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Long-run risk and its implications for the equity premium puzzle : new evidence from a multivariate framework
Ma, Jun - In: Journal of money, credit and banking : JMCB 45 (2013) 1, pp. 121-145
Persistent link: https://www.econbiz.de/10009715107
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On maximum likelihood estimation of competing risks using the cause-specific semi-parametric Cox model with time-varying covariates : an application to credit risk
Thackham, Mark; Ma, Jun - In: Journal of the Operational Research Society 73 (2022) 1, pp. 5-14
Persistent link: https://www.econbiz.de/10012872877
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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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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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Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - 2022
Persistent link: https://www.econbiz.de/10013435217
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Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate
Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of international money and finance 143 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014551345