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The impact of macroeconomic and financial variables on market risk : evidence from international equity returns

Patro, Dilip Kumar; Wald, John K.; Wu, Yangru - In: European financial management : the journal of the … 8 (2002) 4, pp. 421-447

Persistent link: https://www.econbiz.de/10001861042

Heterogeneous background risks and portfolio choice : evidence from micro-level data

Palia, Darius; Qi, Yaxuan; Wu, Yangru - In: Journal of money, credit and banking : JMCB 46 (2014) 8, pp. 1687-1720

Persistent link: https://www.econbiz.de/10010470086

Optimal portfolio choice for investors with industry-specific labor income risks

Tsai, Hui-Ju; Wu, Yangru - In: Finance research letters 11 (2014) 4, pp. 429-436

Persistent link: https://www.econbiz.de/10011300433

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

Exchange rate uncertainty and firm-level investment : finding the Hartman-Abel effect

Li, Guangzhong; Li, Jie; Wu, Yangru - In: Journal of comparative economics : the journal of the … 47 (2019) 2, pp. 441-457

Persistent link: https://www.econbiz.de/10012309536

Geopolitical risk and investment

Wang, Xinjie; Wu, Yangru; Xu, Weike - 2024

Persistent link: https://www.econbiz.de/10015396668

New Zealand's lauded fiscal legislation : has it reduced fiscal uncertainty?

Ryan, Michael; Holmes, Mark J. - In: New Zealand economic papers 58 (2024) 3, pp. 243-260

Persistent link: https://www.econbiz.de/10015178026

Stock market uncertainty and interest rate behaviour : a panel GARCH approach

Valera, Harold Glenn A.; Holmes, Mark J.; Hassan, Gazi M. - In: Applied economics letters 24 (2017) 10/12, pp. 732-735

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On financial liberalization and long-run risk sharing

Holmes, Mark J.; Otero, Jesús G. - In: International economics : a journal published by CEPII … 148 (2016), pp. 31-40

Persistent link: https://www.econbiz.de/10011669817

Optimal Consumption and Portfolio Choice For Long-Horizon Investors with Nontradable Labor Income When Asset Returns are Predictable

Tsai, Hui-Ju - 2012

We study the optimal consumption and investment choice for long-horizon investors with nontradable labor income and time-varying investment opportunities. Our results suggest that the popular investment recommendation that more conservative investors should hold a higher bond/stock ratio may...

Persistent link: https://www.econbiz.de/10013114137