Details about Nancy Xu

Access statistics for papers by Nancy Xu.

Last updated 2026-08-10. Update your information in the RePEc Author Service.

Short-id: pxu227

Working Papers

2026

1. Fiscal Insurance
   CEPR Discussion Papers, Centre for Economic Policy Research

2025

2. Local Monetary Policy
   CEPR Discussion Papers, Centre for Economic Policy Research
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2025)
3. When Do FOMC Voting Rights Affect Monetary Policy?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in CEPR Discussion Papers, Centre for Economic Policy Research (2024)

2024

4. Forecasting International Stock Market Variances
   CEPR Discussion Papers, Centre for Economic Policy Research

2023

5. Risk, Monetary Policy and Asset Prices in a Global World
   CEPR Discussion Papers, Centre for Economic Policy Research
   Also in Working Paper Series, European Central Bank (2023) View citations (14)

2021

6. The Global Determinants of International Equity Risk Premiums
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   See also Journal Article The Global Determinants of International Equity Risk Premiums, Management Science, INFORMS (2024) (2024)

2019

7. The Time Variation in Risk Appetite and Uncertainty
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (56)
   See also Journal Article The Time Variation in Risk Appetite and Uncertainty, Management Science, INFORMS (2022) View citations (127) (2022)
8. Variance Risk Premium Components and International Stock Return Predictability
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)

Journal Articles

2025

1. Main Street’s Pain, Wall Street’s Gain
   Journal of Financial Economics, 2025, 168, (C) View citations (1)

2024

2. The Global Determinants of International Equity Risk Premiums
   Management Science, 2024, 70, (9), 6374-6394
   See also Working Paper The Global Determinants of International Equity Risk Premiums, International Finance Discussion Papers (2021) View citations (1) (2021)

2022

3. The Time Variation in Risk Appetite and Uncertainty
   Management Science, 2022, 68, (6), 3975-4004 View citations (127)
   See also Working Paper The Time Variation in Risk Appetite and Uncertainty, NBER Working Papers (2019) View citations (56) (2019)

2021

4. Procyclicality of the comovement between dividend growth and consumption growth
   Journal of Financial Economics, 2021, 139, (1), 288-312 View citations (5)