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

Working Papers

2020

1. 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

2. 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

3. 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

4. Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China¡¯s Growth
   Working Papers, Hong Kong Institute for Monetary Research
5. 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

6. 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)
7. 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 SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015) View citations (1)
   MPRA Paper, University Library of Munich, Germany (2015) View citations (1)
   Working Papers, Business School - Economics, University of Glasgow (2015) View citations (1)

2015

8. 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

1. 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

2. 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)
3. 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

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

Editor

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