Nancy Ran Xu

Papers

Procyclicality of the Comovement between Dividend Growth and Consumption Growth (Revise and Resubmit at the Journal of Financial Economics)
Coauthor(s): Nancy R. Xu
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R Package ‘MicroMacroMultilevel’
Coauthor(s): Jackson G. Lu, Elizabeth Page-Gould, Nancy R. Xu (Creator & Maintainer)
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The Time Variation in Risk Appetite and Uncertainty (Paper in Preparation)
Coauthor(s): Geert Bekaert, Eric C. Engstrom, Nancy R. Xu
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Global Risk Aversion and International Return Comovements (Paper in Preparation)
Coauthor(s): Nancy R. Xu
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