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Jing Yang

Personal Details

First Name:Jing
Middle Name:
Last Name:Yang
Suffix:
RePEc Short-ID:pya296

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. Adrian van Rixtel & Luna Romo González & Jing Yang, 2016. "The determinants of long-term debt issuance by European banks: evidence of two crises," Working Papers 1621, Banco de España;Working Papers Homepage.
  2. Marcheggiano, Gilberto & Miles, David K & Yang, Jing, 2011. "Optimal Bank Capital," CEPR Discussion Papers 8333, C.E.P.R. Discussion Papers.
  3. Villa, Stefania & Yang, Jing, 2011. "Financial intermediaries in an estimated DSGE model for the United Kingdom," Bank of England working papers 431, Bank of England.
  4. Felices, Guillermo & Grisse, Christian & Yang, Jing, 2009. "International financial transmission: emerging and mature markets," Bank of England working papers 373, Bank of England.
  5. Nier, Erlend & Yang, Jing & Yorulmazer, Tanju & Alentorn, Amadeo, 2008. "Network models and financial stability," Bank of England working papers 346, Bank of England.
  6. Jing Yang & Sheri Markose & Amadeo Alentorn, 2005. "Designing large value payment systems: an agent based approach," Computing in Economics and Finance 2005 396, Society for Computational Economics.
  7. Jens Tapking & Jing Yang, 2004. "Horizontal and vertical integration in securities trading and settlement," Bank of England working papers 245, Bank of England.
  8. Jaleel Ahmad & Jing Yang, 2004. "Estimation of the J-Curve in China," Economics Study Area Working Papers 67, East-West Center, Economics Study Area.
  9. Chris D'Souza & Charles Gaa & Jing Yang, 2003. "An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds," Staff Working Papers 03-28, Bank of Canada.
  10. Nicolas Audet & Toni Gravelle & Jing Yang, 2002. "Alternative Trading Systems: Does One Shoe Fit All?," Staff Working Papers 02-33, Bank of Canada.
  11. Nikola Gradojevic & Jing Yang, 2000. "The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables," Staff Working Papers 00-23, Bank of Canada.
  12. Jing Yang, 2000. "Market Structure, Price Discovery And Neural Learning In An Artificial Fx Market," Computing in Economics and Finance 2000 326, Society for Computational Economics.
  13. Jing Yang, 1999. "Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market," Computing in Economics and Finance 1999 612, Society for Computational Economics.

Articles

  1. Jonathan Witmer & Jing Yang, 2016. "Estimating Canada’s Effective Lower Bound," Bank of Canada Review, Bank of Canada, vol. 2016(Spring), pages 3-14.
  2. Leonardo Gambacorta & Michela Scatigna & Jing Yang, 2014. "Diversification and bank profitability: a nonlinear approach," Applied Economics Letters, Taylor & Francis Journals, vol. 21(6), pages 438-441, April.
  3. Leonardo Gambacorta & Jing Yang & Kostas Tsatsaronis, 2014. "Financial structure and growth," BIS Quarterly Review, Bank for International Settlements, March.
  4. David Miles & Jing Yang & Gilberto Marcheggiano, 2013. "Optimal Bank Capital," Economic Journal, Royal Economic Society, vol. 123(567), pages 1-37, March.
  5. Jing Yang & Kostas Tsatsaronis, 2012. "Bank stock returns, leverage and the business cycle," BIS Quarterly Review, Bank for International Settlements, March.
  6. Nier, Erlend & Yang, Jing & Yorulmazer, Tanju & Alentorn, Amadeo, 2007. "Network models and financial stability," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 2033-2060, June.
  7. Jing Yang & Nikola Gradojevic, 2006. "Non-linear, non-parametric, non-fundamental exchange rate forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(4), pages 227-245.
  8. Tapking, Jens & Yang, Jing, 2006. "Horizontal and Vertical Integration in Securities Trading and Settlement," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1765-1795, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 12 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-BAN: Banking (5) 2008-09-20 2011-11-01 2012-04-03 2015-10-10 2016-10-16. Author is listed
  2. NEP-EEC: European Economics (4) 2005-01-02 2005-01-05 2015-10-10 2016-10-16
  3. NEP-FIN: Finance (4) 1999-07-12 2002-11-18 2005-01-02 2005-11-19
  4. NEP-CBA: Central Banking (3) 2009-09-05 2011-11-01 2012-04-03
  5. NEP-RMG: Risk Management (3) 2002-11-18 2003-09-28 2008-09-20
  6. NEP-CFN: Corporate Finance (2) 2003-09-28 2011-11-01
  7. NEP-FMK: Financial Markets (2) 2001-02-08 2003-09-28
  8. NEP-IFN: International Finance (2) 2001-02-08 2005-04-16
  9. NEP-NET: Network Economics (2) 2001-02-08 2008-09-20
  10. NEP-SEA: South East Asia (2) 2005-04-16 2009-09-05
  11. NEP-CMP: Computational Economics (1) 2005-11-19
  12. NEP-DGE: Dynamic General Equilibrium (1) 2012-04-03
  13. NEP-ECM: Econometrics (1) 2001-02-08
  14. NEP-ETS: Econometric Time Series (1) 2001-02-08
  15. NEP-EVO: Evolutionary Economics (1) 1999-07-12
  16. NEP-IND: Industrial Organization (1) 1999-07-12
  17. NEP-MAC: Macroeconomics (1) 2016-10-16
  18. NEP-PBE: Public Economics (1) 2005-11-19
  19. NEP-REG: Regulation (1) 2011-11-01
  20. NEP-TRA: Transition Economics (1) 2005-04-16

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