Details about Shuo Cao
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
- Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates
Staff Reports, Federal Reserve Bank of New York View citations (6)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (5)
2019
- 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
2018
- Learning about Term Structure Predictability under Uncertainty
GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
2017
- Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China¡¯s Growth
Working Papers, Hong Kong Institute for Monetary Research
- 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 
See also Journal Article The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement, Journal of International Money and Finance, Elsevier (2019) View citations (4) (2019)
2016
- Decomposing Global Yield Curve Co-Movement
Essex Finance Centre Working Papers, University of Essex, Essex Business School 
See also Journal Article Decomposing global yield curve co-movement, Journal of Banking & Finance, Elsevier (2019) View citations (11) (2019)
- Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (1)
Also in Working Papers, Business School - Economics, University of Glasgow (2015) View citations (1) MPRA Paper, University Library of Munich, Germany (2015) View citations (1) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015) View citations (1)
2015
- Co-Movement, Spillovers and Excess Returns in Global Bond Markets
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 
Also in Working Papers, Business School - Economics, University of Glasgow (2015)
Journal Articles
2023
- COVID-19 and stock market performance: Evidence from the RCEP countries
International Review of Economics & Finance, 2023, 83, (C), 717-735 View citations (4)
2019
- Decomposing global yield curve co-movement
Journal of Banking & Finance, 2019, 106, (C), 500-513 View citations (11)
See also Working Paper Decomposing Global Yield Curve Co-Movement, Essex Finance Centre Working Papers (2016) (2016)
- The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement
Journal of International Money and Finance, 2019, 95, (C), 379-401 View citations (4)
See also Working Paper The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement, GRU Working Paper Series (2017) (2017)
2017
- Forecasting the term structure of government bond yields in unstable environments
Journal of Empirical Finance, 2017, 44, (C), 209-225 View citations (12)
Editor
- SIRE Discussion Papers
Scottish Institute for Research in Economics (SIRE)
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