Feng Guo

Institute of International Finance

Senior Economist

1333 H Street NW

Suite 800E

Washington, DC 20005

United States

SCHOLARLY PAPERS

9

DOWNLOADS

229

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (9)

1.

Covered Interest Parity and Market Volatility: Asian Evidence

Advances in Financial Planning and Forecasting, Vol. 2, pp. 147-169, 2006
Number of pages: 21 Posted: 07 Mar 2007
Ying Sophie Huang and Feng Guo
Zhejiang University, School of Management and Institute of International Finance
Downloads 229 (260,161)

Abstract:

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East Asia, Capital mobility, Covered interest parity, GARCH model

2.

On the Pricing Efficiency of China’s ETF Market

The Chinese Economy, 2010
Posted: 09 Oct 2009
Zhejiang University - College of Economics, Institute of International Finance and Zhejiang University - College of Economics

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Exchange traded funds, Price efficiency, GARCH model, Chinese market

3.

The Dynamic Impact of Macro Shocks on Insurance Premiums

Journal of Financial Services Research, Vol. 35, No. 3, 2009
Posted: 05 Jun 2009
Institute of International Finance, University of Missouri at Saint Louis - College of Business Administration and Zhejiang University, School of Management

Abstract:

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Insurance premiums, Structural shocks, Vector error correction model

4.

Macro Shocks and the Japanese Stock Market

Applied Financial Economics, Vol. 18, No. 17, 2008
Posted: 12 Sep 2008
Ying Sophie Huang and Feng Guo
Zhejiang University, School of Management and Institute of International Finance

Abstract:

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Stock price, Macro shocks, Structural vector autoregression, Japan

5.

An Empirical Examination of Capital Mobility in East Asia Emerging Markets

Global Economic Review, Vol. 35, pp. 97-111, 2006
Posted: 08 Mar 2007
Feng Guo and Ying Sophie Huang
Institute of International Finance and Zhejiang University, School of Management

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6.

The Role of Oil Price Shocks on China's Real Exchange Rate

China Economic Review, 2007(18), No.4, pp403-416
Posted: 08 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang and Feng Guo
Zhejiang University, School of Management and Institute of International Finance

Abstract:

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Oil price shock, Exchange rate regime, China

7.

Swap Curve Dynamics Across Markets - Case of US Dollar vs. HK Dollar

Journal of International Financial Markets, Institutions and Money, 2008 (18), No.1, pp79-93
Posted: 08 Mar 2007 Last Revised: 12 Sep 2008
Zhejiang University, School of Management, CUNY Baruch College and Institute of International Finance

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swap curve, Hong Kong market

8.

Asymmetric Effects on East Asian Financial Integration: Is There 'Japanese Dominance'?

Review of Pacific Basin Financial Markets and Policies, 2007 (10), No. 2, pp193-214
Posted: 08 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang and Feng Guo
Zhejiang University, School of Management and Institute of International Finance

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Interest rates, Asymmetry, Japanese Dominance

9.

Is Currency Union a Feasible Option in East Asia?: a Multivariable Structural Var Approach

Research in International Business and Finance, Vol. 20, pp. 77-94, 2006
Posted: 24 Feb 2006
Feng Guo and Ying Sophie Huang
Institute of International Finance and Zhejiang University, School of Management

Abstract:

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East Asia, Structural VAR, Optimum currency area