Search Results - "Qian, Zongxin"

Inflation targeting and financial crisis by Gong, Di, Qian, Zongxin

“…We study the average treatment effect of inflation targeting on the likelihood of financial crisis with a large panel of countries over 1980-2017. To address…”
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Banking crises and exporter dynamics by Gong, Di, Hu, Shiwei, Qian, Zongxin

“…This article examines the effects of systemic banking crises on exporter dynamics using exporter data at the country-industry level from the Exporter Dynamics…”
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Rationality test in the housing market: Project‐level evidence from China by Chen, Yifan, Gang, Jianhua, Qian, Zongxin, Zhang, Jinfan

“…We test whether investors rationally react to rent news when pricing houses. Previous literature on house pricing uses aggregated housing price and rent data…”
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Tribological Behavior and Surface Analysis of Electroless Nickel Coatings Reinforced With Black Phosphorus Nanosheets by Qian, Zongxin, Luo, Zhiheng, Dong, Yinghui, Yao, Lulu, Song, Ruhong, Xu, Yufu

“…Electroless nickel (EN) coatings have attract much attention due to their ability to provide a corrosion-resistant hard surface. However, the technological…”
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How does the volatility‐timing strategy perform in mutual funds portfolios by Yin, Zhida, Jiang, Jilin, Qian, Zongxin

“…Literature suggests that a volatility‐timing strategy improves the performance of factor portfolios in the stock market and currency carry trade. This paper…”
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FinTechs in China – with a special focus on peer to peer lending by Stern, Caroline, Makinen, Mikko, Qian, Zongxin

“…Purpose China is a country with the most number of operating peer-to-peer (P2P) lending platforms (approximately 2,000) worldwide. This study aims to provide…”
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Do speculative bubbles migrate in the Chinese stock market? by He, Qing, Qian, Zongxin, Fei, Zhe, Chong, Terence Tai-Leung

“…In this paper, a duration dependence test for speculative bubbles in the Chinese stock market is developed. It is found that bubbles in the aggregate stock…”
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The impact of financial development on the income and consumption levels of China’s rural residents by Qian, Zongxin, Tu, Yonghong, Zhou, Zinan

“…In this paper, we investigate the impact of financial development on rural residents’ income and consumption levels in China. We discover that the development…”
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Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market by Gang, Jianhua, Qian, Zongxin, Xu, Tiange

“…This study investigates the profitability of momentum and reversal strategies of different investment horizons in the Chinese stock market. The findings…”
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China's Monetary Policy and Systemic Risk by Gang, Jianhua, Qian, Zongxin

“…We study the effect of domestic monetary policies on China's systemic risk after the collapse of Lehman Brothers. Evidence shows China's systemic risk was…”
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Monetary policy transmission with two exchange rates of a single currency: The Chinese experience by He, Qing, Korhonen, Iikka, Qian, Zongxin

“…In emerging market economies, transmission of monetary policy through the foreign exchange market is complicated by the coexistence of financial restrictions…”
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Stock returns and carry trades by Chen, Zilin, Gang, Jianhua, Qian, Zongxin

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The Aumann-Serrano risk factor and asset pricing: evidence from the Chinese A-share market by Gang, Jianhua, Qian, Zongxin, Chen, Fan

“…Empirical evidence shows that a single-factor model using the Aumann-Serrano riskiness index dominates both the CAPM and Fama-French three-factor model because…”
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Regime-Dependent Determinants of China's Sovereign Credit Default Swap Spread by Qian, Zongxin, Luo, Qian

“…We study the determinants of China's sovereign credit default swap (CDS) spread in a regime-switching framework. This framework allows us to identify potential…”
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Risk-Adjusted Performance of Mutual Funds: Evidence from China by Gang, Jianhua, Qian, Zongxin

“…In this article, we evaluate the performance of mutual funds in China between 2006 and 2014. We first estimate time-varying abnormal returns of each mutual…”
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Regime-dependent determinants of Euro area sovereign CDS spreads by Blommestein, Hans, Eijffinger, Sylvester, Qian, Zongxin

“…We study the determinants of sovereign CDS spreads of five Euro area countries (Greece, Ireland, Italy, Portugal, and Spain) after the collapse of Lehman…”
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Does tax policy affect credit spreads? Evidence from the US and UK by Ji, Kan, Qian, Zongxin

“…•We use the narrative approach to identify exogenous tax shocks.•We use a FAVAR model to avoid the omitted variable bias.•We find that tax policy changes…”
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Systemic financial risk and macroeconomic activity in China by He, Qing, Liu, Junyi, Gan, Jingyun, Qian, Zongxin

“…•We construct a systemic financial risk index for China’s economy.•Our index is accurate supported by the empirical results.•We contribute to the related…”
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Housing prices and business cycle in China: A DSGE analysis by He, Qing, Liu, Fangge, Qian, Zongxin, Tai Leung Chong, Terence

“…We investigate the interaction between the real estate market and the business cycle volatility in China over the past two decades. A Bayesian dynamic…”
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Trade openness and the Phillips curve: The neglected heterogeneity and robustness of empirical evidence by Eijffinger, Sylvester C.W., Qian, Zongxin

“…A cross-country parameter homogeneity assumption is usually imposed in the literature to test the effect of trade openness on the slope of the Phillips curve…”
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