2 papers
econ.GN2025
How Does Monetary Policy Influence the U.S. Treasury Bond Yields, and What are the Implications for Portfolio Managers?
Minnie Zhu, Yuhan Liu, Simon Gong
This paper investigates the impact of monetary policy surprises on U.S. Treasury bond yields and the implications for portfolio managers. Based on the supply and demand model, trad…
stat.ME2024
Change point analysis with irregular signals
Tobias Kley, Yuhan Philip Liu, Hongyuan Cao +1
This paper considers the problem of testing and estimation of change point where signals after the change point can be highly irregular, which departs from the existing literature…