2 Lushan South Rd
Changsha, CA Hunan 410082
China
College of Finance and Statistics, Hunan University
Ex-dividend; Tax reform; Financial literacy; Tax capitalization
Time-varying pollution premium, time-varying factor model, nonparametric estimation, investor preference.
JEL Code: C14, C22, G11, G12 Bond return, monetary policy uncertainty, time-varying coefficient model, yield curve, economic activity
slow-moving and cyclical fluctuations, out-of-sample forecast, asset allocation, return decomposition, Short-rate uncertainty
persistent and transitory components, bond excess return, out-of-sample predictability, economic value, monetary policy uncertainty
