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Asset pricing with long-run risk in leisure and consumption
Wei Yang - 2010 - This draft: March 2010
Persistent link: https://www.econbiz.de/10003955436
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Long-run risk in durable consumption
Wei Yang - In: Journal of financial economics 102 (2011) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10009308293
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Asset pricing with left-skewed long-run risk in durable consumption
Wei Yang - 2009 - Rev.
Persistent link: https://www.econbiz.de/10003842518
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Intertemporal substitution and equity premium
Wei Yang - In: Review of finance : journal of the European Finance … 20 (2016) 1, pp. 403-445
Persistent link: https://www.econbiz.de/10011590604
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Business cycles, regime shifts, and return predictability
Wei Yang - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 7, pp. 3058-3084
Persistent link: https://www.econbiz.de/10014437961
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Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang; Singleton, Kenneth J.; Wei Yang - In: The review of financial studies 20 (2007) 5, pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217
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Leisure preferences, long-run risks, and human capital returns
Dittmar, Robert F.; Palomino, Francisco; Wei Yang - In: Review of asset pricing studies 6 (2016) 1, pp. 88-134
Persistent link: https://www.econbiz.de/10011526445
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Household production and asset prices
Da, Zhi; Wei Yang; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
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Market pricing of deposit insurance
Duffie, Darrell; Jarrow, Robert A.; Purnanandam, Amiyatosh - In: Journal of financial services research : JFSR 24 (2003) 2/3, pp. 93-119
Persistent link: https://www.econbiz.de/10001850756