Shuo Cao

Shenzhen Stock Exchange

2012 Shennan Blvd., Futian District

Shenzhen

China

City University of Hong Kong (CityUHK)

83 Tat Chee Avenue

Kowloon

Hong Kong

SCHOLARLY PAPERS

5

DOWNLOADS

613

SSRN CITATIONS

2

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 369 (89,889)
Citation 2

Abstract:

Loading...

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 133 (239,766)

Abstract:

Loading...

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 69 (367,886)
Citation 1

Abstract:

Loading...

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

FRB of New York Staff Report No. 934
Number of pages: 39 Posted: 21 Jul 2020
Shenzhen Stock Exchange, Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin and Deutsche Bundesbank
Downloads 26 (555,668)

Abstract:

Loading...

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

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

CEPR Discussion Paper No. DP15122
Number of pages: 41 Posted: 18 Aug 2020
Shenzhen Stock Exchange, Federal Reserve Banks - Federal Reserve Bank of New York, Deutsche Bundesbank and The University of Texas at Austin
Downloads 0
  • Add to Cart

Abstract:

Loading...

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 16 (604,047)

Abstract:

Loading...

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