Yu-chin Chen : Citation Profile


Are you Yu-chin Chen?

University of Washington

6

H index

5

i10 index

876

Citations

RESEARCH PRODUCTION:

2

Articles

13

Papers

RESEARCH ACTIVITY:

   15 years (1995 - 2010). See details.
   Cites by year: 58
   Journals where Yu-chin Chen has often published
   Relations with other researchers
   Recent citing documents: 177.    Total self citations: 9 (1.02 %)

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   Permalink: http://citec.repec.org/pch880
   Updated: 2020-02-22    RAS profile: 2010-06-30    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yu-chin Chen.

Is cited by:

Rossi, Barbara (21)

Frankel, Jeffrey (19)

Byrne, Joseph (17)

Rogoff, Kenneth (17)

Razafindrabe, Tovonony (16)

Mignon, Valérie (14)

COUHARDE, Cécile (13)

Dreger, Christian (12)

Carpantier, Jean-François (12)

Belke, Ansgar (12)

Tiwari, Aviral (12)

Cites to:

Gertler, Mark (23)

Rogoff, Kenneth (22)

Gali, Jordi (22)

McCallum, Bennett (20)

Clarida, Richard (20)

Campbell, John (14)

Svensson, Lars (12)

West, Kenneth (9)

Diebold, Francis (9)

Bullard, James (9)

Rudebusch, Glenn (9)

Main data


Where Yu-chin Chen has published?


Working Papers Series with more than one paper published# docs
Working Papers / University of Washington, Department of Economics7

Recent works citing Yu-chin Chen (2018 and 2017)


YearTitle of citing document
2018FOOD PRICE SENSITIVITY TO CHANGES IN PETROLEUM PRICE AND EXCHANGE RATE IN GHANA: A COINTEGRATION ANALYSIS. (2018). Mensa-Bonsu, Akwasi ; Baptist, John ; Ebenezer, Appiah Collins. In: 2018 Conference (2nd), August 8-11, Kumasi, Ghana. RePEc:ags:ghaaae:277791.

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2018THE EFFECTS OF FISCAL POLICY ON INCOME INEQUALITY IN A MODEL WITH HETEROGENEOUS AGENTS. (2018). Saith, Walberti ; de Mattos, Leonardo Bornacki ; Alexopoulos, Joanna Giorgios. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:92.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2017Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1.

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2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:455.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: BIS Working Papers. RePEc:bis:biswps:619.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Sterilized Interventions in the Form of Foreign Currency Repos: VECM Analysis Using Russian Data. (2018). Shulgin, Andrei. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:2:p:68-80.

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2019International Risk-Sharing and Optimal Monetary Policy in a Small Commodity-Exporting Economy. (2019). Charnavoki, Valery. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:3-27.

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2019Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy. (2019). Sinyakov, Andrey ; Ponomarenko, Alexey ; Tatarintsev, Stas ; Kozlovtceva, Irina. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps42.

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2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017Growth in a time of austerity: evidence from the UK. (2017). Middleditch, Paul ; Amann, Juergen. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:4:p:349-375.

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2019Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:bny:wpaper:0083.

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2017The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach. (2017). Kim, Youngmin ; Lee, Seojin. In: Economic Analysis (Quarterly). RePEc:bok:journl:v:23:y:2017:i:3:p:1-22.

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2020Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Trigilia, G ; Moramarco, G ; Manasse, P. In: Working Papers. RePEc:bol:bodewp:wp1141.

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2019Shifting Inflation Expectations and Monetary Policy. (2019). Kirchner, Markus ; Arias, Agustin . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:829.

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2017How to Cope with Volatile Commodity Export Prices: Four Proposals. (2017). Frankel, Jeffrey. In: CID Working Papers. RePEc:cid:wpfacu:335.

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2019Determinants of real exchange rate movements in 15 emerging market economies. (2019). Goda, Thomas ; Priewe, Jan. In: Documentos de Trabajo CIEF. RePEc:col:000122:017468.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

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2018The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Sulewski, Christoph ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7718.

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2019Currency Collapses and Output Dynamics in Commodity Dependent Countries. (2019). Carpantier, Jean-François ; Bodart, Vincent. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2019011.

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2017Revisiting the forecasting accuracy of Phillips curve: the role of oil price. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Working Papers. RePEc:cui:wpaper:0022.

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2018Improving the predictability of commodity prices in US inflation: The role of coffee price. (2018). Salisu, Afees ; Adediran, Idris ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0041.

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2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055.

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

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2018Predicting risk premia in short-term interest rates and exchange rates. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182131.

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2018From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149.

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2018China and international housing price growth. (2018). Chang, Yuk Ying ; Shi, Song ; Anderson, Hamish. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:294-312.

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2019Retail sales of durable goods, inventories and imports after large devaluations. (2019). Charnavoki, Valery. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301629.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2018The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560.

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2018Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33.

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2019Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model. (2019). Stona, Filipe ; Caldeira, Joo F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:76-89.

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2019Time-varying risk aversion and realized gold volatility. (2019). Demirer, Riza ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399.

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2017The exchange rate exposure puzzle: The long and the short of it. (2017). Snaith, Stuart ; Wood, Andrew ; Termprasertsakul, Santi. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:204-207.

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2017Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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2018Commodity price volatility with endogenous natural resources. (2018). Gross, Isaac ; Hansen, James. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:157-180.

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2017From bond yield to macroeconomic instability: A parsimonious affine model. (2017). Tedeschi, Gabriele ; Recchioni, Maria Cristina . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1116-1135.

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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wu, Chongfeng ; Wang, Yudong ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

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2018Momentum of return predictability. (2018). Wang, Yudong ; Diao, Xundi ; Ma, Feng ; Liu, LI. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:141-156.

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2018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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2017Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220.

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2017Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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2017Dynamic spillover between commodities and commodity currencies during United States Q.E.. (2017). Yip, Pick Schen ; Do, Hung Xuan ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:399-410.

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2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

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2018Revisiting the forecasting accuracy of Phillips curve: The role of oil price. (2018). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356.

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2018Forecasting the real price of oil - Time-variation and forecast combination. (2018). Funk, Christoph. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:288-302.

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2018Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries. (2018). Xin Lv, ; Yu, Chang ; Chen, Qian ; Lien, Donald. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:325-343.

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2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies. (2019). Tiwari, Aviral ; Demirer, Riza ; Albulescu, Claudiu ; Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388.

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2018Exchange rate fluctuations, oil price shocks and economic growth in a small net-importing economy. (2018). Lin, Boqiang ; Wesseh, Presley K. In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:402-407.

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2019The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

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2019Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi . In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

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2017Predicting white metal prices by a commodity sensitive exchange rate. (2017). Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:309-315.

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2019Inflation expectation, monetary policy credibility, and exchange rates. (2019). Kim, Young Min ; Lee, Seojin. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306184.

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2018How sensitive is corporate debt to swings in commodity prices?. (2018). Donders, Pablo ; Wagner, Rodrigo ; Jara, Mauricio. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:237-258.

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2018The impact of Chinese financial markets on commodity currency exchange rates. (2018). Ma, Xiuying ; Wang, Chengqi ; Xu, Xiangyun ; Yang, Zhihua. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:186-198.

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2017Emerging economies business cycles: The role of commodity terms of trade news. (2017). Vicondoa, Alejandro ; Pappa, Evi ; Ben Zeev, Nadav. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:368-376.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2017Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

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2019Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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2017Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom. (2017). Hansen, Erwin ; Wagner, Rodrigo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:197-212.

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2017Debt thresholds and real exchange rates: An emerging markets perspective. (2017). Velic, Adnan ; Galstyan, Vahagn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:452-470.

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2017Forecasting oil price realized volatility using information channels from other asset classes. (2017). Filis, George ; Degiannakis, Stavros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:76:y:2017:i:c:p:28-49.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2018The impact of uncertainty shocks on the volatility of commodity prices. (2018). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:96-111.

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2018Market power, inflation targeting, and commodity currencies. (2018). Chen, Yu-Chin ; Lee, Dongwon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:122-139.

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2018On the predictability of emerging market sovereign credit spreads. (2018). Audzeyeva, Alena ; Fuertes, Ana-Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:140-157.

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2018Uncertainty and deviations from uncovered interest rate parity. (2018). Rossi, Barbara ; Ismailov, Adilzhan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:242-259.

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2019Carry trades and commodity risk factors. (2019). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:121-129.

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2019Volatility risk premia and future commodity returns. (2019). ORNELAS, JOSE ; Mauad, Roberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:341-360.

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2017Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR model. (2017). Iwaisako, Tokuo ; Nakata, Hayato. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:46:y:2017:i:c:p:1-16.

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2019Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Guillaumin, Cyriac ; Boubakri, Salem ; Silanine, Alexandre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:212-228.

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2019The impact of long-short speculators on the volatility of agricultural commodity futures prices. (2019). Sulewski, Christoph ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301630.

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2019Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

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2017Sustainability of platinum production in South Africa and the dynamics of commodity pricing. (2017). ROBINSON, ZURIKA. In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:107-114.

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2019Commodity-currencies or currency-commodities: Evidence from causality tests. (2019). Demirer, Riza ; Belasen, Ariel. In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:162-168.

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2019Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm. (2019). el Aziz, Mohamed Abd ; Alameer, Zakaria ; Jianhua, Zhang ; Ye, Haiwang ; Ewees, Ahmed A ; Elaziz, Mohamed Abd. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:250-260.

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2019Oil subsidies and the risk exposure of oil-user stocks: Evidence from net oil producers. (2019). Hassan, M. Kabir ; Basher, Syed ; Alhassan, Abdulrahman. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:461-472.

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2019Forecasting base metal prices with the Chilean exchange rate. (2019). Pincheira, Pablo ; Hardy, Nicolas ; Brown, Pablo Pincheira. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:256-281.

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2019Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56.

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2019Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

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2019Forecasting prices of selected metals with Bayesian data-rich models. (2019). Drachal, Krzysztof. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719306713.

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2017After the tide: Commodity currencies and global trade. (2017). Roussanov, Nikolai ; Ready, Robert ; Ward, Colin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:85:y:2017:i:c:p:69-86.

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2017Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies. (2017). Chan, Kam Fong ; Marsden, Alastair ; Chhagan, Mahesh . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:37-54.

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2018Modeling extreme risks in commodities and commodity currencies. (2018). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:108-120.

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2017Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective. (2017). Wen, Shaobo ; Liu, Xueyong ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:299-308.

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2017Cross-correlations between RMB exchange rate and international commodity markets. (2017). Lu, Xinsheng ; Qian, Yubo ; Zhou, Ying ; Li, Jianfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:168-182.

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2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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2019Comovement between commodity sectors. (2019). Chen, Ziyue ; Zhang, Hao ; Cai, Guixin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1247-1258.

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2019Oil prices and corporate high-yield spreads: Evidence from panels of nonenergy and energy European firms. (2019). Apergis, Nicholas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:34-40.

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2017Do analysts forecasts of term spread differential help predict directional change in exchange rates?. (2017). Baghestani, Hamid ; Toledo, Hugo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:62-69.

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2018Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets. (2018). Sowmya, Subramaniam ; Prasanna, Krishna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:178-192.

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2019Its not that important: The negligible effect of oil market uncertainty. (2019). Wang, Yudong ; Liu, LI ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84.

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More than 100 citations found, this list is not complete...

Works by Yu-chin Chen:


YearTitleTypeCited
2008ADAPTIVE LEARNING AND MONETARY POLICY IN AN OPEN ECONOMY: LESSONS FROM JAPAN In: Pacific Economic Review.
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article2
2003Commodity Currencies and Empirical Exchange Rate Puzzles In: DNB Staff Reports (discontinued).
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paper207
2008CAN EXCHANGE RATES FORECAST COMMODITY PRICES? In: Working Papers.
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paper279
2008Can Exchange Rates Forecast Commodity Prices?.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 279
paper
2009Can Exchange Rates Forecast Commodity Prices?.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 279
paper
2003Commodity currencies In: Journal of International Economics.
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article303
1995Accounting for Differences in Economic Growth. In: Brookings Institution - Working Papers.
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paper24
Accounting for Difference in Economic Growth.() In: Discussion Papers.
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This paper has another version. Agregated cites: 24
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2008Adaptive Learning and Monetary Policy: Lessons from Japan In: Working Papers.
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paper0
2008Monetary Policy Design under Imperfect Knowledge: An Open Economy Analysis In: Working Papers.
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paper2
2009What Does the Yield Curve Tell Us About Exchange Rate Predictability? In: Working Papers.
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paper49
2009What Does the Yield Curve Tell Us About Exchange Rate Predictability?.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 49
paper
2009Growth and Inequality in a Small Open Economy In: Working Papers.
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paper6
2010A Macro-Finance Approach to Exchange Rate Determination In: Working Papers.
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paper3
2009Predicting Agri-Commodity Prices: an Asset Pricing Approach In: Working Papers.
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paper1

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