Decomposing global yield curve co-movement JP Byrne, S Cao, D Korobilis Journal of Banking & Finance 106, 500-513, 2019 | 24 | 2019 |
COVID-19 and stock market performance: Evidence from the RCEP countries W Zhang, S Cao, X Zhang, X Qu International Review of Economics & Finance 83, 717-735, 2023 | 21 | 2023 |
Forecasting the term structure of government bond yields in unstable environments JP Byrne, S Cao, D Korobilis Journal of Empirical Finance 44, 209-225, 2017 | 20* | 2017 |
Development of dose-response functions for historic paper degradation using exposure to natural conditions and multivariate regression G Pastorelli, S Cao, IK Cigić, C Cucci, A Elnaggar, M Strlič Polymer Degradation and Stability 168, 108944, 2019 | 18 | 2019 |
Fundamental disagreement about monetary policy and the term structure of interest rates S Cao, RK Crump, E Moench, S Eusepi CEPR Discussion Paper No. DP15122, 2020 | 10 | 2020 |
The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement S Cao, H Huang, R Liu, R MacDonald Journal of International Money and Finance 95, 379-401, 2019 | 8 | 2019 |
Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China's Growth S Cao, H Chen Hong Kong Institute for Monetary Research, 2017 | 3* | 2017 |
Decomposing uncertainty in macro-finance term structure models J Byrne, S Cao Review of Asset Pricing Studies, 2024 | | 2024 |
Learning about Term Structure Predictability under Uncertainty S Cao GRU Working Paper Series, 2018 | | 2018 |