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Risk aversion, investor information and stock market volatility
Lansing, Kevin J.; LeRoy, Stephen F. - In: European economic review : EER 70 (2014), pp. 88-107
Persistent link: https://www.econbiz.de/10010496407
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Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
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Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J. - In: Macroeconomic dynamics 10 (2006) 3, pp. 317-348
Persistent link: https://www.econbiz.de/10003329444
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Time-varying US inflation dynamics and the New Keynesian Phillips curve
Lansing, Kevin J. - In: Review of economic dynamics 12 (2009) 2, pp. 304-326
Persistent link: https://www.econbiz.de/10003851261
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Speculative growth, overreaction, and the welfare cost of technology-driven bubbles
Lansing, Kevin J. - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 461-483
Persistent link: https://www.econbiz.de/10009698060
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On variance bounds for asset price changes
Lansing, Kevin J. - In: Journal of financial markets 28 (2016), pp. 132-148
Persistent link: https://www.econbiz.de/10011722241
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House prices, expectations, and time-varying fundamentals
Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
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House prices, credit growth, and excess volatility : implications for monetary and macroprudential policy
Gelain, Paolo; Lansing, Kevin J.; Mendicino, Caterina - In: International journal of central banking : IJCB 9 (2013) 2, pp. 219-286
Persistent link: https://www.econbiz.de/10009756909
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Expected returns and expected dividend growth : time to rethink an established empirical literature
Ma, Jun; Wohar, Mark E. - In: Applied economics 46 (2014) 19/21, pp. 2462-2476
Persistent link: https://www.econbiz.de/10010417214
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Understanding housing market volatility
Fairchild, Joseph; Ma, Jun; Wu, Shu - In: Journal of money, credit and banking : JMCB 47 (2015) 7, pp. 1309-1337
Persistent link: https://www.econbiz.de/10011402439