EconPapers    
Economics at your fingertips  
 

Details about Yu Ren

E-mail:
Workplace:Wenlan School of Business, Zhongnan University of Economics and Law, (more information at EDIRC)

Access statistics for papers by Yu Ren.

Last updated 2020-02-06. Update your information in the RePEc Author Service.

Short-id: pre297


Jump to Journal Articles

Working Papers

2013

  1. House Price Bubbles in China
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
    See also Journal Article in China Economic Review (2012)
  2. 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 Downloads

2007

  1. Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test
    Working Paper, Economics Department, Queen's University Downloads
    See also Journal Article in Journal of Empirical Finance (2009)

Journal Articles

2019

  1. Balanced predictive regressions
    Journal of Empirical Finance, 2019, 54, (C), 118-142 Downloads View citations (4)
  2. Short-term exchange rate predictability
    Finance Research Letters, 2019, 28, (C), 148-152 Downloads View citations (6)
  3. Weighing asset pricing factors: a least squares model averaging approach
    Quantitative Finance, 2019, 19, (10), 1673-1687 Downloads View citations (1)

2016

  1. Durable consumption and asset returns: Cointegration analysis
    Economic Modelling, 2016, 53, (C), 231-244 Downloads View citations (3)
  2. Uninsured expense shocks and equity premia
    Economic Modelling, 2016, 58, (C), 64-74 Downloads

2015

  1. A semiparametric conditional capital asset pricing model
    Journal of Banking & Finance, 2015, 61, (C), 117-126 Downloads View citations (10)
  2. PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH
    Econometric Theory, 2015, 31, (3), 560-580 Downloads View citations (5)
  3. The Spirit of Capitalism and the Equity Premium
    Annals of Economics and Finance, 2015, 16, (2), 493-513 Downloads

2014

  1. Human capital, household capital and asset returns
    Journal of Banking & Finance, 2014, 42, (C), 11-22 Downloads View citations (3)
  2. 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 Downloads View citations (9)

2013

  1. Improvement in finite-sample properties of GMM-based Wald tests
    Computational Statistics, 2013, 28, (2), 735-749 Downloads
  2. Specification tests of habit formation
    Applied Economics Letters, 2013, 20, (17), 1596-1601 Downloads

2012

  1. House price bubbles in China
    China Economic Review, 2012, 23, (4), 786-800 Downloads View citations (56)
    See also Working Paper (2013)

2011

  1. Nonparametric estimation and testing of stochastic discount factor
    Finance Research Letters, 2011, 8, (4), 196-205 Downloads View citations (2)

2009

  1. Improvement in finite sample properties of the Hansen-Jagannathan distance test
    Journal of Empirical Finance, 2009, 16, (3), 483-506 Downloads View citations (11)
    See also Working Paper (2007)
 
Page updated 2023-02-07