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Rational inattention, long-run consumption risk, and portfolio choice
Luo, Yulei - In: Review of economic dynamics 13 (2010) 4, pp. 843-860
Persistent link: https://www.econbiz.de/10008902158
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A note on entrepreneurial risk, capital market imperfections, and heterogeneity
Luo, Yulei; Gong, Liutang; Zou, Heng-fu - In: Macroeconomic dynamics 14 (2010) 2, pp. 269-284
Persistent link: https://www.econbiz.de/10003980611
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Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
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Long-run consumption risk and asset allocation under recursive utility and rational inattention
Luo, Yulei; Young, Eric R. - In: Journal of money, credit and banking : JMCB 48 (2016) 2/3, pp. 325-362
Persistent link: https://www.econbiz.de/10011516537
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Model uncertainty and intertemporal tax smoothing
Luo, Yulei; Nie, Jun; Young, Eric R. - In: Journal of economic dynamics & control 45 (2014), pp. 289-314
Persistent link: https://www.econbiz.de/10010474424
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Ignorance, pervasive uncertainty and household finance
Luo, Yulei; Nie, Jun; Wang, Haijun - In: Journal of economic theory 199 (2022), pp. 1-34
Persistent link: https://www.econbiz.de/10013193347
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A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
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Spillovers across macroeconomic, financial and real estate uncertainties : a time-varying approach
Gabauer, David; Gupta, Rangan - In: Structural change and economic dynamics : SC+ED 52 (2020), pp. 167-173
Persistent link: https://www.econbiz.de/10012484669
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Predicting Bitcoin returns : comparing the roles of newspaper- and internet search-based measures of uncertainty
Bouri, Elie; Gupta, Rangan - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012485208
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Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112
Persistent link: https://www.econbiz.de/10012500112