Hui Guo - Central Bank Research Hub

Papers by year: All | 2006 | 2005 | 2004

Title Other author(s)

Does Aggregate Relative Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market

St Louis Fed Working Papers [View] (Paper: 2006-047, 09.08.2006)

JEL: C14, G12

The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries

St Louis Fed Working Papers [View] (Paper: 2006-036, 25.05.2006)

Understanding Stock Return Predictability

St Louis Fed Working Papers [View] (Paper: 2006-019, 30.03.2006)

Equity Market Volatility and Expected Risk Premium

St Louis Fed Working Papers [View] (Paper: 2006-007, 03.03.2006)

JEL: E44, G12

Investigating the Intertemporal Risk-Return Relation in International Stock Markets with the Component GARCH Model

St Louis Fed Working Papers [View] (Paper: 2006-006, 03.03.2006)

Market Timing with Aggregate and Idiosyncratic Stock Volatilities

St Louis Fed Working Papers [View] (Paper: 2005-073, 05.12.2005)

JEL: G10, G12

Is Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence

St Louis Fed Working Papers [View] (Paper: 2005-026, 28.04.2005)

JEL: G1

Is Foreign Exchange Delta Hedging Risk Priced?

St Louis Fed Working Papers [View] (Paper: 2004-029, 05.11.2004)

JEL: F31, G15

Aggregate Idiosyncratic Volatility in G7 Countries

St Louis Fed Working Papers [View] (Paper: 2004-027, 05.11.2004)

JEL: G1

International Transmission of Inflation among G-7 Countries: A Data-Determined VAR Analysis

St Louis Fed Working Papers [View] (Paper: 2004-028, 05.11.2004)

JEL: C32, G15

Papers by year: All | 2006 | 2005 | 2004