Details about Jun Yang

Access statistics for papers by Jun Yang.

Last updated 2015-03-06. Update your information in the RePEc Author Service.

Short-id: pya437

Working Papers

2019

1. Using Exchange-Traded Funds to Measure Liquidity in the Canadian Corporate Bond Market
   Staff Analytical Notes, Bank of Canada

2018

2. Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?
   Staff Analytical Notes, Bank of Canada View citations (4)
3. Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?
   Staff Analytical Notes, Bank of Canada View citations (5)
4. The Cost of the Government Bond Buyback and Switch Programs in Canada
   Staff Analytical Notes, Bank of Canada

2017

5. Has Liquidity in Canadian Government Bond Markets Deteriorated?
   Staff Analytical Notes, Bank of Canada View citations (12)

2014

6. Corporate Governance, Product Market Competition and Debt Financing
   Staff Working Papers, Bank of Canada View citations (2)

2012

7. Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads
   Staff Working Papers, Bank of Canada View citations (45)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (26)

2010

8. Idiosyncratic Coskewness and Equity Return Anomalies
   Staff Working Papers, Bank of Canada View citations (1)

2009

9. Default Risk, Idiosyncratic Coskewness and Equity Returns
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (3)

2008

10. Default Dependence: The Equity Default Relationship
    Staff Working Papers, Bank of Canada

2007

11. A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate
    Staff Working Papers, Bank of Canada View citations (7)