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Publications

by members of

School of Finance
Renmin University of China
Beijing, China

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2014

  1. He , Qing & Xue, Chang & Zhu, Chenqi, 2014. "Financial development and patterns of industrial specialization: Regional evidence from China," BOFIT Discussion Papers 12/2014, Bank of Finland, Institute for Economies in Transition.
  2. Yongzheng Liu & Jorge Martinez-Vazquez, 2014. "Public Input Competition under Stackelberg Equilibrium: A Note," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1402, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
  3. Yongzheng Liu & Jorge Martinez-Vazquez, 2014. "Inter-Jurisdictional Tax Competition In China," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1403, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
  4. Yongzheng Liu, 2014. "Does Competition for Capital Discipline Governments? The Role of Fiscal Equalization," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1404, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
  5. Yongzheng Liu & Jorge Martinez-Vazquez & Baoyun Qiao, 2014. "Falling Short: Intergovernmental Transfers in China," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1423, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.

2013

  1. Wei Sun & Anthony Webb, 2013. "Can Incentives for Long-Term Care Insurance Reduce Medicaid Spending?," Issues in Brief ib2013-6, Center for Retirement Research.
  2. Wei Sun & Anthony Webb, 2013. "Can Long-Term Care Insurance Partnership Programs Increase Coverage and Reduce Medicaid Costs?," Working Papers, Center for Retirement Research at Boston College wp2013-8, Center for Retirement Research.
  3. Jianpo Xue & Chong K. Yip, 2013. "Balanced-Budget Rules and Aggregate Instability: The Role of Consumption Taxes in a Monetary Economy," Working Papers 112013, Hong Kong Institute for Monetary Research.
  4. James Alm & Yongzheng Liu, 2013. "Did China's Tax-for-Fee Reform Improve Farmers' Welfare in Rural Areas?," Working Papers 1305, Tulane University, Department of Economics.
  5. James Alm & Yongzheng Liu, 2013. "China's Tax-for-Fee Reform and Village Inequality," Working Papers 1304, Tulane University, Department of Economics.

2012

  1. Wei Sun & Anthony Webb, 2012. "Should Households Base Asset Decumulation Strategies on Required Minimum Distribution Tables?," Working Papers, Center for Retirement Research at Boston College wp2012-10, Center for Retirement Research, revised Apr 2012.
  2. Wei Sun & Anthony Webb, 2012. "Can Retirees Base Wealth Withdrawals on the IRS’ Required Minimum Distributions?," Issues in Brief ib2012-19, Center for Retirement Research, revised Oct 2012.
  3. Jianpo Xue & Chong K. Yip, 2012. "Aggregate Elasticity of Substitution and Economic Growth: A Synthesis," DEGIT Conference Papers c017_011, DEGIT, Dynamics, Economic Growth, and International Trade.
  4. James B. Davies & Xiaojun Shi & John Whalley, 2012. "The Possibilities for Global Inequality and Poverty Reduction Using Revenues from Global Carbon Pricing," University of Western Ontario, Economic Policy Research Institute Working Papers 20127, University of Western Ontario, Economic Policy Research Institute.
  5. Huifang Tian & Xiaojun Shi & John Whalley, 2012. "Cross Country Fairness Considerations and Country Implications of Alternative Approaches to a Global Emission Reduction Regime," NBER Working Papers 18443, National Bureau of Economic Research, Inc.

2011

  1. Wei Sun & Anthony Webb, 2011. "How Do Subjective Mortality Beliefs Affect the Value of Social Security and the Optimal Claiming Age?," Working Papers, Center for Retirement Research at Boston College wp2011-22, Center for Retirement Research, revised Nov 2011.
  2. Liu, Jing & Cao, Shutao, 2011. "Productivity Growth and Ownership Change in China: 1998-2007," MPRA Paper 30571, University Library of Munich, Germany.
  3. Taheripour, Farzad & Hertel, Thomas W. & Liu, Jing, 2011. "The Role of Irrigation in Determining the Global Land Use Impacts of Biofuels," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103843, Agricultural and Applied Economics Association.
  4. Theodore Palivos & Jianpo Xue & Chong K. Yip, 2011. "Illegal Immigration, Factor Substitution and Economic Growth," Discussion Paper Series 2011_10, Department of Economics, University of Macedonia, revised Jun 2011.
  5. Julan Du & Qing He & Oliver M. Rui, 2011. "Channels of Interprovincial Risk Sharing in China," Working Papers 122011, Hong Kong Institute for Monetary Research.
  6. Julan Du & Qing He & Oliver M. Rui, 2011. "Channels of Interprovincial Consumption Risk Sharing in the People’s Republic of China," Development Economics Working Papers 23202, East Asian Bureau of Economic Research.
  7. Du, Julan & He, Qing & Rui, Oliver M., 2011. "Channels of Interprovincial Consumption Risk Sharing in the People’s Republic of China," ADBI Working Papers 334, Asian Development Bank Institute.
  8. Jaime Casassus & Peng Liu & Ke Tang, 2011. "Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns," Documentos de Trabajo 404, Instituto de Economia. Pontificia Universidad Católica de Chile..
  9. Yulu, Chen & Yong, Ma & Ke, Tang, 2011. "The chinese financial system at the Dawn of the 21st century: An Overview," MPRA Paper 36027, University Library of Munich, Germany.
  10. James B. Davies & Xiaojun Shi & John Whalley, 2011. "The Possibilities For Global Poverty Reduction Using Revenues From Global Carbon Pricing," NBER Working Papers 16878, National Bureau of Economic Research, Inc.
  11. Yongzheng Liu & Jorge Martinez-Vazquez, 2011. "Public Input Competition, Stackelberg Equilibrium and Optimality," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1123, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
  12. Jorge Martinez-Vazquez & Yongzheng Liu, 2011. "Designing the Local Government Enhancement Fund for the Philippines," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1120, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.

2010

  1. Anthony Webb & Shenyi Jiang & Wei Sun, 2010. "Did the Housing Boom Increase Household Spending," Issues in Brief ib2010-10, Center for Retirement Research, revised Jul 2010.
  2. Ke Tang & Wei Xiong, 2010. "Index Investment and Financialization of Commodities," NBER Working Papers 16385, National Bureau of Economic Research, Inc.
  3. Jorge Martinez-Vazquez & Violeta Vulovic & Yongzheng Liu, 2010. "Direct versus Indirect Taxation: Trends, Theory and Economic Significance," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1014, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
  4. Yongzheng Liu & Jorge Martinez-Vazquez, 2010. "The Growth-Inequality Tradeo in the Design of Tax Structure: Evidence from a Large Panel of Countries," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1320, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.

2009

  1. Wei Sun & Anthony Webb & Natalia Zhivan, 2009. "Does Staying Healthy Reduce Your Lifetime Health Care Costs?," Issues in Brief ib2010-8, Center for Retirement Research, revised May 2009.
  2. John Whalley & Shunming Zhang, 2009. "On the Arbitrariness of Consumption," CESifo Working Paper Series 2566, CESifo Group Munich.
  3. John Whalley & Jun Yu & Shunming Zhang, 2009. "Trade Retaliation in a Monetary-Trade Model," CESifo Working Paper Series 2526, CESifo Group Munich.

2008

  1. Leora Friedberg & Wei Sun & Anthony Webb, 2008. "What Effect Do Time Constraints Have on the Age of Retirement?," Working Papers, Center for Retirement Research at Boston College wp2008-17, Center for Retirement Research, revised Dec 2008.
  2. Steven A. Sass & Wei Sun & Anthony Webb, 2008. "When Should Married Men Claim Social Security Benefits?," Issues in Brief ib2008-8-4, Center for Retirement Research, revised Mar 2008.
  3. Leora Friedberg & Wei Sun & Anthony Webb, 2008. "How Much Do Older Workers Value Employee Health Insurance?," Issues in Brief ib2008-8-9, Center for Retirement Research, revised Jul 2008.
  4. Liu, J., 2008. "Brand and Automaticity," Open Access publications from Tilburg University urn:nbn:nl:ui:12-388096, Tilburg University.
  5. Raymond Riezman & John Whalley & Shunming Zhang, 2008. "Metrics Capturing the Degree to Which Individual Economies Are Globalized," University of Western Ontario, Economic Policy Research Institute Working Papers 20085, University of Western Ontario, Economic Policy Research Institute.
  6. Yao Li & John Whalley & Shunming Zhang & Xiliang Zhao, 2008. "The Higher Educational Transformation of China and Its Global Implications," NBER Working Papers 13849, National Bureau of Economic Research, Inc.

2007

  1. Steven A. Sass & Wei Sun & Anthony Webb, 2007. "Why Do Married Men Claim Social Security Benefits So Early? Ignorance or Caddishness?," Working Papers, Center for Retirement Research at Boston College wp2007-17, Center for Retirement Research, revised Oct 2007.
  2. Li Li & Qing He & Terence Tai-Leung, Chong, 2007. "A Competing Risk Analysis of Delistings," Departmental Working Papers _187, Chinese University of Hong Kong, Department of Economics.

2006

  1. Wei Sun & Robert Triest & Anthony Webb, 2006. "Optimal Retirement Asset Decumulation Strategies: The Impact of Housing Wealth," Working Papers, Center for Retirement Research at Boston College wp2006-22, Center for Retirement Research, revised Nov 2006.
  2. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," The School of Economics Discussion Paper Series 0631, Economics, The University of Manchester.
  3. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Centre for Growth and Business Cycle Research Discussion Paper Series 79, Economics, The Univeristy of Manchester.
  4. Qing He & Terence Tai-Leung, Chong, 2006. "Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach," Departmental Working Papers _183, Chinese University of Hong Kong, Department of Economics.
  5. John Whalley & Shunming Zhang, 2006. "State-Owned Enterprise Behaviour Responses to Trade Reforms: Some Analytics and Numerical Simulation Results Using Chinese Data," NBER Working Papers 12780, National Bureau of Economic Research, Inc.

2005

  1. Hui Huang & John Whalley & Shunming Zhang, 2005. "Trade Liberalization in a Joint Spatial Inter-Temporal Trade Model," CESifo Working Paper Series 1463, CESifo Group Munich.
  2. Hui Huang & Yi Wang & Yiming Wang & John Whalley & Shunming Zhang, 2005. "A Trade Model with an Optimal Exchange Rate Motivated by Current Discussion of a Chinese Renminbi Float," CESifo Working Paper Series 1471, CESifo Group Munich.

2004

  1. John Whalley & Shunming Zhang, 2004. "Inequality Change in China and (Hukou) Labour Mobility Restrictions," NBER Working Papers 10683, National Bureau of Economic Research, Inc.

2001

  1. Wang, Changyun, 2001. "The behavior and performance of major types of futures traders," MPRA Paper 36426, University Library of Munich, Germany, revised Jul 2002.
  2. Wang, Changyun, 2001. "The effect of net positions by type of trader on volatility in foreign currency futures markets," MPRA Paper 36428, University Library of Munich, Germany, revised Nov 2001.

2000

  1. Wang, Changyun, 2000. "Investor sentiment and return predictability in agricultural futures markets," MPRA Paper 36425, University Library of Munich, Germany, revised Sep 2002.
  2. Xiaotie Deng & Chunlei Xu & Shunming Zhang, 2000. "Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs," UWO Department of Economics Working Papers 200013, University of Western Ontario, Department of Economics.

Journal articles

2014

  1. Chengsi Zhang & Chaofeng Li, 2014. "The Great Moderation in China: A Disaggregated Analysis," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 50(1), pages 150-163, January.
  2. Jianhua Gang & Xiang Li, 2014. "Risk Perception And Equity Returns: Evidence From The Spx And Vix," Bulletin of Economic Research, Wiley Blackwell, vol. 66(1), pages 20-44, 01.
  3. Jia, Junxue & Guo, Qingwang & Zhang, Jing, 2014. "Fiscal decentralization and local expenditure policy in China," China Economic Review, Elsevier, vol. 28(C), pages 107-122.
  4. James Alm & Yongzheng Liu, 2014. "China's Tax-for-Fee Reform and Village Inequality," Oxford Development Studies, Taylor & Francis Journals, vol. 42(1), pages 38-64, March.
  5. Yongzheng Liu, 2014. "Does competition for capital discipline governments? The role of fiscal equalization," International Tax and Public Finance, Springer, vol. 21(3), pages 345-374, June.

2013

  1. Sass, Steven A. & Sun, Wei & Webb, Anthony, 2013. "Social Security claiming decision of married men and widow poverty," Economics Letters, Elsevier, vol. 119(1), pages 20-23.
  2. Zhang, Chengsi, 2013. "Money, housing, and inflation in China," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 75-87.
  3. Chengsi Zhang, 2013. "Monetary Dynamics of Inflation in China," The World Economy, Wiley Blackwell, vol. 36(6), pages 737-760, 06.
  4. Chengsi Zhang & Butan Zhang & Zhe Lu & Yasutomo Murasawa, 2013. "Output Gap Estimation and Monetary Policy in China," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 49(S4), pages 119-131, September.
  5. Chengsi Zhang, 2013. "Inflation Dynamics and an Extended New Keynesian Phillips Curve for China," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 49(5), pages 82-98, September.
  6. Ke Tang & Changyun Wang, 2013. "Are Chinese warrants derivatives? Evidence from connections to their underlying stocks," Quantitative Finance, Taylor & Francis Journals, vol. 13(8), pages 1225-1240, July.
  7. McGough, Bruce & Meng, Qinglai & Xue, Jianpo, 2013. "Expectational stability of sunspot equilibria in non-convex economies," Journal of Economic Dynamics and Control, Elsevier, vol. 37(6), pages 1126-1141.
  8. Xue, Jianpo & Yip, Chong K., 2013. "Aggregate elasticity of substitution and economic growth: A synthesis," Journal of Macroeconomics, Elsevier, vol. 38(PA), pages 60-75.
  9. Du, Julan & He, Qing & Yuen, San Wing, 2013. "Tunneling and the decision to go private: Evidence from Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 22(C), pages 50-68.
  10. He, Qing & Leung, Pak-Ho & Chong, Terence Tai-Leung, 2013. "Factor-augmented VAR analysis of the monetary policy in China," China Economic Review, Elsevier, vol. 25(C), pages 88-104.
  11. Jaime Casassus & Peng Liu & Ke Tang, 2013. "Economic Linkages, Relative Scarcity, and Commodity Futures Returns," Review of Financial Studies, Society for Financial Studies, vol. 26(5), pages 1324-1362.
  12. Liyan Han & Rong Liang & Ke Tang, 2013. "Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade?," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 613-626, March.
  13. Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke, 2013. "Asset pricing with heterogeneous beliefs and relative performance," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4107-4119.
  14. Hui Huang & John Whalley & Shunming Zhang, 2013. "Multiple Nash equilibria in tariff games," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 332-342, March.
  15. James Alm & Yongzheng Liu, 2013. "Did China's Tax‐for‐Fee Reform Improve Farmers' Welfare in Rural Areas?," Journal of Development Studies, Taylor & Francis Journals, vol. 49(4), pages 516-532, April.

2012

  1. Jianhua Gang & Nan Ye & Chengsi Zhang, 2012. "Financial Crisis, Risk Perception And The Implied Volatility Transmission: A Cross-Region Study," Manchester School, University of Manchester, vol. 80, pages 92-120, 09.
  2. Chengsi Zhang & Guojun An & Xin Yu, 2012. "What Drives China's House Prices: Marriage or Money?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 20(4), pages 19-36, 07.
  3. Zhang, Chengsi & Murasawa, Yasutomo, 2012. "Multivariate model-based gap measures and a new Phillips curve for China," China Economic Review, Elsevier, vol. 23(1), pages 60-70.
  4. Xue, Jianpo & Yip, Chong K., 2012. "Factor Substitution And Economic Growth: A Unified Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 16(04), pages 625-656, September.
  5. Tang, Ke & Wang, Wenjun & Xu, Rong, 2012. "Size and performance of Chinese mutual funds: The role of economy of scale and liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 228-246.
  6. Ke Tang, 2012. "Time-varying long-run mean of commodity prices and the modeling of futures term structures," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 781-790, April.
  7. Liu, Peng & Lu, Xiaomeng & Tang, Ke, 2012. "The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand," Journal of Housing Economics, Elsevier, vol. 21(3), pages 211-222.
  8. K. Geert Rouwenhorst & Ke Tang, 2012. "Commodity Investing," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 447-467, October.
  9. M. A. H. Dempster & Elena Medova & Ke Tang, 2012. "Determinants of oil futures prices and convenience yields," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1795-1809, December.
  10. Zhang, Jing, 2012. "The impact of water quality on health: Evidence from the drinking water infrastructure program in rural China," Journal of Health Economics, Elsevier, vol. 31(1), pages 122-134.
  11. Whalley John & Yu Jun & Zhang Shunming, 2012. "Trade Retaliation in a Monetary-Trade Model," Global Economy Journal, De Gruyter, vol. 12(1), pages 1-29, March.

2011

  1. Wei Sun & Anthony Webb, 2011. "Valuing the Longevity Insurance Acquired by Delayed Claiming of Social Security," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 78(4), pages 907-930, December.
  2. Zhang, Chengsi, 2011. "Inflation persistence, inflation expectations, and monetary policy in China," Economic Modelling, Elsevier, vol. 28(1-2), pages 622-629, January.
  3. Chengsi Zhang, 2011. "Why is Inflation in China a Monetary Phenomenon?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 19(3), pages 1-17, 05.
  4. Zhang, Chengsi & Murasawa, Yasutomo, 2011. "Output gap measurement and the New Keynesian Phillips curve for China," Economic Modelling, Elsevier, vol. 28(6), pages 2462-2468.
  5. Jing Liu & Chi Tse & Keqing He, 2011. "Fierce stock market fluctuation disrupts scalefree distribution," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 817-823.
  6. Bo, Hong & Huang, Zhongnan & Wang, Changyun, 2011. "Understanding seasoned equity offerings of Chinese firms," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1143-1157, May.
  7. Yulu Chen & Donald Lien & Changyun Wang, 2011. "Guest Editors' Introduction," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 47(0), pages 3-6, January.
  8. Ke Tang & Changyun Wang, 2011. "Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 47(0), pages 47-60, January.
  9. Du, Julan & He, Qing & Rui, Oliver M., 2011. "Channels of interprovincial risk sharing in China," Journal of Comparative Economics, Elsevier, vol. 39(3), pages 383-405, September.
  10. Liu, Peng & Tang, Ke, 2011. "The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 211-224, March.
  11. Dempster, M.A.H. & Tang, Ke, 2011. "Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 639-652, March.
  12. John Whalley & Shunming Zhang, 2011. "On the arbitrariness of consumption," Applied Economics Letters, Taylor & Francis Journals, vol. 18(4), pages 301-304.
  13. Yao Amber Li & John Whalley & Shunming Zhang & Xiliang Zhao, 2011. "The Higher Educational Transformation of China and Its Global Implications," The World Economy, Wiley Blackwell, vol. 34(4), pages 516-545, 04.
  14. Riezman, Raymond & Whalley, John & Zhang, Shunming, 2011. "Distance measures between free trade and autarky for the world economy," Economic Modelling, Elsevier, vol. 28(4), pages 2000-2012, July.
  15. Huang, Hui & Shi, Xiaojun & Zhang, Shunming, 2011. "Counter-cyclical substitution between trade credit and bank credit," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1859-1878, August.
  16. Zhuming Chen & Shunming Zhang, 2011. "Optimal Timing And Equilibrium Price For Soe Property Rights Transfer Under Imperfect Information," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 353-372.
  17. Hui Huang & Shunming Zhang, 2011. "The Distorted Theory of Rank-Dependent Expected Utility," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 233-263, November.
  18. Yu, Jun & Zhang, Shunming, 2011. "Optimal trade policy in tariff games with inside money," Economic Modelling, Elsevier, vol. 28(4), pages 1604-1614, July.
  19. Yitao Jiang & Xiaojun Shi & Shunming Zhang & Jingjing Ji, 2011. "The threshold effect of high-level human capital investment on China's urban-rural income gap," China Agricultural Economic Review, Emerald Group Publishing, vol. 3(3), pages 297-320, September.
  20. John Whalley & Shunming Zhang, 2011. "Tax-induced multiple equilibria," Applied Economics Letters, Taylor & Francis Journals, vol. 18(15), pages 1469-1477.
  21. Yongzheng Liu & Jianmei Zhao, 2011. "Intergovernmental fiscal transfers and local tax efforts: evidence from provinces in China," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 14(4), pages 295-300, December.

2010

  1. Zhang, Chengsi & Clovis, Joel, 2010. "China inflation dynamics: Persistence and policy regimes," Journal of Policy Modeling, Elsevier, vol. 32(3), pages 373-388, May.
  2. Chengsi Zhang & Joel Clovis, 2010. "The New Keynesian Phillips Curve of rational expectations: A serial correlation extension," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 159-179, May.
  3. Chengsi Zhang, 2010. "Inflation Uncertainty and Monetary Policy in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 18(3), pages 40-55.
  4. Changyun Wang & Lei Xie, 2010. "Information Diffusion and Overreaction: Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 46(2), pages 80-100, March.
  5. Qing He & Terence Tai‐Leung Chong & Li Li & Jun Zhang, 2010. "A Competing Risks Analysis of Corporate Survival," Financial Management, Financial Management Association International, vol. 39(4), pages 1697-1718, December.
  6. Liu, Peng (Peter) & Tang, Ke, 2010. "No-arbitrage conditions for storable commodities and the modeling of futures term structures," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1675-1687, July.
  7. Shi, Xiaojun & Zhang, Shunming, 2010. "An incentive-compatible solution for trade credit term incorporating default risk," European Journal of Operational Research, Elsevier, vol. 206(1), pages 178-196, October.

2009

  1. Chengsi Zhang, 2009. "Structural instability of China inflation dynamics," Frontiers of Economics in China, Springer, vol. 4(1), pages 30-45, March.
  2. Chengsi Zhang & Joel Clovis, 2009. "Modeling US inflation dynamics: persistence and monetary policy regimes," Empirical Economics, Springer, vol. 36(2), pages 455-477, May.
  3. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2009. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 375-398, 06.
  4. Chengsi Zhang, 2009. "Excess Liquidity, Inflation and the Yuan Appreciation: What Can China Learn from Recent History?," The World Economy, Wiley Blackwell, vol. 32(7), pages 998-1018, 07.
  5. Chengsi Zhang & Joel Clovis, 2009. "Financial Market Turmoil: Implications for Monetary Policy Transmission in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 17(3), pages 1-22.
  6. Chengsi Zhang & Joel Clovis, 2009. "Modeling China Inflation Persistence," Annals of Economics and Finance, Society for AEF, vol. 10(1), pages 89-110, May.
  7. Huang, Kevin X.D. & Meng, Qinglai & Xue, Jianpo, 2009. "Is forward-looking inflation targeting destabilizing? The role of policy's response to current output under endogenous investment," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 409-430, February.
  8. He, Qing & Tai-Leung Chong, Terence & Shi, Kang, 2009. "What accounts for Chinese Business Cycle?," China Economic Review, Elsevier, vol. 20(4), pages 650-661, December.
  9. Karen Eggleston & Yu-Chu Shen & Mingshan Lu & Congdong Li & Jian Wang & Zhe Yang & Jing Zhang, 2009. "Soft budget constraints in China: Evidence from the Guangdong hospital industry," International Journal of Health Care Finance and Economics, Springer, vol. 9(2), pages 233-242, June.
  10. Hui Huang & John Whalley & Shunming Zhang, 2009. "Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach," Economic Theory, Springer, vol. 41(1), pages 131-145, October.

2008

  1. Sun Wei & Triest Robert K. & Webb Anthony, 2008. "Optimal Retirement Asset Decumulation Strategies: The Impact of Housing Wealth," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(1), pages 1-29, September.
  2. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, 06.
  3. Chengsi Zhang & Hong Pang, 2008. "Excess Liquidity and Inflation Dynamics in China: 1997-2007," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(4), pages 1-15.
  4. Chengsi Zhang, 2008. "Structural instability of US inflation persistence," Applied Economics Letters, Taylor & Francis Journals, vol. 15(14), pages 1147-1151.
  5. Christina V. Atanasova & Jianhua Gang, 2008. "The Decline In The Volatility Of The Business Cycles In The Uk," Manchester School, University of Manchester, vol. 76(s1), pages 14-36, 09.
  6. Changyun Wang & Wei Zhang & Weng Kit Tan, 2008. "American futures options arbitrage: evidence from the Nikkei 225 options market," Quantitative Finance, Taylor & Francis Journals, vol. 8(3), pages 313-320.
  7. Chong Terence T. L. & He Qing & Hinich Melvin J, 2008. "The Nonlinear Dynamics of Foreign Reserves and Currency Crises," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(4), pages 1-18, December.
  8. Dempster, M.A.H. & Medova, Elena & Tang, Ke, 2008. "Long term spread option valuation and hedging," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2530-2540, December.

2007

  1. Chengsi Zhang, 2007. "Low Inflation, Pass-through, and a Discrete Inflation-targeting Framework for Monetary Policy in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 15(2), pages 59-73.
  2. Whalley, John & Zhang, Shunming, 2007. "A numerical simulation analysis of (Hukou) labour mobility restrictions in China," Journal of Development Economics, Elsevier, vol. 83(2), pages 392-410, July.

2006

  1. Ping Li & Housheng Chen & Xiaotie Deng & Shunming Zhang, 2006. "On Default Correlation And Pricing Of Collateralized Debt Obligation By Copula Functions," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 483-493.

2005

  1. Wang, Changyun, 2005. "Ownership and operating performance of Chinese IPOs," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1835-1856, July.
  2. Whalley, John & Zhang, Shunming, 2005. "VAT base broadening when the location of some consumption is mobile," Economics Letters, Elsevier, vol. 87(2), pages 199-205, May.

2004

  1. Wang, Changyun, 2004. "Relative strength strategies in China's stock market: 1994-2000," Pacific-Basin Finance Journal, Elsevier, vol. 12(2), pages 159-177, April.
  2. Wang, Changyun & Chin, Shengtyng, 2004. "Profitability of return and volume-based investment strategies in China's stock market," Pacific-Basin Finance Journal, Elsevier, vol. 12(5), pages 541-564, November.
  3. Wang, Changyun, 2004. "Futures trading activity and predictable foreign exchange market movements," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1023-1041, May.
  4. Wang, Changyun & Yu, Min, 2004. "Trading activity and price reversals in futures markets," Journal of Banking & Finance, Elsevier, vol. 28(6), pages 1337-1361, June.
  5. Yun Wang, Chang & Sang Cheng, Nam, 2004. "Extreme volumes and expected stock returns: Evidence from China's stock market," Pacific-Basin Finance Journal, Elsevier, vol. 12(5), pages 577-597, November.

2003

  1. Changyun Wang, 2003. "Investor sentiment, market timing, and futures returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(12), pages 891-898.

2002

  1. Changyun Wang, 2002. "Information, Trading Demand, and Futures Price Volatility," The Financial Review, Eastern Finance Association, vol. 37(2), pages 295-315, 05.
  2. Shunming Zhang & Chunlei Xu & Xiaotie Deng, 2002. "Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs," Mathematical Finance, Wiley Blackwell, vol. 12(1), pages 89-97.

1996

  1. Zhang, S. M., 1996. "Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets," Journal of Mathematical Economics, Elsevier, vol. 26(2), pages 249-268.