Ying Jiang

The University of Nottingham Ningbo, China

Dr

199 Taikang East Road

China

SCHOLARLY PAPERS

5

DOWNLOADS

515

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Forecasting Exchange Rate Volatility at High Frequency Data: Is the Euro Different?

Number of pages: 33 Posted: 09 Mar 2007
University of Athens - Faculty of Economics, University of Essex - Department of Accounting, Finance & Management and The University of Nottingham Ningbo, China
Downloads 465 (62,193)
Citation 2

Abstract:

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Foreign Exchange, Time-Series Models

2.

Volatility Modeling and Prediction: The Role of Price Impact

Number of pages: 45 Posted: 27 Jul 2018
Ying Jiang, Yi Cao, Xiaoquan Liu and Jia Zhai
The University of Nottingham Ningbo, China, University of Edinburgh - Business School, Nottingham University Business School and University of Salford - Salford Business School
Downloads 38 (442,244)

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Market Microstructure; Chinese Stock Market; Panel Vector Autoregression

3.

Controlled Currency Regime and Pricing of Exchange Rate Risk: Evidence From China

Forthcoming in Journal of Accounting, Auditing & Finance
Number of pages: 61 Posted: 26 Dec 2018
Xiuping Hua, Wei Huang and Ying Jiang
University of Nottingham Ningbo China - Business School, University of Hawaii at Manoa - Shidler College of Business and The University of Nottingham Ningbo, China
Downloads 12 (582,708)

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Exchange Rate Risk, Asset Returns, Equity Risk Premium, Foreign Exchange Rate Risk Hedging, Chinese Currency Risk

4.

Volatility and Spillover Effects of Yen Interventions

Review of International Economics, Vol. 21, Issue 4, pp. 671-689, 2013
Number of pages: 19 Posted: 16 Aug 2013
University of Athens - Faculty of Economics, The University of Nottingham Ningbo, China and University of Essex - Department of Accounting, Finance & Management
Downloads 0 (681,411)
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5.

Bank of Japan Interventions, Exchange Rate Volatility, and Spillover Effects: Evidence from High Frequency Data

20th Australasian Finance & Banking Conference 2007 Paper
Posted: 25 Aug 2007
University of Athens - Faculty of Economics, The University of Nottingham Ningbo, China and University of Essex - Department of Accounting, Finance & Management

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foreign exchange market, central bank intervention, Bank of Japan