Similar Search Results

Using long-run consumption-return correlations to test asset pricing models

Yu, Jianfeng - In: Review of economic dynamics 15 (2012) 3, pp. 317-335

Persistent link: https://www.econbiz.de/10009661462

Aggregate expected investment growth and stock market returns

Li, Jun; Wang, Huijun; Yu, Jianfeng - In: Journal of monetary economics 117 (2021), pp. 618-638

Persistent link: https://www.econbiz.de/10012603192

Investor sentiment and economic forces

Shen, Junyan; Yu, Jianfeng; Zhao, Shen - In: Journal of monetary economics 86 (2017), pp. 1-21

Persistent link: https://www.econbiz.de/10011799122

Are US treasury bonds still a safe haven?

He, Zhiguo; Krishnamurthy, Arvind - In: NBER reporter online (2020) 3, pp. 20-24

Persistent link: https://www.econbiz.de/10012307927

Leverage-induced fire sales and stock market crashes

Bian, Jiangze; He, Zhiguo; Shue, Kelly; Zhou, Hao - 2018

Persistent link: https://www.econbiz.de/10011916677

Quantifying liquidity and default risks of corporate bonds over the business cycle

Chen, Hui; Cui, Rui; He, Zhiguo; Milbradt, Konstantin - In: The review of financial studies 31 (2018) 3, pp. 852-897

Persistent link: https://www.econbiz.de/10011925272

Quantifying liquidity and default risks of corporate bonds over the business cycle

Chen, Hui; Cui, Rui; He, Zhiguo; Milbradt, Konstantin - 2014

Persistent link: https://www.econbiz.de/10010440778

The evolution of pay premiums for managerial attributes

Li, Si; Perez, M. Fabricio - In: The journal of corporate finance : contracting, … 69 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012629640

National elections and tail risk : international evidence

Li, Qingyuan; Li, Si; Li, Xu - In: Journal of banking & finance 88 (2018), pp. 113-128

Persistent link: https://www.econbiz.de/10011962591

Ambiguity, long-run risks, and asset prices

Wei, Bin - 2021

I generalize the long-run risks (LRR) model of Bansal and Yaron (2004) by incorporating recursive smooth ambiguity aversion preferences from Klibanoff et al. (2005, 2009) and time-varying ambiguity. Relative to the Bansal-Yaron model, the generalized LRR model is as tractable but more flexible...

Persistent link: https://www.econbiz.de/10012617667