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经管中心2023年文章发表

2023年12月31日  点击:[]

[1] Fleisher B M, McGuire W H, Su Y, et al. Polarization of employment and wages in China[J]. Economics of Transition and Institutional Change, 2024, 32(1): 49-71.

[2] Su Y J, Zhou D. The impact of COVID-19 on physical and mental health: a longitudinal study[J]. SSM-Population Health, 2023, 24: 101538.

[3] Cross J L, Hou C, Koop G, et al. Large stochastic volatility in mean VARs[J]. Journal of Econometrics, 2023, 236(1): 105469.

[4] Hou C, Nguyen B, Zhang B. Real‐time forecasting of the Australian macroeconomy using flexible Bayesian VARs[J]. Journal of Forecasting, 2023, 42(2): 418-451.

[5] Wang S, Wang C, Wang H. Air pollution impacts on health care expenditure in China: evidence and mechanisms[J]. Applied Economics, 2023, 55(60): 7111-7126.

[6] Wu W, Zhou K, Li Z, et al. Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time[J]. Journal of Computational and Applied Mathematics, 2023, 427: 115103.

[7] Li Z, Li J, Zhou K. Bitcoin transaction fees and the decentralization of Bitcoin mining pools[J]. Finance Research Letters, 2023, 58: 104347.

[8] Li Z, Chen X, Xing H. A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market[J]. Economic Modelling, 2023, 118: 106082.

[9] Fu B. Measuring the trend real interest rate in a data-rich environment[J]. Journal of Economic Dynamics and Control, 2023, 147: 104606.

[10] Fan D, Zhao L. The role of business locations in international patenting[J]. Journal of Economics, 2023, 139(1): 43-69.

[11] Zhang Z, Zhao R. Good volatility, bad volatility, and the cross section of cryptocurrency returns[J]. International Review of Financial Analysis, 2023, 89: 102712.

[12] Zhang Z, Zhao R. Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry[J]. Quantitative Finance, 2023, 23(1): 35-51.


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