Zongwu Cai

University of North Carolina at Charlotte

Professor

9201 University City Blvd

Charlotte, NC 28223

United States

SCHOLARLY PAPERS

4

DOWNLOADS

343

CITATIONS

3

Scholarly Papers (4)

1.

A New Forecasting Model for USD/CNY Exchange Rate

Number of pages: 13 Posted: 01 Aug 2010
Zongwu Cai, Linna Chen and Ying Fang
University of North Carolina at Charlotte, affiliation not provided to SSRN and Xiamen University
Downloads 150 (193,153)
Citation 3

Abstract:

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Nonlinearity, Functional-Coefficient Regression Model, GARCH Model, Index

2.

Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data

Number of pages: 41 Posted: 04 Apr 2012 Last Revised: 11 Feb 2016
Xuan Liu, Fang Yang and Zongwu Cai
East Carolina University - Department of Economics, Louisiana State University, Baton Rouge and University of North Carolina at Charlotte
Downloads 115 (237,634)
Citation 1

Abstract:

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time-varying relative risk aversion, habit formation preferences, micro data, portfolio choice

3.

Adaptive Varying-Coefficient Linear Models

LSE STICERD Research Paper No. EM388
Number of pages: 40 Posted: 21 Jul 2008
Zongwu Cai, Jianqin Fan and Qiwei Yao
University of North Carolina at Charlotte, affiliation not provided to SSRN and London School of Economics & Political Science (LSE) - Department of Statistics
Downloads 64 (341,134)
Citation 17

Abstract:

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4.

GHH Preferences on Households' Portfolio Choices: Theoretical Implications and Empirical Evidence

Number of pages: 33 Posted: 06 Feb 2019 Last Revised: 10 Apr 2019
Zongwu Cai, Haiyong Liu and Xuan Liu
University of North Carolina at Charlotte, East Carolina University - Department of Economics and East Carolina University - Department of Economics
Downloads 14 (550,201)

Abstract:

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Macro Model Assumption Testing; GHH Preferences; Portfolio Choice; Labor Income; Household Level Data