Details about Yu Ren
Access statistics for papers by Yu Ren.
Last updated 2020-02-06. Update your information in the RePEc Author Service.
Short-id: pre297
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Working Papers
2013
- House Price Bubbles in China
Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University 
See also Journal Article in China Economic Review (2012)
- Why The House Sector Leads The Whole Economy: the Importance of Collateral Constraints and News Shocks
Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
2007
- Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test
Working Paper, Economics Department, Queen's University 
See also Journal Article in Journal of Empirical Finance (2009)
Journal Articles
2019
- Balanced predictive regressions
Journal of Empirical Finance, 2019, 54, (C), 118-142 View citations (4)
- Short-term exchange rate predictability
Finance Research Letters, 2019, 28, (C), 148-152 View citations (6)
- Weighing asset pricing factors: a least squares model averaging approach
Quantitative Finance, 2019, 19, (10), 1673-1687 View citations (1)
2016
- Durable consumption and asset returns: Cointegration analysis
Economic Modelling, 2016, 53, (C), 231-244 View citations (3)
- Uninsured expense shocks and equity premia
Economic Modelling, 2016, 58, (C), 64-74
2015
- A semiparametric conditional capital asset pricing model
Journal of Banking & Finance, 2015, 61, (C), 117-126 View citations (10)
- PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH
Econometric Theory, 2015, 31, (3), 560-580 View citations (5)
- The Spirit of Capitalism and the Equity Premium
Annals of Economics and Finance, 2015, 16, (2), 493-513
2014
- Human capital, household capital and asset returns
Journal of Banking & Finance, 2014, 42, (C), 11-22 View citations (3)
- Why the Housing Sector Leads the Whole Economy: The Importance of Collateral Constraints and News Shocks
The Journal of Real Estate Finance and Economics, 2014, 48, (2), 323-341 View citations (9)
2013
- Improvement in finite-sample properties of GMM-based Wald tests
Computational Statistics, 2013, 28, (2), 735-749
- Specification tests of habit formation
Applied Economics Letters, 2013, 20, (17), 1596-1601
2012
- House price bubbles in China
China Economic Review, 2012, 23, (4), 786-800 View citations (56)
See also Working Paper (2013)
2011
- Nonparametric estimation and testing of stochastic discount factor
Finance Research Letters, 2011, 8, (4), 196-205 View citations (2)
2009
- Improvement in finite sample properties of the Hansen-Jagannathan distance test
Journal of Empirical Finance, 2009, 16, (3), 483-506 View citations (11)
See also Working Paper (2007)
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