

Kowloon

Hong Kong

SCHOLARLY PAPERS

5

DOWNLOADS

712

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Forecasting the Term Structure of Government Bond Yields in Unstable Environments

Number of pages: 53 Posted: 05 May 2015 Last Revised: 16 Sep 2019
Heriot-Watt University - Department of Accountancy, Economics and Finance, Shenzhen Stock Exchange and University of Glasgow - Adam Smith Business School
Downloads 393 (98,416)
Citation 3

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Term Structure of Interest Rates; Nelson-Siegel; Dynamic Model Averaging; Bayesian Methods; Term Premia

2.

Decomposing Global Yield Curve Co-Movement

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 21 Jul 2017 Last Revised: 29 Jul 2019
Heriot-Watt University - Department of Accountancy, Economics and Finance, Shenzhen Stock Exchange and University of Glasgow - Adam Smith Business School
Downloads 171 (226,369)

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Global Yield Curves, Co-Movement, Transmission Channels, Global Fundamentals, Sentiment, Economic Uncertainty, Bayesian Factor Model

3.

Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China's Growth

HKIMR Working Paper No. 04/2017
Number of pages: 43 Posted: 01 Mar 2017 Last Revised: 22 Oct 2017
Shuo Cao and Hongyi Chen
Shenzhen Stock Exchange and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 74 (407,536)
Citation 1

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Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates

FRB of New York Staff Report No. 934, Rev. August 2021
Number of pages: 33 Posted: 21 Jul 2020 Last Revised: 13 Aug 2021
Shenzhen Stock Exchange, Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin and Frankfurt School of Finance and Management
Downloads 57 (472,964)

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disagreement, heterogeneous beliefs, noisy information, speculation, survey forecasts, yield curve, term premium

Fundamental Disagreement About Monetary Policy and the Term Structure of Interest Rates

Number of pages: 35 Posted: 18 Aug 2020 Last Revised: 22 Sep 2021
Shenzhen Stock Exchange, Federal Reserve Banks - Federal Reserve Bank of New York, Frankfurt School of Finance and Management and The University of Texas at Austin
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disagreement, heterogeneous beliefs, Noisy information, Speculation, Survey Forecasts, Term premium, yield curve

5.

Exchange Rate Movements and Fundamentals: Impact of Oil Prices and the People’s Republic of China’s Growth

ADBI Working Paper 938, March 2019
Number of pages: 35 Posted: 16 Oct 2019
Hongyi Chen and Shuo Cao
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Shenzhen Stock Exchange
Downloads 17 (681,455)
Citation 1

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exchange rates, commodity prices, People’s Republic of China’s growth, monetary policy, factor model, TVP-FAVAR, Bayesian methods