Zongwu Cai

University of Kansas - School of Business - Economics Area

1300 Sunnyside Avenue

Lawrence, KS

United States

SCHOLARLY PAPERS

4

DOWNLOADS

163

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

Time-Varying Relative Risk Aversion: Mechanisms and Evidence

Number of pages: 50 Posted: 17 Apr 2020 Last Revised: 26 Dec 2020
Xuan Liu, Haiyong Liu and Zongwu Cai
East Carolina University - Department of Economics, East Carolina University - Department of Economics and University of Kansas - School of Business - Economics Area
Downloads 46 (516,337)

Abstract:

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Time-varying relative risk aversion; household-level data; portfolio choice; GHH preferences; risky shares; wealth; labor income.

Time-Varying Relative Risk Aversion: Mechanisms and Evidence

Number of pages: 51 Posted: 13 May 2021 Last Revised: 29 Nov 2021
Xuan Liu, Haiyong Liu and Zongwu Cai
East Carolina University - Department of Economics, East Carolina University - Department of Economics and University of Kansas - School of Business - Economics Area
Downloads 21 (670,663)

Abstract:

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Time-varying relative risk aversion, household-level data, portfolio choice, GHH preferences, risky shares, wealth, labor income.

2.

Valuing China’s Economic Impacts of Climate Change

Number of pages: 56 Posted: 22 Sep 2020
Chinese Academy of Sciences (CAS) - University of Chinese Academy of Sciences, University of International Business and Economics, University of Kansas - School of Business - Economics Area and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science
Downloads 39 (534,676)

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Climate Change; Economic Output; Heterogeneity Effects; Prefecture Cities; China

3.

A New Robust Inference for Predictive Quantile Regression

Number of pages: 57 Posted: 03 Jun 2020
Zongwu Cai, Haiqiang Chen and Xiaosai Liao
University of Kansas - School of Business - Economics Area, Xiamen University and Southwestern University of Finance and Economics
Downloads 37 (544,754)

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Auxiliary regressor; Embedded endogeneity; Highly persistent predictor; Multiple regression; Predictive quantile regression; Robust; Weighted estimator

4.

A Semiparametric Model for Bond Pricing with Life Cycle Fundamental

Number of pages: 42 Posted: 02 Mar 2021
Zongwu Cai, Jiazi Chen and Linlin Niu
University of Kansas - School of Business - Economics Area, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 20 (649,308)

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Demographic distribution, Life cycle, Term structure models, Semiparametric model, Functional data analysis