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Asset pricing with long-run risk in leisure and consumption
Yang, Wei - 2010 - This draft: March 2010
Persistent link: https://www.econbiz.de/10003955436
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Long-run risk in durable consumption
Yang, Wei - In: Journal of financial economics 102 (2011) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10009308293
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Intertemporal substitution and equity premium
Yang, Wei - In: Review of finance : journal of the European Finance … 20 (2016) 1, pp. 403-445
Persistent link: https://www.econbiz.de/10011590604
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Household production and asset prices
Da, Zhi; Yang, Wei; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
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General purpose technologies as systematic risk in global stock markets
Hsu, Po-Hsuan; Wang, Huijun; Yang, Wei - In: Journal of money, credit and banking : JMCB 54 (2022) 5, pp. 1141-1173
Persistent link: https://www.econbiz.de/10013466151