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Details about Jing Yang

E-mail:
Workplace:Bank of Canada, (more information at EDIRC)

Access statistics for papers by Jing Yang.

Last updated 2016-11-15. Update your information in the RePEc Author Service.

Short-id: pya296


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Working Papers

2018

  1. Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing
    Staff Working Papers, Bank of Canada Downloads

2017

  1. Alternative Scenario to the October 2017 MPR Base-Case Projection: Higher Potential Growth
    Staff Analytical Notes, Bank of Canada Downloads

2016

  1. The determinants of long-term debt issuance by European banks: evidence of two crises
    Working Papers, Banco de España Downloads View citations (1)
    Also in BIS Working Papers, Bank for International Settlements (2015) Downloads View citations (9)

2015

  1. Estimating Canada’s Effective Lower Bound
    Staff Analytical Notes, Bank of Canada Downloads View citations (9)
    See also Journal Article in Bank of Canada Review (2016)

2011

  1. Financial intermediaries in an estimated DSGE model for the United Kingdom
    Bank of England working papers, Bank of England Downloads View citations (17)
  2. Optimal Bank Capital
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (23)
    Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2011) Downloads View citations (54)

    See also Journal Article in Economic Journal (2013)

2009

  1. International financial transmission: emerging and mature markets
    Bank of England working papers, Bank of England Downloads View citations (5)

2008

  1. Network models and financial stability
    Bank of England working papers, Bank of England Downloads View citations (96)
    See also Journal Article in Journal of Economic Dynamics and Control (2007)

2005

  1. Designing large value payment systems: an agent based approach
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (4)

2004

  1. Estimation of the J-Curve in China
    Economics Study Area Working Papers, East-West Center, Economics Study Area Downloads View citations (10)
  2. Horizontal and vertical integration in securities trading and settlement
    Bank of England working papers, Bank of England Downloads View citations (6)
    See also Journal Article in Journal of Money, Credit and Banking (2006)

2003

  1. An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds
    Staff Working Papers, Bank of Canada Downloads View citations (9)

2002

  1. Alternative Trading Systems: Does One Shoe Fit All?
    Staff Working Papers, Bank of Canada Downloads View citations (6)

2000

  1. MARKET STRUCTURE, PRICE DISCOVERY AND NEURAL LEARNING IN AN ARTIFICIAL FX MARKET
    Computing in Economics and Finance 2000, Society for Computational Economics
  2. The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables
    Staff Working Papers, Bank of Canada Downloads View citations (9)

1999

  1. Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market
    Computing in Economics and Finance 1999, Society for Computational Economics Downloads

Journal Articles

2017

  1. Unconventional Monetary Policy: The Perspective of a Small Open Economy?
    Bank of Canada Review, 2017, 2017, (Spring), 19-30 Downloads View citations (2)

2016

  1. Estimating Canada’s Effective Lower Bound
    Bank of Canada Review, 2016, 2016, (Spring), 3-14 Downloads View citations (20)
    See also Working Paper (2015)

2014

  1. Diversification and bank profitability: a nonlinear approach
    Applied Economics Letters, 2014, 21, (6), 438-441 Downloads View citations (4)
  2. Financial structure and growth
    BIS Quarterly Review, 2014 Downloads View citations (30)

2013

  1. Optimal Bank Capital
    Economic Journal, 2013, 123, (567), 1-37 Downloads View citations (59)
    See also Working Paper (2011)

2012

  1. Bank stock returns, leverage and the business cycle
    BIS Quarterly Review, 2012 Downloads View citations (10)

2007

  1. Network models and financial stability
    Journal of Economic Dynamics and Control, 2007, 31, (6), 2033-2060 Downloads View citations (219)
    See also Working Paper (2008)

2006

  1. Horizontal and Vertical Integration in Securities Trading and Settlement
    Journal of Money, Credit and Banking, 2006, 38, (7), 1765-1795 Downloads View citations (19)
    See also Working Paper (2004)
  2. Non-linear, non-parametric, non-fundamental exchange rate forecasting
    Journal of Forecasting, 2006, 25, (4), 227-245 Downloads View citations (15)
 
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