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Rational bubbles in the stock market : accounting for the US stock-price volatility
Wu, Yangru - In: Economic inquiry : journal of the Western Economic … 35 (1997) 2, pp. 309-319
Persistent link: https://www.econbiz.de/10001221156
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Endogenous markups and the effects of income taxation : theory and evidence from OECD countries
Wu, Yangru; Zhang, Junxi - In: Journal of public economics 77 (2000) 3, pp. 383-406
Persistent link: https://www.econbiz.de/10001495223
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Understanding spot and forward exchange rate regressions
Hai, Waike - In: Journal of applied econometrics 12 (1997) 6, pp. 715-734
Persistent link: https://www.econbiz.de/10001234187
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Hysteresis in unemployment : evidence from OECD countries
Song, Frank M. - In: The quarterly review of economics and finance : journal … 38 (1998) 2, pp. 181-192
Persistent link: https://www.econbiz.de/10001247017
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Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru - In: Economics letters 50 (1996) 3, pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
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Do interest rates follow unit-root processes? : Evidence from cross-maturity treasury bill yields
Wu, Yangru; Zhang, Hua - In: Review of quantitative finance and accounting 8 (1997) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10001590879
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Hysteresis in unemployment : evidence from 48 US states
Song, Frank M. - In: Economic inquiry : journal of the Western Economic … 35 (1997) 2, pp. 235-243
Persistent link: https://www.econbiz.de/10001221183
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Forward premiums as unbiased predictors of future currency depreciation : a non-parametric analysis
Wu, Yangru - In: Journal of international money and finance 16 (1997) 4, pp. 609-623
Persistent link: https://www.econbiz.de/10001225531
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Risk, policy rules, and noise : rethinking deviations from uncovered interest parity
Mark, Nelson C.; Wu, Yangru - 1996
This paper investigates why the forward premium predicts the future depreciation with the "wrong" sign and why the unobserved deviation from rational uncovered interest parity is negatively correlated with and is more volatile than the rationally expected depreciation. We examine the ability of...
Persistent link: https://www.econbiz.de/10010336366
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Optimal portfolio choice with asset return predictability and nontradable labor income
Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249
Persistent link: https://www.econbiz.de/10011333124