6 citations · 9 across the 2 of their papers we have counts for
2 papers
q-fin.ST2016★ 6 cited
Long-range Correlation and Market Segmentation in Bond Market
Zhongxing Wang, Yan Yan, Xiaosong Chen
This paper looks into the analysis of the long-range auto-correlations and cross-correlations in bond market. Based on Detrended Moving Average (DMA) method, empirical results pres…
q-fin.ST2016★ 3 cited
Time and Frequency Structure of Causal Correlation Network in China Bond Market
Zhongxing Wang, Yan Yan, Xiaosong Chen
There are more than eight hundred interest rates published in China bond market every day. Which are the benchmark interest rates that have broad influences on most interest rates…