Advanced Search
MyIDEAS: Login to follow this author

Yin-Feng Gau

Contents:

This is information that was supplied by Yin-Feng Gau in registering through RePEc. If you are Yin-Feng Gau , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Yin-Feng
Middle Name:
Last Name: Gau
Suffix:

RePEc Short-ID: pga214

Email:
Homepage: http://www.cc.ncu.edu.tw/~yfgau
Postal Address: Department of Finance, National Central University, 300 Jhongda Rd., Jhongli, Taouyan 32001, Taiwan
Phone: 886-3-4227151 ext. 66263

Affiliation

Department of Finance
National Central University
Location: Tao-yuan, Taiwan
Homepage: http://www.ncu.edu.tw/~fm/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:dfncutw (more details at EDIRC)

Works

as in new window

Working papers

  1. Wei-Ting Tang & Yin-Feng Gau, 2004. "Forecasting Value-at-Risk Using the Markov-Switching ARCH Model," Econometric Society 2004 Far Eastern Meetings 715, Econometric Society.

Articles

  1. Chen, Yu-Lun & Gau, Yin-Feng, 2014. "Asymmetric responses of ask and bid quotes to information in the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 194-204.
  2. Ming-Hsien Chen & Yin-Feng Gau & Vivian W. Tai, 2013. "Issuer Credit Ratings and Warrant-Pricing Errors," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 49(S3), pages 35-46, July.
  3. Chang, Ya-Kai & Chen, Yu-Lun & Chou, Robin K. & Gau, Yin-Feng, 2013. "The effectiveness of position limits: Evidence from the foreign exchange futures markets," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4501-4509.
  4. Yin-Feng Gau & Wen-Ju Liao, 2012. "The predictability of excess returns in the emerging bond markets," Applied Financial Economics, Taylor & Francis Journals, vol. 22(17), pages 1429-1451, September.
  5. Chen, Yu-Lun & Gau, Yin-Feng, 2010. "News announcements and price discovery in foreign exchange spot and futures markets," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1628-1636, July.
  6. Gau, Yin-Feng & Hua, Mingshu & Wu, Wen-Lin, 2010. "International asset allocation for incompletely-informed investors," Journal of Financial Markets, Elsevier, vol. 13(4), pages 422-447, November.
  7. Chih-Ling Lin & Ming-Chieh Wang & Yin-Feng Gau, 2007. "Expected risk and excess returns predictability in emerging bond markets," Applied Economics, Taylor & Francis Journals, vol. 39(12), pages 1511-1529.
  8. Gau, Yin-Feng & Hua, Mingshu, 2007. "Intraday exchange rate volatility: ARCH, news and seasonality effects," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(1), pages 135-158, March.
  9. Hua, Mingshu & Gau, Yin-Feng, 2006. "Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 193-208, April.
  10. Gau, Yin-Feng, 2005. "Intraday volatility in the Taipei FX market," Pacific-Basin Finance Journal, Elsevier, vol. 13(4), pages 471-487, September.
  11. Y. -F. Gau & M. Hau, 2004. "Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 11(4), pages 263-266.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 2004-10-30. Author is listed
  2. NEP-FIN: Finance (1) 2004-10-30. Author is listed
  3. NEP-RMG: Risk Management (1) 2004-10-30. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Yin-Feng Gau should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.