Alan X. Yang : Citation Profile


4

H index

3

i10 index

93

Citations

RESEARCH PRODUCTION:

4

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (1996 - 2003). See details.
   Cites by year: 13
   Journals where Alan X. Yang has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya39
   Updated: 2026-02-14    RAS profile: 2024-01-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alan X. Yang.

Is cited by:

Wersing, Martin (4)

Falato, Antonio (3)

Dolmas, Jim (3)

Wolff, Christian (3)

Verschoor, Willem (3)

Garcia, René (3)

Modena, Matteo (3)

Kubler, Felix (2)

Werwatz, Axel (2)

Bekaert, Geert (2)

Engstrom, Eric (2)

Cites to:

Campbell, John (6)

Epstein, Larry (5)

St-Amour, Pascal (4)

Cochrane, John (4)

Gordon, Stephen (4)

Hansen, Lars (3)

Zin, Stanley (3)

Weil, Philippe (2)

Kubler, Felix (2)

Lettau, Martin (2)

Singleton, Kenneth (1)

Main data


Where Alan X. Yang has published?


Journals with more than one article published# docs
Canadian Journal of Economics2

Recent works citing Alan X. Yang (2025 and 2024)


YearTitle of citing document
2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

Full description at Econpapers || Download paper

2024On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118.

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2025Identifying the volatility risk price through the leverage effect. (2025). Renault, Eric ; Sangrey, Paul ; Cheng, XU. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400294x.

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2025Preference for consumption predictability and the equity premium puzzle. (2025). Vázquez, Jesús ; Cassou, Steven P ; Vzquez, Jess. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005441.

Full description at Econpapers || Download paper

2024Identifying the Volatility Risk Price Through the Leverage Effect. (2024). Cheng, XU ; Sangrey, Paul ; Renault, Eric. In: PIER Working Paper Archive. RePEc:pen:papers:24-013.

Full description at Econpapers || Download paper

2025Predictions of residential property price indices for China via machine learning models. (2025). Jin, Bingzi ; Xu, Xiaojie. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-025-02080-3.

Full description at Econpapers || Download paper

Works by Alan X. Yang:


YearTitleTypeCited
1996Forecast Comparisons of Residential Housing Prices by Parametric and Semiparametric Regression. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article4
2000The expectations hypothesis, term premia, and the Canadian term structure of interest rates In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article19
1996A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators In: Economics Letters.
[Full Text][Citation analysis]
article16
2003State Dependent Preferences Can Explain the Equity Premium Puzzle In: Review of Economic Dynamics.
[Full Text][Citation analysis]
article54
2003State Dependent Preferences Can Explain the Equity Premium Puzzle.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team