Georgios Xyngis

Cardiff Business School, Cardiff University

Aberconway Building

Colum Drive

Cardiff, Wales CF10 3EU

United Kingdom

SCHOLARLY PAPERS

2

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370

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Scholarly Papers (2)

1.

Business-Cycle Variation in Macroeconomic Uncertainty and the Cross-Section of Expected Returns: Evidence for Scale-Dependent Risks

Journal of Empirical Finance, Forthcoming
Number of pages: 105 Posted: 30 Sep 2015 Last Revised: 10 Jun 2017
Georgios Xyngis
Cardiff Business School, Cardiff University
Downloads 217 (138,083)

Abstract:

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macroeconomic uncertainty, scale-dependent risks, scale-specific predictability, monotonicity of factor loadings

2.

Are Low-Frequency Macroeconomic Risks Priced in Asset Prices? A Critical Appraisal of Epstein-Zin Preferences

Number of pages: 60 Posted: 01 May 2016 Last Revised: 28 Aug 2016
Georgios Xyngis
Cardiff Business School, Cardiff University
Downloads 153 (188,917)

Abstract:

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Epstein-Zin preferences, horizon-dependent risks, cross-sectional asset pricing