Details about Zhaoyong Zhang

Access statistics for papers by Zhaoyong Zhang.

Last updated 2023-10-08. Update your information in the RePEc Author Service.

Short-id: pzh261

Working Papers

2019

1. A Unified Framework for Efficient Estimation of General Treatment Models
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

2018

2. Does transportation matter to tobacco leaf producers? Evidence from Guizhou, China
   2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists

2017

3. Ein makroökonometrisches Modell für Taiwan. Kapitel IV - X
   Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University

2016

4. Charting directions for economic development in Myanmar: A computable general equilibrium (CGE) approach on high quality education in labour-growth strategy
   Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project

2010

5. Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
   Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (11)
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (32)
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (10)
   See also Journal Article Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) View citations (30) (2011)
6. New Estimates of the Equilibrium Exchange Rate: The case for the Chinese renminbi
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (5)
   See also Journal Article New Estimates of the Equilibrium Exchange Rate: The Case for the Chinese Renminbi, The World Economy, Wiley Blackwell (2012) View citations (12) (2012)

2009

7. Measuring Asymmetry and Persistence in Conditional Volatility in Real Output: Evidence from Three East Asian Tigers Using a Multivariate GARCH approach
   Trade Working Papers, East Asian Bureau of Economic Research
   See also Journal Article Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach, Applied Economics, Taylor & Francis Journals (2013) View citations (5) (2013)

2003

8. Asian Monetary Integration: A Structural VAR Approach
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (11)
   See also Journal Article Asian monetary integration: a structural VAR approach, Mathematics and Computers in Simulation (MATCOM), Elsevier (2004) View citations (15) (2004)

2000

9. Openness and Economic Performance: a Comparative Study of China and the Asian NIEs
   Working Papers, Portsmouth University - Department of Economics View citations (3)

1999

10. Developing an instrument for measuring TQM implementation in a Chinese context
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (4)
11. Regional Growth in Chine under Economic Reforms
    Working Papers, Portsmouth University - Department of Economics View citations (12)
    See also Journal Article Regional Growth in China Under Economic Reforms, Journal of Development Studies, Taylor & Francis Journals (2001) View citations (47) (2001)

1996

12. The Exchange Value of the Renminbi and China's Balance of Trade: An Emp irical Study
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)

Journal Articles

2023

1. Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
   Journal of Forecasting, 2023, 42, (5), 1205-1227

2022

2. Revisiting global imbalances: A comparative analysis of income and consumption inequality
   Economics and Politics, 2022, 34, (2), 382-390
3. The Heterogeneous Impact of Sectoral Foreign Aid Inflows on Sectoral Growth: SUR Evidence from Selected Sub-Saharan African and MENA Countries
   JRFM, 2022, 15, (3), 1-45 View citations (3)

2021

4. Autocatalytic co-upgrading of biochar and pyrolysis gas to syngas
   Energy, 2021, 221, (C) View citations (1)
5. CSR, Media and Stock Illiquidity: Evidence from Chinese Listed Financial Firms
   Finance Research Letters, 2021, 41, (C) View citations (4)
6. Chloride ions as an electrolyte additive for high performance vanadium redox flow batteries
   Applied Energy, 2021, 289, (C) View citations (3)
7. Does US partisan conflict affect China’s foreign exchange reserves?
   International Review of Economics & Finance, 2021, 75, (C), 21-33 View citations (2)
8. Exchange rate uncertainty and the timing of Chinese Outward Direct Investment
   International Review of Economics & Finance, 2021, 76, (C), 1193-1204 View citations (2)
9. How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets
   International Review of Economics & Finance, 2021, 73, (C), 196-213 View citations (6)
10. Non-Traditional Systemic Risk Contagion within the Chinese Banking Industry
    Sustainability, 2021, 13, (14), 1-16 View citations (2)
11. Short-Term Capital Flows, Exchange Rate Expectation and Currency Internationalization: Evidence from China
    JRFM, 2021, 14, (5), 1-15 View citations (5)
12. Stock Split Rule Changes and Stock Liquidity: Evidence from Bursa Malaysia
    JRFM, 2021, 14, (9), 1-15
13. Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models
    Sustainability, 2021, 13, (17), 1-20 View citations (1)

2020

14. How Does Split Announcement Affect Stock Liquidity? Evidence from Bursa Malaysia
    Risks, 2020, 8, (3), 1-14 View citations (1)
15. News and return volatility of Chinese bank stocks
    International Review of Economics & Finance, 2020, 69, (C), 1095-1105 View citations (14)
16. Sustaining International Trade with China: Does ACFTA Improve ASEAN Export Efficiency?
    Sustainability, 2020, 12, (15), 1-30 View citations (5)
17. What drives the liquidity premium in the Chinese stock market?
    The North American Journal of Economics and Finance, 2020, 54, (C) View citations (8)

2019

18. Direct search based on probabilistic feasible descent for bound and linearly constrained problems
    Computational Optimization and Applications, 2019, 72, (3), 525-559 View citations (2)
19. Dynamic customer interdependence
    Journal of the Academy of Marketing Science, 2019, 47, (4), 723-746 View citations (3)
20. Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country
    JRFM, 2019, 12, (1), 1-25 View citations (24)
21. Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
    Stochastic Processes and their Applications, 2019, 129, (9), 3376-3405
22. Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds?
    Risks, 2019, 7, (4), 1-16 View citations (3)

2018

23. A new uncertainty propagation method for problems with parameterized probability-boxes
    Reliability Engineering and System Safety, 2018, 172, (C), 64-73 View citations (5)
24. Credit constraints and firm market entry decision: Firm-level evidence from internationalizing Chinese multinationals
    The North American Journal of Economics and Finance, 2018, 46, (C), 272-285 View citations (3)
25. Does Sustainability Engagement Affect Stock Return Volatility? Evidence from the Chinese Financial Market
    Sustainability, 2018, 10, (10), 1-21 View citations (3)
26. Efficiency and Risk in Sustaining China’s Food Production and Security: Evidence from Micro-Level Panel Data Analysis of Japonica Rice Production
    Sustainability, 2018, 10, (4), 1-14
27. Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy
    Journal of Forecasting, 2018, 37, (6), 666-675 View citations (5)
28. Probabilistic Topic Model for Hybrid Recommender Systems: A Stochastic Variational Bayesian Approach
    Marketing Science, 2018, 37, (6), 987-1008 View citations (21)
29. Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
    The North American Journal of Economics and Finance, 2018, 46, (C), 168-186 View citations (12)
30. RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan
    Risks, 2018, 6, (4), 1-26 View citations (11)

2017

31. Democracy-growth nexus and its interaction effect on human development: A cross-national analysis
    Economic Modelling, 2017, 63, (C), 304-310 View citations (8)
32. Does news matter in China’s foreign exchange market? Chinese RMB volatility and public information arrivals
    International Review of Economics & Finance, 2017, 52, (C), 302-321 View citations (28)

2016

33. An empirical interpolation approach to reduced basis approximations for variational inequalities
    Mathematical and Computer Modelling of Dynamical Systems, 2016, 22, (4), 345-361 View citations (1)
34. David vs. Goliath? Smaller European Exporting firms facing Asian competition on global markets
    Scottish Journal of Political Economy, 2016, 63, (1), 18-40
35. European Monetary Unification: A Few Lessons for East Asia
    Scottish Journal of Political Economy, 2016, 63, (1), 7-17 View citations (3)
36. Industry-specific exchange rate volatility and intermediate goods trade in Asia
    Scottish Journal of Political Economy, 2016, 63, (1), 89-109 View citations (3)
37. It takes two to tango: A regime-switching analysis of the correlation dynamics between the mainland Chinese and Hong Kong stock markets
    Scottish Journal of Political Economy, 2016, 63, (1), 41-65 View citations (7)
38. Slower Growth and Vulnerability to Recession: Updating China's Global Impact
    Scottish Journal of Political Economy, 2016, 63, (1), 66-88 View citations (2)
39. The Effect of China's Rise on FDI Competition in East Asia: Crowding-out or Crowding-in?
    Scottish Journal of Political Economy, 2016, 63, (1), 110-134 View citations (1)
40. The Rise of China and Regional Integration in East Asia
    Scottish Journal of Political Economy, 2016, 63, (1), 1-6 View citations (1)
41. Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
    Journal of Econometrics, 2016, 193, (2), 405-417 View citations (23)

2015

42. Colored polyethylene film mulches on weed control, soil conditions and peanut yield
    Plant, Soil and Environment, 2015, 61, (2), 79-85

2014

43. Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market
    Economic Modelling, 2014, 37, (C), 89-102 View citations (12)
44. Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets
    Japan and the World Economy, 2014, 30, (C), 10-24 View citations (6)
45. Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors
    Pacific Economic Review, 2014, 19, (2), 216-236 View citations (2)
46. New estimates of time-varying currency betas: A trivariate BEKK approach
    Economic Modelling, 2014, 42, (C), 128-139 View citations (16)
47. The interrelationships between brand and channel choice
    Marketing Letters, 2014, 25, (3), 319-330 View citations (18)

2013

48. A forward and reverse logistics shipment planning model
    Journal of the Operational Research Society, 2013, 64, (10), 1485-1502
49. CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES
    Journal of Economic Development, 2013, 38, (3), 33-56 View citations (2)
50. Do exchange rates affect consumer prices? A comparative analysis for Australia, China and India
    Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 128-138 View citations (15)
51. How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches
    The North American Journal of Economics and Finance, 2013, 26, (C), 436-456 View citations (49)
52. Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach
    Applied Economics, 2013, 45, (20), 2909-2914 View citations (5)
    See also Working Paper Measuring Asymmetry and Persistence in Conditional Volatility in Real Output: Evidence from Three East Asian Tigers Using a Multivariate GARCH approach, Trade Working Papers (2009) (2009)
53. The design of a triple-band wide-angle metamaterial absorber based on regular pentagon close-ring
    Journal of Electromagnetic Waves and Applications, 2013, 27, (5), 629-637

2012

54. Dynamic Linkages among Financial Markets in the Greater China Region: A Multivariate Asymmetric Approach
    The World Economy, 2012, 35, (4), 500-523 View citations (9)
55. Monetary Integration and Exchange Rate Issues in East Asia
    The World Economy, 2012, 35, (4), 397-404 View citations (2)
56. New Estimates of the Equilibrium Exchange Rate: The Case for the Chinese Renminbi
    The World Economy, 2012, 35, (4), 419-443 View citations (12)
    See also Working Paper New Estimates of the Equilibrium Exchange Rate: The case for the Chinese renminbi, Discussion papers (2010) View citations (5) (2010)
57. Prologue to the special issue “Resources, energy and eco-innovation” in Mineral Economics
    Mineral Economics, 2012, 24, (2), 55-57 View citations (3)
58. Should Chinese Renminbi be Blamed for Its Trade Surplus? A Structural VAR Approach
    The World Economy, 2012, 35, (5), 632-650 View citations (12)
59. Thermally driven pure spin current through mesoscopic ferromagnetic semimetal-normal metal junctions
    The European Physical Journal B: Condensed Matter and Complex Systems, 2012, 85, (8), 1-6
60. Volume, volatility and information linkages in the stock and option markets
    Review of Financial Economics, 2012, 21, (4), 168-174 View citations (4)
    Also in Review of Financial Economics, 2012, 21, (4), 168-174 (2012) View citations (2)

2011

61. Crash and risky driving involvement among novice adolescent drivers and their parents
    American Journal of Public Health, 2011, 101, (12), 2362-2367 View citations (1)
62. Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1353-1364 View citations (30)
    See also Working Paper Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity, Econometric Institute Research Papers (2010) View citations (1) (2010)

2009

63. The suitability of a monetary union in East Asia: What does the cointegration approach tell?
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2927-2937 View citations (8)
64. The symbiosis mechanism for effective knowledge transfer
    Journal of the Operational Research Society, 2009, 60, (5), 706-716 View citations (3)
65. Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach
    Economie Internationale, 2009, (117), 31-46 View citations (10)
    Also in Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2856-2868 (2009) View citations (10)

2008

66. Charge transport through ferromagnet/two-dimensional electron gas/d-wave superconductor junctions with Rashba spin-orbit coupling
    The European Physical Journal B: Condensed Matter and Complex Systems, 2008, 63, (1), 65-69
67. Is Greater China a currency union?
    Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 319-327 View citations (1)
68. Whither A Currency Union in Greater China?
    Open Economies Review, 2008, 19, (3), 355-370 View citations (14)

2007

69. AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE
    Journal of Economic Development, 2007, 32, (2), 157-182

2006

70. Country-specific factors and the pattern of intra-industry trade in China's manufacturing
    Journal of International Development, 2006, 18, (8), 1137-1149 View citations (10)
71. Introduction: Monetary and Economic Integration in the East Asian Region
    The World Economy, 2006, 29, (12), 1643-1647 View citations (11)
72. Real Output Co‐movements in East Asia: Any Evidence for a Monetary Union?
    The World Economy, 2006, 29, (12), 1671-1689 View citations (57)

2005

73. How Intra-Industry Trade Is Related to Income Difference and Foreign Direct Investment in East Asia
    Asian Economic Papers, 2005, 4, (3), 143-156 View citations (4)

2004

74. Asian monetary integration: a structural VAR approach
    Mathematics and Computers in Simulation (MATCOM), 2004, 64, (3), 447-458 View citations (15)
    See also Working Paper Asian Monetary Integration: A Structural VAR Approach, CIRJE F-Series (2003) View citations (11) (2003)
75. Is a monetary union feasible for East Asia?
    Applied Economics, 2004, 36, (10), 1031-1043 View citations (21)

2003

76. Can the rest of East Asia catch up with Japan: some empirical evidence
    Japan and the World Economy, 2003, 15, (1), 91-110 View citations (7)
77. Regional integration, trade and investment expansion in the Asia Pacific
    Economics of Governance, 2003, 82, (3), 303-307
    Also in Papers in Regional Science, 2003, 82, (3), 303-307 (2003)
78. The dynamics of political and economic interactions between Mainland China and Taiwan
    Papers in Regional Science, 2003, 82, (3), 373-388 View citations (6)
    Also in Economics of Governance, 2003, 82, (3), 373-388 (2003) View citations (6)

2002

79. PRODUCTIVITY AND ECONOMIC GROWTH: AN EMPIRICAL ASSESSMENT OF THE CONTRIBUTION OF FDI TO THE CHINESE ECONOMY
    Journal of Economic Development, 2002, 27, (2), 81-94 View citations (12)

2001

80. Complexity of the Gravitational Method for Linear Programming
    Journal of Optimization Theory and Applications, 2001, 108, (3), 633-658
81. Regional Growth in China Under Economic Reforms
    Journal of Development Studies, 2001, 38, (2), 167-186 View citations (47)
    See also Working Paper Regional Growth in Chine under Economic Reforms, Working Papers (1999) View citations (12) (1999)
82. Regional Inequalities in Contemporary China Measured by GDP and Consumption
    Economic Issues Journal Articles, 2001, 6, (2), 13-30 View citations (4)
83. Trade Liberalization, Economic Growth and Convergence: Evidence From East Asian Economies
    Journal of Economic Integration, 2001, 16, 147-164 View citations (11)

1999

84. Exchange Rate Policies in the Transition Economy of China: Is Currency Board an Alternative?
    China Report, 1999, 35, (3), 323-337

1998

85. Does Devaluation of the Renminbi Improve China’s Balance of Trade?
    Economia Internazionale / International Economics, 1998, 51, (3), 437-445 View citations (15)

1996

86. AFTA and APEC, with Policy Implications for Vietnam's Trade and FDI
    Development Policy Review, 1996, 14, (3), 273-298
87. Trade interdependence and direct foreign investment between ASEAN and China
    World Development, 1996, 24, (1), 155-170 View citations (7)

Edited books

2015

1. A New Paradigm for International Business
   Springer Proceedings in Business and Economics, Springer View citations (1)