AcademicsWorking Papers

• Wenfeng He, Xiaoling Mei, Wei Zhong, Huanjun Zhu Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability 20221026
• Chen Zhang, Ying Fang, Linlin Niu Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 20220824
• Jiazi Chen, Zhiwu Hong, Linlin Niu Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 20220625
• M. Hashem Pesaran, Yimeng Xie A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors 20220610