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Hanyu Zhang

Personal Details

First Name:Hanyu
Middle Name:
Last Name:Zhang
Suffix:
RePEc Short-ID:pzh853
[This author has chosen not to make the email address public]

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

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Jump to: Articles

Articles

  1. Zhang, Hanyu & Dufour, Alfonso, 2019. "Modeling intraday volatility of European bond markets: A data filtering application," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 131-146.

Citations

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Articles

  1. Zhang, Hanyu & Dufour, Alfonso, 2019. "Modeling intraday volatility of European bond markets: A data filtering application," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 131-146.

    Cited by:

    1. Sensoy, Ahmet & Serdengeçti, Süleyman, 2020. "Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, vol. 68(C).
    2. Kin-Boon Tang & Shao-Jye Wong & Shih-Kuei Lin & Szu-Lang Liao, 2020. "Excess volatility and market efficiency in government bond markets: the ASEAN-5 context," Journal of Asset Management, Palgrave Macmillan, vol. 21(2), pages 154-165, March.

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