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Junfeng Qiu

Personal Details

First Name:Junfeng
Middle Name:
Last Name:Qiu
Suffix:
RePEc Short-ID:pqi53

Affiliation

China Economics and Management Academy
Central University of Finance and Economics (CUFE)

Beijing, China
http://cema.cufe.edu.cn/
RePEc:edi:emcufcn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mei Li & Frank Milne & Junfeng Qiu, 2016. "The Signaling Effect and Optimal LOLR Policy," Working Papers 1601, University of Guelph, Department of Economics and Finance.
  2. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Central Bank Screening, Moral Hazard, And The Lender Of Last Resort Policy," Working Paper 1317, Economics Department, Queen's University.
  3. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty in an Interconnected Financial System, Contagion," Working Papers 1304, University of Guelph, Department of Economics and Finance.
  4. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty In An Interconnected Financial System, Contagion, And Market Freezes," Working Paper 1308, Economics Department, Queen's University.
  5. Mei Li, & Junfeng Qiu, 2009. "Endogenous Inflows of Speculative Capital and the Optimal Currency Appreciation Path," Working Papers 0905, University of Guelph, Department of Economics and Finance.
  6. Junfeng Qiu & Allen Head, 2007. "Elastic Money, Settlement, and Interest Rate Policy," 2007 Meeting Papers 872, Society for Economic Dynamics.
  7. Allen Head & Junfeng Qiu, 2007. "Elastic Money, Inflation, And Interest Rate Policy," Working Paper 1152, Economics Department, Queen's University.
    repec:ags:quedwp:274642 is not listed on IDEAS
    repec:ags:quedwp:274679 is not listed on IDEAS
    repec:ags:quedwp:273628 is not listed on IDEAS
    repec:ags:quedwp:274633 is not listed on IDEAS

Articles

  1. Mei Li & Frank Milne & Junfeng Qiu, 2020. "The LOLR Policy and its Signaling Effect in a Time of Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 57(3), pages 231-252, June.
  2. Mei Li & Frank Milne & Junfeng Qiu, 2016. "Uncertainty in an Interconnected Financial System, Contagion, and Market Freezes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1135-1168, September.
  3. Martin, Darius & Qiu, Junfeng & Zhang, Yongli, 2015. "Asymmetric information and conversion price reset policy: The case of Chinese convertible debt," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 133-141.
  4. Li, Mei & Qiu, Junfeng, 2013. "Speculative capital inflows, adaptive expectations, and the optimal renminbi appreciation policy," China Economic Review, Elsevier, vol. 25(C), pages 117-138.
  5. Qiu, Junfeng & Zhang, Yongli, 2013. "Convertible bonds with resettable conversion prices," Economic Modelling, Elsevier, vol. 31(C), pages 198-205.
  6. Junfeng Qiu & Yongli Zhang, 2013. "Effect of Short-sale Constraints on Stock Price Manipulation," Pacific Economic Review, Wiley Blackwell, vol. 18(2), pages 208-232, May.
  7. Junfeng Qiu, 2011. "Bank money, aggregate liquidity, and asset prices," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 295-346, November.
  8. Mei Li & Junfeng Qiu, 2011. "Endogenous inflows of speculative capital and the optimal currency appreciation path," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 364-379, February.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Mei Li & Frank Milne & Junfeng Qiu, 2016. "The Signaling Effect and Optimal LOLR Policy," Working Papers 1601, University of Guelph, Department of Economics and Finance.

    Cited by:

    1. Wang, Zijian, 2020. "Liquidity and private information in asset markets: To signal or not to signal," Journal of Economic Theory, Elsevier, vol. 190(C).
    2. Zhang, Hanzhe & Hu, Yunzhi, 2020. "Overcoming Borrowing Stigma: The Design of Lending-of-Last-Resort Policies," Working Papers 2020-5, Michigan State University, Department of Economics.

  2. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty in an Interconnected Financial System, Contagion," Working Papers 1304, University of Guelph, Department of Economics and Finance.

    Cited by:

    1. Mei Li & Frank Milne & Junfeng Qiu, 2015. "Central Bank Screening, Moral Hazard, and the Lender of Last Resort Policy," Working Papers 1506, University of Guelph, Department of Economics and Finance.

  3. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty In An Interconnected Financial System, Contagion, And Market Freezes," Working Paper 1308, Economics Department, Queen's University.

    Cited by:

    1. Mei Li & Frank Milne & Junfeng Qiu, 2015. "Central Bank Screening, Moral Hazard, and the Lender of Last Resort Policy," Working Papers 1506, University of Guelph, Department of Economics and Finance.
    2. Guidolin, Massimo & Hansen, Erwin & Pedio, Manuela, 2019. "Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach," Journal of Financial Markets, Elsevier, vol. 45(C), pages 83-114.
    3. Samitas, Aristeidis & Kampouris, Elias & Polyzos, Stathis, 2022. "Covid-19 pandemic and spillover effects in stock markets: A financial network approach," International Review of Financial Analysis, Elsevier, vol. 80(C).
    4. Mei Li & Frank Milne & Junfeng Qiu, 2020. "The LOLR Policy and its Signaling Effect in a Time of Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 57(3), pages 231-252, June.
    5. Jose Fique, 2017. "Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data," Staff Working Papers 17-30, Bank of Canada.
    6. Samitas, Aristeidis & Kampouris, Elias & Kenourgios, Dimitris, 2020. "Machine learning as an early warning system to predict financial crisis," International Review of Financial Analysis, Elsevier, vol. 71(C).

  4. Mei Li, & Junfeng Qiu, 2009. "Endogenous Inflows of Speculative Capital and the Optimal Currency Appreciation Path," Working Papers 0905, University of Guelph, Department of Economics and Finance.

    Cited by:

    1. Mei Li & Junfeng Qiu, 2011. "Endogenous inflows of speculative capital and the optimal currency appreciation path," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(1), pages 364-379, February.
    2. Li, Mei & Qiu, Junfeng, 2013. "Speculative capital inflows, adaptive expectations, and the optimal renminbi appreciation policy," China Economic Review, Elsevier, vol. 25(C), pages 117-138.

  5. Allen Head & Junfeng Qiu, 2007. "Elastic Money, Inflation, And Interest Rate Policy," Working Paper 1152, Economics Department, Queen's University.

    Cited by:

    1. Junfeng Qiu, 2011. "Bank money, aggregate liquidity, and asset prices," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 295-346, November.

Articles

  1. Mei Li & Frank Milne & Junfeng Qiu, 2020. "The LOLR Policy and its Signaling Effect in a Time of Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 57(3), pages 231-252, June.

    Cited by:

    1. Mei Li & Frank Milne & Junfeng Qiu, 2015. "Central Bank Screening, Moral Hazard, and the Lender of Last Resort Policy," Working Papers 1506, University of Guelph, Department of Economics and Finance.
    2. Huberto M. Ennis & Elizabeth C. Klee, 2021. "The Fed's Discount Window in "Normal" Times," Working Paper 21-01, Federal Reserve Bank of Richmond.

  2. Mei Li & Frank Milne & Junfeng Qiu, 2016. "Uncertainty in an Interconnected Financial System, Contagion, and Market Freezes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1135-1168, September.
    See citations under working paper version above.
  3. Li, Mei & Qiu, Junfeng, 2013. "Speculative capital inflows, adaptive expectations, and the optimal renminbi appreciation policy," China Economic Review, Elsevier, vol. 25(C), pages 117-138.

    Cited by:

    1. Ning, Ye & Zhang, Lingxiang, 2018. "Modeling dynamics of short-term international capital flows in China: A Markov regime switching approach," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 193-203.
    2. Šević, Aleksandar & Brawn, Derek, 2015. "Do demographic changes matter? A cross-country perspective," Journal of Multinational Financial Management, Elsevier, vol. 30(C), pages 36-61.

  4. Qiu, Junfeng & Zhang, Yongli, 2013. "Convertible bonds with resettable conversion prices," Economic Modelling, Elsevier, vol. 31(C), pages 198-205.

    Cited by:

    1. Feng, Yun & Huang, Bing-hua & Huang, Yu, 2016. "Valuing resettable convertible bonds: Based on path decomposing," Finance Research Letters, Elsevier, vol. 19(C), pages 279-290.
    2. Liwei Jin & Xianghui Yuan & Li Peiran & Hailun Xu & Feng Lian, 2023. "Option features and price discovery in convertible bonds," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(3), pages 384-403, March.
    3. Chen, Zhiyu & Xu, Yun & Wang, Yu, 2023. "Can convertible bond trading predict stock returns? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    4. Martin, Darius & Qiu, Junfeng & Zhang, Yongli, 2015. "Asymmetric information and conversion price reset policy: The case of Chinese convertible debt," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 133-141.

  5. Junfeng Qiu & Yongli Zhang, 2013. "Effect of Short-sale Constraints on Stock Price Manipulation," Pacific Economic Review, Wiley Blackwell, vol. 18(2), pages 208-232, May.

    Cited by:

    1. Liang Wu & Lei Zhang & Zhiming Fu, 2015. "Deleveraging, short sale constraints and market crash," Papers 1511.03777, arXiv.org.

  6. Junfeng Qiu, 2011. "Bank money, aggregate liquidity, and asset prices," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 295-346, November.

    Cited by:

    1. Wei Ma & Chuangyin Dang, 2013. "The Optimal Price of Default," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 145-167, May.
    2. Liu, Luke, 2011. "Asset price, asset securitization and financial stability," MPRA Paper 35000, University Library of Munich, Germany.

  7. Mei Li & Junfeng Qiu, 2011. "Endogenous inflows of speculative capital and the optimal currency appreciation path," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 364-379, February.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (7) 2008-02-02 2009-11-21 2013-06-04 2013-09-24 2015-06-27 2016-02-12 2016-03-06. Author is listed
  2. NEP-MON: Monetary Economics (5) 2009-11-21 2013-09-24 2015-06-27 2016-02-12 2016-03-06. Author is listed
  3. NEP-MAC: Macroeconomics (4) 2008-02-02 2015-06-27 2016-02-12 2016-03-06
  4. NEP-BAN: Banking (3) 2013-06-04 2013-09-24 2015-06-27
  5. NEP-CTA: Contract Theory and Applications (2) 2013-09-24 2015-06-27
  6. NEP-DGE: Dynamic General Equilibrium (1) 2008-02-02
  7. NEP-IFN: International Finance (1) 2009-11-21
  8. NEP-NET: Network Economics (1) 2013-06-04
  9. NEP-OPM: Open Economy Macroeconomics (1) 2009-11-21

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