Researcher profile · Semantic Scholar

Yang Zhang

h-index: 10
Works: 42
Citations: 405

Most-cited papers

ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model
José Dorich, Michael K. Johnston, Rhys R. Mendes, Stephen Murchison +1 more
201379 citations
Semantic Scholar
Market-driven coal prices and state-administered electricity prices in China
Ming-Hua Liu, D. Margaritis, Yang Zhang
201378 citations
Semantic Scholar
Do oil shocks affect Chinese bank risk?
Yu Ma, Yang Zhang, Qiang Ji
202131 citations
Semantic Scholar
The Global Financial Crisis and the Export-Led Economic Growth in China
Ming-Hua Liu, D. Margaritis, Yang Zhang
2019Chinese Economy31 citations
Semantic Scholar
Labour reallocation, productivity growth and dualism: The case of China
Fung Kwan, Yang Zhang, S. Zhuo
2018International Review of Economics and Finance22 citations
Semantic Scholar
The stock–bond comovements and cross-market trading
Meng-Ling Li, Huan-Huan Zheng, T. Chong, Yang Zhang
201621 citations Open access
Semantic Scholar
Identifying the Shocks Driving Inflation in China
Pierre L. Siklos, Yang Zhang
201018 citations
Semantic Scholar
Assessing the Macroeconomic Impact of Stronger Capital and Liquidity Requirements in Canada: Insights from ToTEM
José Dorich, Yang Zhang
201014 citations
Semantic Scholar
Human capital, household capital and asset returns
Yu Ren, Yu-Fei Yuan, Yang Zhang
201413 citations Open access
Semantic Scholar
Inequality, leverage and crises: Theory and evidence revisited
Xin-Hua Gu, Pui-Sun Tam, Yang Zhang, Chun Lei
2019World Economics12 citations
Semantic Scholar
Inequality and Saving: Further Evidence from Integrated Economies
Xin-Hua Gu, Bi-Hong Huang, Pui-Sun Tam, Yang Zhang
201510 citations
Semantic Scholar
Information Gains from using Short‐Dated Options for Measuring and Forecasting Volatility †
Viktor Todorov, Yang Zhang
2021Journal of applied econometrics9 citations
Semantic Scholar
Bias reduction in spot volatility estimation from options
Viktor Todorov, Yang Zhang
2021Journal of Econometrics8 citations
Semantic Scholar
Housing policies in Greater China and Singapore
Yang Zhang, Qing-Yong Zhang, Huan-Huan Zheng
20206 citations
Semantic Scholar
Empirical Recovery: Hansen-Scheinkman Factorization and Ross Recovery from High Frequency Option Prices
F. Massacci, Julian Williams, Yang Zhang
20166 citations
Semantic Scholar
Foreign interest rate shocks and exchange rate regimes in East Asia
Yang Zhang, Meng-Ling Li, Wai-Mun Chia
20146 citations
Semantic Scholar
Introducing Multiple Interest Rates in ToTEM
José Dorich, Rhys R. Mendes, Yang Zhang
20116 citations
Semantic Scholar
Spillover and Profitability of Intraday Herding on Cross-Listed Stocks
Rose Neng Lai, Yang Zhang
2020Chinese Economy5 citations Open access
Semantic Scholar
Inflation Transmission in Greater China
Ming-Hua Liu, D. Margaritis, Yang Zhang
20155 citations
Semantic Scholar
The Relationship between Refined Retail Oil Prices and Crude Oil Prices: A Tale of Three Cities in the Greater Bay Area of China
Kiki Choi, Ming-Hua Liu, Yang Zhang
20204 citations
Semantic Scholar
The role of financial systems for cross-country differences in the link between income and consumption inequality
Xin-Hua Gu, Yang Zhang, Xiao Chang
20174 citations
Semantic Scholar
Margin trade, short sales and financial stability
H. Sng, Yang Zhang, Huan-Huan Zheng
2020Journal of Economic Interaction and Coordination3 citations
Semantic Scholar
Competition and petrol pricing in the smartphone era: Evidence from Singapore
Ming-Hua Liu, D. Margaritis, Yang Zhang
20163 citations
Semantic Scholar
TESTING FOR ANTICIPATED CHANGES IN SPOT VOLATILITY AT EVENT TIMES
Viktor Todorov, Yang Zhang
2023Econometric Theory2 citations
Semantic Scholar
The suspension of borrowing: an implicit penalty for loan default under imperfect information
Xin-Hua Gu, Yang Zhang, Xiaolin Qian, Hai-Zhen Guo
20162 citations
Semantic Scholar
Inventories in ToTEM
O. Kryvtsov, Yang Zhang
20102 citations
Semantic Scholar
The impact of regulation on credit card market competition: evidence from Australia
Ming-Hua Liu, D. Margaritis, Yang Zhang
2023Journal of economics and finance1 citations
Semantic Scholar
The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA
Ming-Hua Liu, T. Liu, K. Shrestha, Yang Zhang
2021Review of Quantitative Finance and Accounting1 citations
Semantic Scholar
Rural Labour Reallocation and Productivity Growth in China 1
Fung Kwan, Yang Zhang, S. Zhuo
20111 citations
Semantic Scholar
Inventories, Stockouts, and ToTEM
O. Kryvtsov, Yang Zhang
20101 citations
Semantic Scholar
Financial Crisis Offers Respite for the Macao Economy
Yang Zhang, Fung Kwan
20101 citations
Semantic Scholar
Asia's Role in the Global Economy and the International Financial System
Wai-Mun Chia, Yang Zhang, Bolong Yang
20081 citations
Semantic Scholar
The Impact of Deposit Insurance on the Risks and Returns of Commercial Banks: Evidence from China
Ming-Hua Liu, Yang Zhang, Kai Zheng
20190 citations
Semantic Scholar
Margin trade, short sales and financial stability
H. Sng, Yang Zhang, Huan-Huan Zheng
2019Journal of Economic Interaction and Coordination0 citations
Semantic Scholar
Essays in risk management and asset pricing with high frequency option panels
Yang Zhang
20180 citations
Semantic Scholar
The Information Content of Option Implied Moments and Co-Moments: Extended Abstract
Julian M. Williams, Yang Zhang
20170 citations
Semantic Scholar
Option Implied Measures of Systemic Risk in the US Financial Sector: Operator and Quadrature Measures of Extreme Events
Yang Zhang, Valentina Lagasio, M. Brogi, Julian M. Williams
20170 citations
Semantic Scholar
Human capital , household capital and asset returns q
Yu Ren, Yu-Fei Yuan, Yang Zhang
20150 citations
Semantic Scholar
Intraday Herding on Cross-Listed Stocks ─ Spillover and Abnormal Return
Rose Neng Lai, Yang Zhang
20150 citations Open access
Semantic Scholar
Discussion Paper / Document d ’ analyse 2010-9 Inventories in ToTEM
O. Kryvtsov, Yang Zhang, G. Keenleyside
20100 citations
Semantic Scholar
Identification and Recognition of Intangible Capital
Yunhao He, Yang Zhang
20080 citations
Semantic Scholar
WP 34-07
Pierre L. Siklos, Yang Zhang
0 citations
Semantic Scholar

José Dorich

×3

Fung Kwan×3

O. Kryvtsov×3

S. Zhuo×2