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~subject:"Capital income"
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Capital income
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Xia, Yihong
11
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4
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3
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3
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3
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2
Lettau, Martin
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ECONIS (ZBW)
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Learning about predictability : the effects of parameter uncertainty on dynamic asset allocation
Xia, Yihong
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 205-246
Persistent link: https://www.econbiz.de/10001575065
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2
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
(
contributor
);
Xia, Yihong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003726386
Saved in:
3
Extracting inflation from stock returns to test purchasing power parity
Chowdhry, Bhagwan
(
contributor
);
Roll, Richard
(
contributor
)
-
2003
-
Rev.: June 2003
Persistent link: https://www.econbiz.de/10003732465
Saved in:
4
Extracting inflation from stock returns to test purchasing power parity
Chowdhry, Bhagwan
(
contributor
);
Roll, Richard
(
contributor
)
-
2004
-
Rev.: June 1, 2004
Persistent link: https://www.econbiz.de/10003732597
Saved in:
5
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
(
contributor
);
Xia, Yihong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003732629
Saved in:
6
tay's as good as cay
Brennan, Michael J.
;
Xia, Yihong
- In:
Finance research letters
2
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
Saved in:
7
tay's as good as cay: reply
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
Saved in:
8
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
;
Xia, Yihong
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
Saved in:
9
Extracting inflation from stock returns to test purchasing power parity
Chowdhry, Bhagwan
;
Roll, Richard
;
Xia, Yihong
- In:
The American economic review
95
(
2005
)
1
,
pp. 255-276
Persistent link: https://www.econbiz.de/10002878423
Saved in:
10
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
-
1999
Persistent link: https://www.econbiz.de/10001641297
Saved in:
1
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