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Details about Shuo Cao

Homepage:http://shuocao.weebly.com
Workplace:Department of Economics, Adam Smith Business School, University of Glasgow, (more information at EDIRC)

Access statistics for papers by Shuo Cao.

Last updated 2024-02-07. Update your information in the RePEc Author Service.

Short-id: pca1116


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Working Papers

2020

  1. Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (5)

2019

  1. Exchange Rate Movements and Fundamentals: Impact of Oil Prices and the People’s Republic of China’s Growth
    ADBI Working Papers, Asian Development Bank Institute Downloads

2018

  1. Learning about Term Structure Predictability under Uncertainty
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit Downloads

2017

  1. Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China¡¯s Growth
    Working Papers, Hong Kong Institute for Monetary Research Downloads
  2. The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit Downloads
    See also Journal Article The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement, Journal of International Money and Finance, Elsevier (2019) Downloads View citations (4) (2019)

2016

  1. Decomposing Global Yield Curve Co-Movement
    Essex Finance Centre Working Papers, University of Essex, Essex Business School Downloads
    See also Journal Article Decomposing global yield curve co-movement, Journal of Banking & Finance, Elsevier (2019) Downloads View citations (11) (2019)
  2. Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
    Essex Finance Centre Working Papers, University of Essex, Essex Business School Downloads View citations (1)
    Also in Working Papers, Business School - Economics, University of Glasgow (2015) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2015) Downloads View citations (1)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015) Downloads View citations (1)

2015

  1. Co-Movement, Spillovers and Excess Returns in Global Bond Markets
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2015) Downloads

Journal Articles

2023

  1. COVID-19 and stock market performance: Evidence from the RCEP countries
    International Review of Economics & Finance, 2023, 83, (C), 717-735 Downloads View citations (4)

2019

  1. Decomposing global yield curve co-movement
    Journal of Banking & Finance, 2019, 106, (C), 500-513 Downloads View citations (11)
    See also Working Paper Decomposing Global Yield Curve Co-Movement, Essex Finance Centre Working Papers (2016) Downloads (2016)
  2. The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement
    Journal of International Money and Finance, 2019, 95, (C), 379-401 Downloads View citations (4)
    See also Working Paper The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement, GRU Working Paper Series (2017) Downloads (2017)

2017

  1. Forecasting the term structure of government bond yields in unstable environments
    Journal of Empirical Finance, 2017, 44, (C), 209-225 Downloads View citations (12)

Editor

  1. SIRE Discussion Papers
    Scottish Institute for Research in Economics (SIRE)
 
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