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What can we learn from the return predictability over the business cycle?
Liu, Li; Pan, Zhiyuan; Wang, Yudong - In: Journal of Forecasting 40 (2020) 1, pp. 108-131
Persistent link: https://www.econbiz.de/10012272983
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Uncertainty and the predictability of stock returns
Cai, Wensheng; Pan, Zhiyuan; Wang, Yudong - In: Journal of Forecasting 41 (2021) 4, pp. 765-792
Persistent link: https://www.econbiz.de/10012808293
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Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model
Wang, Yudong; Pan, Zhiyuan; Wu, Chongfeng - In: Journal of Forecasting 37 (2018) 3, pp. 385-400
Persistent link: https://www.econbiz.de/10012081978