Charles Qian

Citigroup

388 Greenwich Street

New York, NY 10013

United States

SCHOLARLY PAPERS

3

DOWNLOADS

435

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Decline in Asset Return Predictability and Macroeconomic Volatility

FEDS Working Paper No. 2017-50
Number of pages: 75 Posted: 08 May 2017
Alex Hsu, Francisco Palomino and Charles Qian
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 216 (242,516)

Abstract:

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2.

Gone With the Vol: A Decline in Asset Return Predictability During the Great Moderation

Georgia Tech Scheller College of Business Research Paper No. 19-04
Number of pages: 70 Posted: 08 Feb 2019 Last Revised: 06 Apr 2022
Alex Hsu, Francisco Palomino and Charles Qian
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 116 (406,331)

Abstract:

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Asset Return Predictability, Time-Varying Macroeconomic Volatility, Monetary Policy, Great Moderation

3.

The Declining Asset Return Predictability and Macroeconomic Volatility

Number of pages: 74 Posted: 02 Sep 2016 Last Revised: 25 Mar 2017
Alex Hsu, Francisco Palomino and Charles Qian
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 103 (442,746)

Abstract:

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Return Predictability, Monetary Policy, Stochastic Volatility