4
H index
3
i10 index
93
Citations
| 4 H index 3 i10 index 93 Citations RESEARCH PRODUCTION: 4 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 |
|---|---|
| Canadian Journal of Economics | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Time-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 |
| 2024 | On 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. Full description at Econpapers || Download paper |
| 2025 | Identifying 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. Full description at Econpapers || Download paper |
| 2025 | Preference 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 |
| 2024 | Identifying 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 |
| 2025 | Predictions 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 |
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 16 |
| 2003 | State Dependent Preferences Can Explain the Equity Premium Puzzle In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 54 |
| 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: 54 | paper |
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