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Zhao, Yonggan's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
686 |
Total
Citations
2 |
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1.
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Zhao, Yonggan Dalhousie University - School of Business Administration
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17 Sep 08
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18 Mar 09
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315
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Risk Premium, Volatility Risk Premium, Volatility Indicator, Market Price of Risk, Volatility Feedback Effect, Leverage Effect
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MacLean, Leonard Dalhousie University - School of Business Administration Zhao, Yonggan Dalhousie University - School of Business Administration Ziemba, William T. University of British Columbia (UBC) - Sauder School of Business
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16 Jun 08
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Last Revised:
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14 Mar 10
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126
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Regime, Switching, Weak Interest Rate Parity
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3.
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Yuan, Jun Dalhousie University - Department of Economics MacLean, Leonard Dalhousie University - School of Business Administration Xu, Kuan Dalhousie University - Department of Economics Zhao, Yonggan Dalhousie University - School of Business Administration
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17 Sep 11
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Last Revised:
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13 Feb 12
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87
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Country Exchange Traded Funds, Risk Factors, Markov Regime Switching, Time-Varying Risk Premiums
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MacLean, Leonard Dalhousie University - School of Business Administration Zhao, Yonggan Dalhousie University - School of Business Administration Ziemba, William T. University of British Columbia (UBC) - Sauder School of Business
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5.
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Xu, Kuan Dalhousie University - Department of Economics LIu, Payton Dalhousie University - Faculty of Management Zhao, Yonggan Dalhousie University - School of Business Administration
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76
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Style Factors, Macro Economic Factors, Sector Exchange Traded Funds, State Dependance, Regime Switching, Time-Varying Risk Premiums
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Records 1 -
5
of 5 matches
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