8
H index
8
i10 index
130
Citations
Linlin Niu : Citation Profile
Xiamen University | RESEARCH PRODUCTION: 12 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2007 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Linlin Niu. | Is cited by:
| Cites to:
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Main data
Where Linlin Niu has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Modelling | 2 |
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University | 19 |
| BOFIT Discussion Papers / Bank of Finland Institute for Emerging Economies (BOFIT) | 3 |
Recent works citing Linlin Niu (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2023 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808. Full description at Econpapers || Download paper |
| 2022 | On functional processes with multiple discontinuities. (2022). Hsing, Tailen ; Li, Yaguang. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:3:p:933-972. Full description at Econpapers || Download paper |
| 2022 | Revisiting the determinants of house prices in China’s megacities: Cross?sectional heterogeneity, interdependencies and spillovers. (2022). Ou, Zhirong ; Liu, Chunping ; ChunpingLiu, . In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:3:p:255-277. Full description at Econpapers || Download paper |
| 2022 | Interbank liquidity risk transmission to large emerging markets in crisis periods. (2022). Bouri, Elie ; Hosseini, Seyedmehdi ; Sifat, Imtiaz ; Zarei, Alireza. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001612. Full description at Econpapers || Download paper |
| 2021 | Global bond risk premia under falling stars. (2021). Zhu, Xiaoneng ; Zhang, Yugui. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s154461232031730x. Full description at Econpapers || Download paper |
| 2022 | Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239. Full description at Econpapers || Download paper |
| 2022 | Salience theory and the cross-section of stock returns: International and further evidence. (2022). Zaremba, Adam ; Cakici, Nusret. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:689-725. Full description at Econpapers || Download paper |
| 2021 | Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Jeleskovic, Vahidin ; Demertzidis, Anastasios. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:212-:d:550636. Full description at Econpapers || Download paper |
| 2021 | A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Liu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202102. Full description at Econpapers || Download paper |
| 2022 | Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression. (2022). Yang, Tinggan ; Wang, Yihong ; Cheng, Hong. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10107-8. Full description at Econpapers || Download paper |
| 2021 | Half-day trading and spillovers. (2021). Gang, Jianhua ; Yu, Limin ; Chen, Yifan. In: Frontiers of Business Research in China. RePEc:spr:fobric:v:15:y:2021:i:1:d:10.1186_s11782-021-00097-7. Full description at Econpapers || Download paper |
| 2021 | What determines Chinas housing price dynamics? New evidence from a DSGE?VAR. (2021). Ou, Zhirong ; Liu, Chunping ; ChunpingLiu, . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3269-3305. Full description at Econpapers || Download paper |
| 2022 | Assessment on estimations of currency basket weights—With coefficient correction for common factor dominance. (2022). Wang, Peijie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1401-1418. Full description at Econpapers || Download paper |
| 2022 | Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility. (2022). Clements, Adam ; Tang, Yusui ; Liao, Yin. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:86-99. Full description at Econpapers || Download paper |
| 2022 | Dynamics in the VIX complex. (2022). Posselt, Anders Merrild. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:9:p:1665-1687. Full description at Econpapers || Download paper |
Works by Linlin Niu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Housing Prices in Urban China as Determined by Demand and Supply In: Pacific Economic Review. [Full Text][Citation analysis] | article | 16 |
| 2015 | Housing Price in Urban China as Determined by Demand and Supply.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2011 | Co-movements of Shanghai and New York Stock prices by time-varying regressions In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2012 | De facto currency baskets of China and East Asian economies : The rising weights In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2015 | An adaptive approach to forecasting three key macroeconomic variables for transitional China In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2007 | Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2019 | Sparse-Group Independent Component Analysis with application to yield curves prediction In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2022 | Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2022 | Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | An adaptive approach to forecasting three key macroeconomic variables for transitional China In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2015 | An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China.(2015) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | ||
| 2021 | Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Adaptive dynamic Nelson–Siegel term structure model with applications In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2013 | Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2022 | Affine arbitrage-free yield net models with application to the euro debt crisis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Affine arbitrage-free yield net models with application to the euro debt crisis.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Forecasting the term structure of option implied volatility: The power of an adaptive method In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
| 2018 | Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method.(2018) In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | Co-movements of Shanghai and New York stock prices by time-varying regressions In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 12 |
| 2013 | Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | ||
| 2021 | Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | US and Chinese yield curve responses to RMB exchange rate policy shocks: An analysis with the arbitrage-free Nelson-Siegel term structure model In: China Finance Review International. [Full Text][Citation analysis] | article | 1 |
| 2012 | Term Structure Forecasting: No?Arbitrage Restrictions versus Large Information Set In: Journal of Forecasting. [Citation analysis] | article | 19 |
| 2013 | Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2013 | An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | De Facto Currency Baskets of China and East Asian Economies: The Rising Weights In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | ||
| 2013 | The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | ??????????????????????????????? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | ????????? (BMA) ??????????????? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | A Semiparametric Model for Bond Pricing with Life Cycle Fundamental In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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