4
H index
2
i10 index
81
Citations
Jun Yang : Citation Profile
Bank of Canada | RESEARCH PRODUCTION: 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2007 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jun Yang. | Is cited by:
| Cites to:
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Main data
Where Jun Yang has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Analytical Notes / Bank of Canada | 7 |
| Staff Working Papers / Bank of Canada | 6 |
Recent works citing Jun Yang (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Will Asset Managers Dash for Cash? Implications for Central Banks. (2025). Fontaine, Jean-Sebastien ; Cimon, David ; Sandhu, Jabir ; Dion, Jean-Philippe. In: Discussion Papers. RePEc:bca:bocadp:25-05. Full description at Econpapers || Download paper |
| 2025 | Expected idiosyncratic volatility. (2025). Bekaert, Geert ; Bergbrant, Mikael ; Kassa, Haimanot. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000315. Full description at Econpapers || Download paper |
| 2024 | Are private investors overcompensated in infrastructure projects?. (2024). In, Soh Young ; Ronikonmaki, Niko-Matti ; Lepech, Michael ; Wikstrom, Kim ; Spohr, Jonas. In: Transport Policy. RePEc:eee:trapol:v:152:y:2024:i:c:p:1-8. Full description at Econpapers || Download paper |
Works by Jun Yang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2008 | Default Dependence: The Equity Default Relationship In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Idiosyncratic Coskewness and Equity Return Anomalies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads In: Staff Working Papers. [Full Text][Citation analysis] | paper | 51 |
| 2012 | Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 2014 | Corporate Governance, Product Market Competition and Debt Financing In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2025 | Demand-Driven Risk Premia in Foreign Exchange and Bond Markets In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Has Liquidity in Canadian Government Bond Markets Deteriorated? In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 10 |
| 2018 | Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated? In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated? In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 3 |
| 2018 | The Cost of the Government Bond Buyback and Switch Programs in Canada In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Using Exchange-Traded Funds to Measure Liquidity in the Canadian Corporate Bond Market In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
| 2025 | The impact of trading flows on Government of Canada bond prices In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
| 2025 | L’incidence des flux d’opérations sur les prix des obligations du gouvernement du Canada In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Default Risk, Idiosyncratic Coskewness and Equity Returns In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team