Items where Author is "Yuan, Kathy"

Number of items: 25.
Article
  • Multi-asset noisy rational expectations equilibrium with contingent claims. (2022) Chabakauri, Georgy; Yuan, Kathy; Zachariadis, Kostas picture_as_pdf
  • Asymmetric price movements and borrowing constraints: a rational expectations equilibrium model of crises, contagion, and confusion. (2005) Yuan, Kathy
  • Are investors moonstruck?: lunar phases and stock returns. Yuan, Kathy; Zheng, Liu; Zhu, Qiaoqiao
  • Contractual externalities and systemic risk. Ozdenoren, Emre; Yuan, Kathy
  • Do sovereign bonds benefit corporate bonds in emerging markets? Dittmar, Robert F.; Yuan, Kathy
  • Dynamic asset-backed security design. Ozdenoren, Emre; Yuan, Kathy; Zhang, Shengxing picture_as_pdf
  • Feedback effects and asset prices. Ozdenoren, Emre; Yuan, Kathy
  • How do crises spread? Evidence from accessible and inaccessible stock indices. Boyer, Brian H.; Kumagai, Timoni; Yuan, Kathy
  • Learning and complementarities in speculative attacks. Yuan, Kathy
  • Network risk and key players:a structural analysis of interbank liquidity. Denbee, Edward; Julliard, Christian; Li, Ye; Yuan, Kathy picture_as_pdf
  • On the growth effect of stock market liberalizations. Gupta, Nandini; Yuan, Kathy
  • Trading frenzies and their impact on real investment. Goldstein, Itay; Ozdenoren, Emre; Yuan, Kathy
  • Within-bank spillovers of real estate shocks. Cuñat, Vicente; Cvijanovic, Dragana; Yuan, Kathy
  • The liquidity service of benchmark securities. Yuan, Kathy
  • The spread of COVID-19 in London:network effects and optimal lockdowns. Julliard, Christian; Shi, Ran; Yuan, Kathy picture_as_pdf
    • Working paper
  • Dynamic asset-backed security design. Ozdenoren, Emre; Yuan, Kathy; Zhang, Shengxing picture_as_pdf
  • E-shekels across borders:a distributed ledger system to settle payments between Israel and the West Bank. Toffano, Priscilla; Yuan, Kathy picture_as_pdf
  • Endogenous contractual externalities. Ozdenoren, Emre; Yuan, Kathy
  • Multi-asset noisy rational expectations equilibrium with contingent claims. Chabakauri, Georgy; Yuan, Kathy; Zachariadis, Konstantinos
  • Multi-asset noisy rational expectations equilibrium with contingent claims. Chabakauri, Georgy; Yuan, Kathy; Zachariadis, Konstantinos
  • Network risk and key players:a structural analysis of interbank liquidity. Denbee, Edward; Julliard, Christian; Yepremyan, Liana; Yuan, Kathy picture_as_pdf
  • Stock market tournaments. Ozdenoren, Emre; Yuan, Kathy picture_as_pdf
  • Trading frenzies and their impact on real investment. Goldstein, Itay; Ozdenoren, Emre; Yuan, Kathy
  • Trading frenzies and their impact on real investment. Goldstein, Itay; Ozdenoren, Emre; Yuan, Kathy picture_as_pdf
  • The spread of COVID-19 in London:network effects and optimal lockdowns. Julliard, Christian; Shi, Ran; Yuan, Kathy picture_as_pdf