Seminars - Peking University HSBC Business School(PHBS)

09 Jan 2019

We study the identification of a dynamic consumer stockpiling model

02 Sep 2018

15 Jun 2018

Inversion copulas show promise in modelling latent nonlinear state space models with Markov dependence structures

15 Jun 2018

This paper aims to enhance the understanding of China& 39;s monetary policy rule since the mid-1990s, focusing on

11 Jun 2018

How much of the structure of a Limit Order Book (LOB) can be recovered by only observing the trade and quote

30 May 2018

We study productivity differences in vertically-integrated Chinese steel operations using a unique data set that pr

30 May 2018

The relationship of stock liquidity to returns implies market perception of liquidity for value Literature is con

15 May 2018

Econometrics with Privacy Preservation

Many data are sensitive in areas such as finance, economics, and other social sciences We propose an ER (encryp

15 May 2018

Many data are sensitive in areas such as finance, economics, and other social sciences We propose an ER (encryp

20 Apr 2018

The literature on the effect of labor income on portfolio choice fails to consider that workers face a risk of

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