4
H index
3
i10 index
88
Citations
| 4 H index 3 i10 index 88 Citations RESEARCH PRODUCTION: 4 Articles 1 Papers RESEARCH ACTIVITY: 7 years (1996 - 2003). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pya39 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Canadian Journal of Economics | 2 |
Year | Title of citing document |
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2024 | Identifying the Volatility Risk Price Through the Leverage Effect. (2024). Sangrey, Paul ; Renault, Eric ; Cheng, XU. In: PIER Working Paper Archive. RePEc:pen:papers:24-013. Full description at Econpapers || Download paper |
2023 | Asset pricing with dynamically inconsistent agents. (2023). Khapko, Mariana. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:4:d:10.1007_s00780-023-00516-y. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1996 | Forecast Comparisons of Residential Housing Prices by Parametric and Semiparametric Regression. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 4 |
2000 | The expectations hypothesis, term premia, and the Canadian term structure of interest rates In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 19 |
1996 | A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
2003 | State Dependent Preferences Can Explain the Equity Premium Puzzle In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 50 |
2003 | State Dependent Preferences Can Explain the Equity Premium Puzzle.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper |
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