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Size and power in tests of return predictability
LeRoy, Stephen F.; Singhania, Rish - In: Quantitative finance 22 (2022) 6, pp. 1153-1167
Persistent link: https://www.econbiz.de/10013367890
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Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
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Endogenous forecast switching near the zero lower bound
Lansing, Kevin J. - In: Journal of monetary economics 117 (2021), pp. 153-169
Persistent link: https://www.econbiz.de/10012602714
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On variance bounds for asset price changes
Lansing, Kevin J. - In: Journal of financial markets 28 (2016), pp. 132-148
Persistent link: https://www.econbiz.de/10011722241
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Inflation dynamics and adaptive expectations in an estimated DSGE model
Gelain, Paolo; Iskrev, Nikolay; Lansing, Kevin J.; … - In: Journal of macroeconomics 59 (2019), pp. 258-277
Persistent link: https://www.econbiz.de/10012245007
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The predictive power of Nelson-Siegel factor loadings for the real economy
Han, Yang; Jiao, Anqi; Ma, Jun - In: Journal of empirical finance 64 (2021), pp. 95-127
Persistent link: https://www.econbiz.de/10013259403
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Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
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A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared; Ma, Jun - In: Economic modelling 67 (2017), pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
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Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - In: International review of finance : the official journal … 24 (2024) 1, pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
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The dynamic impacts of skewness on the risk-return relationship in the dry bulk spot freight rates and FFAs
Sun, Xiaolin; Ma, Jun; Guo, Haifeng; Liu, Hailong - In: Applied economics 55 (2023) 18, pp. 1991-2004
Persistent link: https://www.econbiz.de/10014294827