Details about Chunming Yuan

Access statistics for papers by Chunming Yuan.

Last updated 2015-12-07. Update your information in the RePEc Author Service.

Short-id: pyu107

Working Papers

2009

1. Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing
   UMBC Economics Department Working Papers, UMBC Department of Economics
   See also Journal Article Forecasting exchange rates: The multi-state Markov-switching model with smoothing, International Review of Economics & Finance, Elsevier (2011) View citations (18) (2011)
2. Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates
   UMBC Economics Department Working Papers, UMBC Department of Economics View citations (2)
   See also Journal Article Speculation and hedging in the currency futures markets: Are they informative to the spot exchange rates, Journal of Futures Markets, John Wiley & Sons, Ltd. (2012) View citations (30) (2012)
3. The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics
   UMBC Economics Department Working Papers, UMBC Department of Economics View citations (8)
   See also Journal Article The exchange rate and macroeconomic determinants: Time-varying transitional dynamics, The North American Journal of Economics and Finance, Elsevier (2011) View citations (15) (2011)

Journal Articles

2015

1. Policy transmissions, external imbalances, and their impacts: Cross-country evidence from BRICS
   China Economic Review, 2015, 33, (C), 1-24 View citations (9)

2012

2. Speculation and hedging in the currency futures markets: Are they informative to the spot exchange rates
   Journal of Futures Markets, 2012, 32, (2), 122-151 View citations (30)
   See also Working Paper Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates, UMBC Economics Department Working Papers (2009) View citations (2) (2009)

2011

3. Forecasting exchange rates: The multi-state Markov-switching model with smoothing
   International Review of Economics & Finance, 2011, 20, (2), 342-362 View citations (18)
   See also Working Paper Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing, UMBC Economics Department Working Papers (2009) (2009)
4. The exchange rate and macroeconomic determinants: Time-varying transitional dynamics
   The North American Journal of Economics and Finance, 2011, 22, (2), 197-220 View citations (15)
   See also Working Paper The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics, UMBC Economics Department Working Papers (2009) View citations (8) (2009)