Details about Yin-Feng Gau

Access statistics for papers by Yin-Feng Gau.

Last updated 2008-09-20. Update your information in the RePEc Author Service.

Short-id: pga214

Working Papers

2004

1. Forecasting Value-at-Risk Using the Markov-Switching ARCH Model
   Econometric Society 2004 Far Eastern Meetings, Econometric Society

1997

2. Conditional Volatility of Exchange Rates Under a Target Zone
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations

Journal Articles

2007

1. Expected risk and excess returns predictability in emerging bond markets
   Applied Economics, 2007, 39, (12), 1511-1529
2. Intraday exchange rate volatility: ARCH, news and seasonality effects
   The Quarterly Review of Economics and Finance, 2007, 47, (1), 135-158

2006

3. Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market
   Pacific-Basin Finance Journal, 2006, 14, (2), 193-208

2005

4. Intraday volatility in the Taipei FX market
   Pacific-Basin Finance Journal, 2005, 13, (4), 471-487

2004

5. Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates
   Applied Economics Letters, 2004, 11, (4), 263-266