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https://doi.org/10.2139/ssrn.4629366
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-405x(79)90016-3openalex-extracted
An intertemporal asset pricing model with stochastic consumption and investment opportunities
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.chieco.2018.04.008openalex-extracted
Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR
inferredcites →https://doi.org/10.1016/j.chieco.2019.101367openalex-extracted
Measuring economic policy uncertainty in China
inferredcites →https://doi.org/10.1016/j.econlet.2017.03.034openalex-extracted
Foreign policy uncertainty shocks and US macroeconomic activity: Evidence from China
inferredcites →https://doi.org/10.1016/j.jempfin.2015.03.015openalex-extracted
Consumption risk and the cross-section of government bond returns
inferredcites →https://doi.org/10.1016/j.jfineco.2009.09.001openalex-extracted
A skeptical appraisal of asset pricing tests☆
inferredcites →https://doi.org/10.1016/j.jfineco.2012.09.006openalex-extracted
The “out-of-sample” performance of long run risk models
inferredcites →https://doi.org/10.1016/j.jfineco.2017.08.002openalex-extracted
Intermediary asset pricing: New evidence from many asset classes
inferredcites →https://doi.org/10.1016/j.jfineco.2020.07.013openalex-extracted
Procyclicality of the Comovement between Dividend Growth and Consumption Growth
inferredcites →https://doi.org/10.1016/j.jfineco.2020.12.001openalex-extracted
Common pricing across asset classes: Empirical evidence revisited
inferredcites →https://doi.org/10.1016/j.jfineco.2023.04.002openalex-extracted
Asset holders’ consumption risk and tests of conditional CCAPM
inferredcites →https://doi.org/10.1016/j.jmoneco.2018.03.001openalex-extracted
The chinese saving rate: Long-term care risks, family insurance, and demographics
inferredcites →https://doi.org/10.1016/j.jmoneco.2018.08.005openalex-extracted
Reserve requirements and optimal Chinese stabilization policy
inferredcites →https://doi.org/10.1016/j.pacfin.2020.101452openalex-extracted
Chinese economic policy uncertainty and U.S. households' portfolio decisions
inferredcites →https://doi.org/10.1016/j.red.2020.08.002openalex-extracted
Rare events and long-run risks
inferredcites →https://doi.org/10.1086/261141openalex-extracted
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
inferredcites →https://doi.org/10.1086/261749openalex-extracted
Implications of Security Market Data for Models of Dynamic Economies
inferredcites →https://doi.org/10.1086/374184openalex-extracted
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1086/426042openalex-extracted
Consumption Risk and the Cross Section of Expected Returns
inferredcites →https://doi.org/10.1086/588200openalex-extracted
Consumption Strikes Back? Measuring Long‐Run Risk
inferredcites →https://doi.org/10.1086/685949openalex-extracted
Trends and Cycles in China’s Macroeconomy
inferredcites →https://doi.org/10.1111/irfi.12335openalex-extracted
Chinese economic policy uncertainty and U.S. corporate investment
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-extracted
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-extracted
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00836.xopenalex-extracted
The Cross‐Section of Volatility and Expected Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01253.xopenalex-extracted
Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01507.xopenalex-extracted
Long‐Run Stockholder Consumption Risk and Asset Returns
inferredcites →https://doi.org/10.1111/jofi.12691openalex-extracted
Can Innovation Help U.S. Manufacturing Firms Escape Import Competition from China?
inferredcites →https://doi.org/10.1111/jofi.12772openalex-extracted
Capital Share Risk in U.S. Asset Pricing
inferredcites →https://doi.org/10.1111/jofi.12855openalex-extracted
Robust Inference for Consumption‐Based Asset Pricing
inferredcites →https://doi.org/10.1257/000282803321947380openalex-extracted
Consumption Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1257/aer.103.6.2121openalex-extracted
The China Syndrome: Local Labor Market Effects of Import Competition in the United States
inferredcites →https://doi.org/10.1287/mnsc.2023.4784openalex-extracted
A One-Factor Model of Corporate Bond Premia
inferredcites →https://doi.org/10.1561/104.00000005openalex-extracted
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
inferredcites →https://doi.org/10.21034/dp.29openalex-extracted
Implications of Security Market Data for Models of Dynamic Economies
inferredcites →https://doi.org/10.2139/ssrn.2105786openalex-extracted
The Asset Pricing Implications of Government Economic Policy Uncertainty
inferredcites →https://doi.org/10.2139/ssrn.2542495openalex-extracted
Can Innovation Help U.S. Manufacturing Firms Escape Import Competition from China?
inferredcites →https://doi.org/10.2139/ssrn.2835234openalex-extracted
China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?
inferredcites →https://doi.org/10.2307/1911486openalex-extracted
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
inferredcites →https://doi.org/10.2307/1911873openalex-extracted
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
inferredcites →https://doi.org/10.2307/1912775openalex-extracted
Large Sample Properties of Generalized Method of Moments Estimators
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2328589openalex-extracted
Empirical Test of the Consumption-Oriented CAPM
inferredcites →https://doi.org/10.2307/3003264openalex-extracted
The Valuation of Uncertain Income Streams and the Pricing of Options
inferredcites →https://doi.org/10.3386/w21890openalex-extracted
What We Learn from China's Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks' Role in Entrusted Lending
inferredcites →https://doi.org/10.5089/9781475539462.062openalex-extracted
Spillover Implications of China's Slowdown for International Trade
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