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Ye Zoe Chen

Capital University of Economics and Business - International School of Economics and Management

Professor

Beijing

China

  • Capital University of Economics and Business - International School of Economics and Management

SCHOLARLY PAPERS

2

DOWNLOADS

325

TOTAL CITATIONS

4

Scholarly Papers (2)

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1.

Common Bubble Detection in Large Dimensional Financial Systems

Macquarie Business School Research Paper
Number of pages: 44 Posted: 10 Oct 2019 Last Revised: 27 Apr 2020
Ye Zoe Chen, Peter C. B. Phillips and Shuping Shi
Capital University of Economics and Business - International School of Economics and Management, University of Auckland Business School and Macquarie University
Downloads 288 (263,338)
Citation 4

Abstract:

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Common Bubbles, Mildly Explosive Process, Factor Analysis, Date Stamping, Real Estate Markets

2.

Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 

Number of pages: 43 Posted: 17 Mar 2026
Ye Zoe Chen, Peter C. B. Phillips and Shuping Shi
Capital University of Economics and Business - International School of Economics and Management, University of Auckland Business School and Macquarie University
Downloads 37 (1,290,922)

Abstract:

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Counterfactual Analysis, Mildly Explosive, Bubbles, Common Factors, Interest Rates, Monetary Policy