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Can skewness predict currency excess returns?. (2019). Yin, Libo ; Jiang, Xue ; Han, Liyan.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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  1. Do terrorist attacks matter for currency excess returns?. (2022). Wu, You ; Liu, Yiye ; Han, Liyan ; Yin, Libo.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003130.

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  2. Can skewness predict CNY-CNH spread?. (2022). Wu, You ; Liu, Yiye ; Han, Liyan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003925.

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  3. How does skewness perform in the Chinese commodity futures market?. (2021). Xu, Yang ; Jiang, Xue ; Han, Liyan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1268-1285.

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  4. Intermediary asset pricing in currency carry trade returns. (2021). Yin, Libo ; Nie, Jing.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1241-1267.

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