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City University of Hong Kong (CityUHK)
China's impact, spillovers to Asian financial markets, US, structural VAR, sign restrictions
China’s impact, spillovers to Asian financial markets, US, structural VAR, sign restrictions
Consumption-based asset pricing model; Recursive utility; Habit formation; Consumption growth risk; Composition risk; Labor income risk; Long-run risk; Collateral constraint; Hansen-Jagannathan distance; Model confidence sets.
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