Wasin Siwasarit

University of North Carolina (UNC) at Chapel Hill - Department of Economics

Department of Economics CB 3305

Chapel Hill, NC 27599

United States

SCHOLARLY PAPERS

2

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888

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Top 44,087

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6

CROSSREF CITATIONS

10

Scholarly Papers (2)

1.

Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory

Number of pages: 56 Posted: 06 Dec 2012 Last Revised: 22 Aug 2015
Ric Colacito, Eric Ghysels, Jinghan Meng and Wasin Siwasarit
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, University of Hong Kong and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 737 (45,081)
Citation 11

Abstract:

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Skewness, Consumption, Macro-Finance, Recursive Preferences

2.

Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory. Online Appendix.

Number of pages: 61 Posted: 02 Apr 2015 Last Revised: 22 Aug 2015
Ric Colacito, Eric Ghysels, Jinghan Meng and Wasin Siwasarit
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, University of Hong Kong and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 151 (251,255)
Citation 5

Abstract:

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Skewness, Consumption, Macro-Finance, Recursive Preferences