Yu-Fu Chen

University of Dundee - Department of Economic Studies

Lecturer

Dundee DD1 4HN, Scotland

United Kingdom

SCHOLARLY PAPERS

24

DOWNLOADS
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Top 22,106

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2,379

SSRN CITATIONS
Rank 19,013

SSRN RANKINGS

Top 19,013

in Total Papers Citations

8

CROSSREF CITATIONS

41

Scholarly Papers (24)

1.

Option Value, Policy Uncertainty, and the Foreign Direct Investment Decision

Number of pages: 23 Posted: 16 Jul 2003
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Downloads 380 (84,867)
Citation 9

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Real options, Investment, Foreign Direct Investment, Political Uncertainty

2.

China's New Labour Contract Law: No Harm to Employment?

BOFIT Discussion Paper No. 29/2008
Number of pages: 38 Posted: 08 Jan 2009
Michael Funke and Yu-Fu Chen
University of Hamburg - Department of Economics and University of Dundee - Department of Economic Studies
Downloads 309 (107,103)
Citation 3

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China, labour contract law, real options, employment

3.

Global Warming and Extreme Events: Rethinking the Timing and Intensity of Environmental Policy

CESifo Working Paper Series No. 3139
Number of pages: 34 Posted: 31 Jul 2010
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Downloads 171 (190,828)

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climate policy, extreme events, real options, Levy process

4.

Extracting Leading Indicators of Bank Fragility from Market Prices - Estonia Focus

CESifo Working Paper No. 1647
Number of pages: 30 Posted: 16 Feb 2006
Yu-Fu Chen, Michael Funke and Kadri Männasoo
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and Bank of Estonia
Downloads 171 (190,828)

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banking, financial stability, bank fragility, options, Estonia

5.

Labour Demand in Germany: An Assessment of Non-Wage Labour Costs

Number of pages: 25 Posted: 11 Jun 2003
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Downloads 133 (234,851)
Citation 1

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Real Options, Labour Demand, Non-wage Labour Costs, Hiring and Firing Costs, Germany

6.

Exchange Rate Uncertainty and Labour Market Adjustment Under Fixed and Flexible Exchange Rates

Number of pages: 31 Posted: 06 Nov 2002
Michael Funke and Yu-Fu Chen
University of Hamburg - Department of Economics and University of Dundee - Department of Economic Studies
Downloads 131 (237,574)

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Real Option Theory, Uncertainty, Working Time, Employment, Labour Demand, Exchange Rates

7.
Downloads 131 (237,574)
Citation 4

Labour-Market Institutions and Macroeconomic Shocks

Number of pages: 25 Posted: 21 Aug 2002
Yu-Fu Chen, Dennis J. Snower and Gylfi Zoega
University of Dundee - Department of Economic Studies, University of Kiel - Institute for World Economics (IfW) and University of Iceland
Downloads 88 (315,779)

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Firing Costs, Stochastic Demand, Hiring and Firing, Real Options

Labour-Market Institutions and Macroeconomic Shocks

Number of pages: 24 Posted: 03 Oct 2003
Yu-Fu Chen, Dennis J. Snower and Gylfi Zoega
University of Dundee - Department of Economic Studies, University of Kiel - Institute for World Economics (IfW) and University of Iceland
Downloads 32 (509,928)
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Labour Market Institutions and Macroeconomic Shocks

Number of pages: 26 Posted: 18 Sep 2002
Yu-Fu Chen, Dennis J. Snower and Gylfi Zoega
University of Dundee - Department of Economic Studies, University of Kiel - Institute for World Economics (IfW) and University of Iceland
Downloads 11 (651,842)
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Firing costs, stochastic demand, hiring and firing, real options

What Drives Urban Consumption in Mainland China? The Role of Property Price Dynamics

BOFIT Discussion Paper No. 13/2011
Number of pages: 35 Posted: 22 Jun 2011
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and Bank for International Settlements (BIS)
Downloads 75 (348,150)
Citation 1

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consumption, house prices, China, panel data

What Drives Urban Consumption in Mainland China? The Role of Property Price Dynamics

HKIMR Working Paper No. 15/2011
Number of pages: 30 Posted: 20 Jun 2011
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and Bank for International Settlements (BIS)
Downloads 24 (558,204)
Citation 1

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consumption, house prices, China, panel data

What Drives Urban Consumption in Mainland China?: The Role of Property Price Dynamics

BOFIT Discussion Paper No. 13/2011
Number of pages: 35 Posted: 29 Aug 2017
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and Bank for International Settlements (BIS)
Downloads 11 (651,842)

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What Drives Urban Consumption in Mainland China? The Role of Property Price Dynamics

Pacific Economic Review, Vol. 22, Issue 3, pp. 383-409, 2017
Number of pages: 27 Posted: 28 Aug 2017
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and Bank for International Settlements (BIS)
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9.

Working Time and Employment Under Uncertainty

Number of pages: 28 Posted: 11 Sep 2002
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Downloads 98 (292,343)

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Real Options, Uncertainty, Working Time, Employment, Labor Demand

10.

Product Market Competition, Investment and Employment-Abundant Versus Job-Poor Growth: A Real Options Perspective

CESifo Working Paper Series No. 1563
Number of pages: 32 Posted: 07 Nov 2005
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Downloads 79 (334,207)

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product market competition, regulation, real options, investment, employment

11.

Going Offshore: Investments in German Wind Energy Under Uncertainty

CESifo Working Paper Series No. 5408
Number of pages: 24 Posted: 06 Jul 2015
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Downloads 78 (336,699)

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real options, offshore wind energy, feed-in tariff, tender bidding, Germany

12.

Asymmetric Volatility in Commodity Markets

USAEE Working Paper No. 20-431
Number of pages: 46 Posted: 24 Jan 2020
Yu-Fu Chen and Xiaoyi Mu
University of Dundee - Department of Economic Studies and Center for Energy, Petroleum and Mineral Law and Policy, University of Dundee
Downloads 73 (349,613)

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asymmetric volatility; commodity; inventory effect

13.

The Signaling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate

CESifo Working Paper Series No. 3610
Number of pages: 29 Posted: 17 Oct 2011
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 72 (352,317)

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exchange rates, interventions, Japan

14.

Financial Market Reform – A New Driver for China's Economic Growth?

BOFIT Discussion Paper No. 5/2015
Number of pages: 38 Posted: 24 Feb 2015 Last Revised: 13 Apr 2015
Yu-Fu Chen, Michael Funke and Kunyu Tao
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and Central University of Finance and Economics
Downloads 71 (354,989)
Citation 1

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financial distortions, financial liberalisation, general equilibrium model, China

15.

Dark Clouds or Silver Linings? Knightian Uncertainty and Climate Change

CESifo Working Paper Series No. 3516
Number of pages: 24 Posted: 21 Jul 2011
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 66 (369,161)

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climate change, Knightian uncertainty, κ ambiguity, real options

16.

Greece's Three-Act Tragedy: A Simple Model of Grexit vs. Staying Afloat Inside the Single Currency Area

CESifo Working Paper Series No. 5677
Number of pages: 28 Posted: 04 Feb 2016
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Downloads 58 (393,910)

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Greece, currency crisis, euro, financial assistance programmes

Booms, Recessions and Financial Turmoil: A Fresh Look at Investment Decisions under Cyclical Uncertainty

CESifo Working Paper Series No. 2759
Number of pages: 34 Posted: 23 Aug 2009
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Downloads 48 (436,594)

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business cycles, real options, investment, Markov switching, Tobin’s q, uncertainty

Booms, Recessions and Financial Turmoil: A Fresh Look at Investment Decisions Under Cyclical Uncertainty

Scottish Journal of Political Economy, Vol. 57, Issue 3, pp. 290-317, July 2010
Number of pages: 28 Posted: 10 May 2010
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Downloads 1 (741,635)
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18.

A Soft Edge Target Zone Model: Theory and Application to Hong Kong

BOFIT Discussion Paper No. 21/2009
Number of pages: 25 Posted: 31 Dec 2009
University of Hamburg - Department of Economics, University of Dundee - Department of Economic Studies and University of Hamburg - Faculty of Economics and Business Administration
Downloads 45 (440,306)
Citation 1

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currency board arrangement, target zone model, credibility, Hong Kong

19.

Off-the-Record Target Zones: Theory with an Application to Hong Kong's Currency Board

BOFIT Discussion Paper No. 6/2010
Number of pages: 31 Posted: 06 May 2010
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 44 (444,222)
Citation 1

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Currency Board Arrangement, Target Zone Model, Hong Kong

20.

Climate Policy Decisions under Ambiguity and Pressure of Time

Review of Environment, Energy and Economics (Re3), Forthcoming
Number of pages: 11 Posted: 09 Feb 2013
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 42 (452,325)

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climate policy, CO2 scenarios, Knightian uncertainty, k-ambiguity, real options, non-perpetual real options

21.

Time is Running Out: The 2°C Target and Optimal Climate Policies

CESifo Working Paper Series No. 3664
Number of pages: 29 Posted: 06 Dec 2011
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 42 (452,325)

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climate policy, CO2 scenarios, non-perpetual real options

22.

Informal One-Sided Target Zone Model and the Swiss Franc

BIS Working Paper No. 660
Number of pages: 35 Posted: 07 Sep 2017
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and Bank for International Settlements (BIS)
Downloads 14 (605,503)

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Swiss franc, target zone model, exchange rate interventions

23.

Non-Wage Labour Costs, Policy Uncertainty and Labour Demand - a Theoretical Assessment

Scottish Journal of Political Economy, Vol. 52, No. 5, pp. 687-709, November 2005
Number of pages: 23 Posted: 29 Dec 2005
Yu-Fu Chen and Michael Funke
University of Dundee - Department of Economic Studies and University of Hamburg - Department of Economics
Downloads 12 (619,324)
Citation 1
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24.

Protection and Employment Under Uncertainty: A Real Option Approach

Posted: 11 Apr 2005
I-Hui Cheng and Yu-Fu Chen
National University of Kaohsiung - Department of Applied Economics and University of Dundee - Department of Economic Studies

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Uncertainty, employment, real options