Details about Ke Xu

Access statistics for papers by Ke Xu.

Last updated 2022-04-11. Update your information in the RePEc Author Service.

Short-id: pxu167

Working Papers

2021

1. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (6)

Journal Articles

2022

1. Trade friction and price discovery in the USD–CAD spot and forward markets
   The North American Journal of Economics and Finance, 2022, 59, (C)

2021

2. Fractional cointegration in bitcoin spot and futures markets
   Journal of Futures Markets, 2021, 41, (9), 1478-1494 View citations (16)
3. The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets
   Journal of Banking & Finance, 2021, 127, (C) View citations (9)

2020

4. STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM
   Journal of Financial Research, 2020, 43, (2), 373-406 View citations (28)

2018

5. Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
   Journal of Futures Markets, 2018, 38, (2), 219-242 View citations (33)

2016

6. A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
   Journal of Empirical Finance, 2016, 38, (PB), 623-639 View citations (41)

2015

7. A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets
   Journal of Futures Markets, 2015, 35, (4), 339-356 View citations (44)