IDEAS home Printed from https://ideas.repec.org/e/pji179.html
   My authors  Follow this author

Jianjian Jin

Personal Details

First Name:Jianjian
Middle Name:
Last Name:Jin
Suffix:
RePEc Short-ID:pji179
[This author has chosen not to make the email address public]

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/

(613) 782-8111
(613) 782-7713
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020. "The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News," Staff Working Papers 2020-8, Bank of Canada.
  2. Jeffrey Gao & Jianjian Jin & Jacob Thompson, 2018. "The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market," Staff Working Papers 18-35, Bank of Canada.
  3. Jianjian Jin, 2013. "Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics," Staff Working Papers 13-12, Bank of Canada.

Articles

  1. Francisco Rivadeneyra & Jianjian Jin & Narayan Bulusu & Lukasz Pomorski, 2013. "Modelling the Asset-Allocation and Liability Strategy for Canada’s Foreign Exchange Reserves," Bank of Canada Review, Bank of Canada, vol. 2013(Spring), pages 29-36.

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

    Sorry, no citations of working papers recorded.

Articles

  1. Francisco Rivadeneyra & Jianjian Jin & Narayan Bulusu & Lukasz Pomorski, 2013. "Modelling the Asset-Allocation and Liability Strategy for Canada’s Foreign Exchange Reserves," Bank of Canada Review, Bank of Canada, vol. 2013(Spring), pages 29-36.

    Cited by:

    1. Cangoz,Mehmet Coskun & Boitreaud,Sebastien-000379895 & Dychala,Christopher Benjamin, 2018. "How Do Countries Use an Asset and Liability Management Approach ? A Survey on Sovereign Balance Sheet Management," Policy Research Working Paper Series 8624, The World Bank.

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 2 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-ENE: Energy Economics (1) 2020-05-18. Author is listed
  2. NEP-FDG: Financial Development & Growth (1) 2013-05-05. Author is listed
  3. NEP-MAC: Macroeconomics (1) 2020-05-18. Author is listed

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jianjian Jin 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.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.