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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of economic dynamics & control"
~person:"Branch, William A."
~person:"Judd, Kenneth L."
~person:"Li, Kai"
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Journal of financial and quantitative analysis : JFQA
Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
2
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
3
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
4
Organization capital and mergers and acquisitions
Li, Kai
;
Qiu, Buhui
;
Shen, Rui
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1871-1909
Persistent link: https://www.econbiz.de/10011930542
Saved in:
5
Solving an incomplete markets model with a large cross-section of agents
Mertens, Thomas M.
;
Judd, Kenneth L.
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 349-368
Persistent link: https://www.econbiz.de/10011974209
Saved in:
6
Asset allocation with time series momentum and reversal
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
Saved in:
7
Imperfect knowledge, liquidity and bubbles
Branch, William A.
- In:
Journal of economic dynamics & control
62
(
2016
),
pp. 17-42
Persistent link: https://www.econbiz.de/10011708143
Saved in:
8
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
Saved in:
9
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Saved in:
10
Dynamic predictor selection in a new Keynesian model with heterogeneous expectations
Branch, William A.
;
McGough, Bruce
- In:
Journal of economic dynamics & control
34
(
2010
)
8
,
pp. 1492-1508
Persistent link: https://www.econbiz.de/10008664725
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