6
H index
3
i10 index
115
Citations
Zhongnan University of Economics and Law | 6 H index 3 i10 index 115 Citations RESEARCH PRODUCTION: 15 Articles 3 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yu Ren. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Finance Research Letters | 2 |
Journal of Banking & Finance | 2 |
Economic Modelling | 2 |
Journal of Empirical Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University | 2 |
Year | Title of citing document |
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2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper |
2021 | Has Chinas Housing Production Peaked?. (2021). Rogoff, Kenneth ; Yang, Yuanchen. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:1:p:1-31. Full description at Econpapers || Download paper |
2021 | Consumption, Aggregate Wealth and Expected Stock Returns: An FCVAR Approach. (2021). Quineche, Ricardo. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:21-42:n:4. Full description at Econpapers || Download paper |
2021 | “I don’t have fur to protect me”: Children’s experience of pain as communicated in forensic interviews following parental physical abuse. (2021). Klebanov, Bella ; Katz, Carmit ; Tsur, Noga. In: Children and Youth Services Review. RePEc:eee:cysrev:v:120:y:2021:i:c:s0190740920308008. Full description at Econpapers || Download paper |
2022 | Post-Cold War civil conflict and the role of history and religion: A stochastic search variable selection approach. (2022). Ramirez-Hassan, Andres ; Parmeter, Christopher F ; Mahmood, Rafat ; Jetter, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001535. Full description at Econpapers || Download paper |
2022 | Empirical evidence of risk contagion across regional housing markets in China. (2022). Fan, Gang-Zhi ; Hu, Genhua. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001912. Full description at Econpapers || Download paper |
2021 | Generalized aggregation of misspecified models: With an application to asset pricing. (2021). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:451-467. Full description at Econpapers || Download paper |
2022 | Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence. (2022). Xu, Qiuhua ; Fang, Ying ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:114-133. Full description at Econpapers || Download paper |
2022 | Spurious functional-coefficient regression models and robust inference with marginal integration. (2022). Wang, Ying ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:396-421. Full description at Econpapers || Download paper |
2022 | Nonparametric inference for quantile cointegrations with stationary covariates. (2022). Wang, Qiying ; Liang, Han-Ying ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:453-482. Full description at Econpapers || Download paper |
2021 | Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201. Full description at Econpapers || Download paper |
2022 | Testing predictability of stock returns under possible bubbles. (2022). Yang, Zihui ; Long, Wei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:246-260. Full description at Econpapers || Download paper |
2022 | Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360. Full description at Econpapers || Download paper |
2021 | Household leverage and education expenditure: the role of household investment. (2021). Guo, Rui ; Wei, Huaying ; Wang, Nan ; Sun, Honghao. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316512. Full description at Econpapers || Download paper |
2021 | Do market participants’ forecasts of financial variables outperform the random-walk benchmark?. (2021). Ãsterholm, Pär ; Osterholm, Par ; Kladivko, Kamil. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319313443. Full description at Econpapers || Download paper |
2022 | Housing property rights, collateral, and entrepreneurship: Evidence from China. (2022). Zhang, Jian ; Li, Jiangyi ; Fan, Gang-Zhi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001844. Full description at Econpapers || Download paper |
2021 | Cost-effectiveness analysis of forest ecosystem services in mountain areas in Afghanistan. (2021). Roberts, Michaela ; Forrest, Alan ; Gouhari, Saeeda. In: Land Use Policy. RePEc:eee:lauspo:v:108:y:2021:i:c:s0264837721003938. Full description at Econpapers || Download paper |
2022 | Equity premium prediction: Taking into account the role of long, even asymmetric, swings in stock market behavior. (2022). Ausloos, Marcel ; Un, Kuok Sin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:608:y:2022:i:p1:s0378437122008433. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2022 | Impact of US monetary policy uncertainty on Asian exchange rates. (2022). PARK, DONGHYUN ; Tian, Shu ; Qureshi, Irfan ; Villaruel, Mai Lin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-020-09307-3. Full description at Econpapers || Download paper |
2021 | What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data. (2021). Wohar, Mark ; Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09733-9. Full description at Econpapers || Download paper |
2021 | Bubble Detection in Housing Market: Evidence From a Developing Country. (2021). Jawaid, Syed Tehseen ; Khalil, Samina ; Ahmed, Rafiq. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211006690. Full description at Econpapers || Download paper |
2021 | Using Textual and Economic Features to Predict the RMB Exchange Rate. (2021). Hung, Chihli ; Chou, Hsien-Ming ; Chung, Yi-Chen. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:6:f:11_6_8. Full description at Econpapers || Download paper |
2021 | Semiparametric estimation and variable selection for single?index copula models. (2021). Hafner, Christian ; Long, Wei ; Liu, Guannan ; Yang, Bingduo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:7:p:962-988. Full description at Econpapers || Download paper |
2021 | What can we learn from the return predictability over the business cycle?. (2021). Pan, Zhiyuan ; Liu, LI ; Wang, Yudong. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:108-131. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | The Spirit of Capitalism and the Equity Premium In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2015 | PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
2012 | House price bubbles in China In: China Economic Review. [Full Text][Citation analysis] | article | 59 |
2013 | House Price Bubbles in China.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2016 | Durable consumption and asset returns: Cointegration analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2016 | Uninsured expense shocks and equity premia In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2009 | Improvement in finite sample properties of the Hansen-Jagannathan distance test In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
2007 | Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test.(2007) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2019 | Balanced predictive regressions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
2019 | Short-term exchange rate predictability In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2011 | Nonparametric estimation and testing of stochastic discount factor In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2014 | Human capital, household capital and asset returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
2015 | A semiparametric conditional capital asset pricing model In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
2014 | Why the Housing Sector Leads the Whole Economy: The Importance of Collateral Constraints and News Shocks In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 9 |
2013 | Improvement in finite-sample properties of GMM-based Wald tests In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
2013 | Specification tests of habit formation In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2019 | Weighing asset pricing factors: a least squares model averaging approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2013 | Why The House Sector Leads The Whole Economy: the Importance of Collateral Constraints and News Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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