Zhiyong Li

Beijing Foreign Studies University

No.19 North Xisanhuan Avenue, Haidian District

Beijing, 100089

China

SCHOLARLY PAPERS

2

DOWNLOADS

355

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Global Currency Variance Risk and Currency Return Predictability

Number of pages: 53 Posted: 26 Mar 2024
Zhiyong Li, Fang Qiao and Tianyi Wang
Beijing Foreign Studies University, University of International Business and Economics (UIBE) - School of Banking and Finance and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 271 (212,540)

Abstract:

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global currency variance risk, currency returns, predictive regressions, out-of-sample tests, economic activity

2.

Factor-Timing in the Chinese Factor Zoo: The Role of Economic Policy Uncertainty

Number of pages: 40 Posted: 13 Sep 2022
Zhiyong Li, Yifan Wan, Tianyi Wang and Mei Yu
Beijing Foreign Studies University, University of International Business and Economics, University of International Business and Economics and University of International Business and Economics (UIBE)
Downloads 84 (550,984)

Abstract:

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Economic Policy Uncertainty, Size Premium, Factor Timing