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Jun Ma
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Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty
R Gupta, J Ma, M Risse, ME Wohar
Journal of Macroeconomics 57, 317-337, 2018
1032018
The contribution of economic fundamentals to movements in exchange rates
NS Balke, J Ma, ME Wohar
Journal of International Economics 90 (1), 1-16, 2013
792013
Understanding housing market volatility
J Fairchild, J Ma, S Wu
Journal of Money, Credit and Banking 47 (7), 1309-1337, 2015
632015
Spurious inference in the GARCH (1, 1) model when it is weakly identified
J Ma, CR Nelson, R Startz
Studies in Nonlinear Dynamics & Econometrics 11 (1), 2007
472007
The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model
V Bhatt, NK Kishor, J Ma
Journal of Economic Dynamics and Control 82, 206-222, 2017
422017
A dynamic Nelson-Siegel yield curve model with Markov switching
J Levant, J Ma
Economic Modelling 67, 73-87, 2017
322017
Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?
KJ Lansing, SF LeRoy, J Ma
Journal of Economic Behavior & Organization 197, 50-72, 2022
232022
Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
KJ Lansing, J Ma
Journal of International Money and Finance 70, 62-87, 2017
222017
Long‐Run Risk and Its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework
J Ma
Journal of Money, Credit and Banking 45 (1), 121-145, 2013
22*2013
The superiority of the LM test in a class of models where the Wald test performs poorly; including nonlinear regression, ARMA, GARCH, and unobserved components
J Ma, CR Nelson
University of Washington and University of Alabama Working paper, 2012
22*2012
Portfolio reallocation and exchange rate dynamics
L Ding, J Ma
Journal of Banking & Finance 37 (8), 3100-3124, 2013
212013
What’s Different about Bank Holding Companies?
MR Chami, MTF Cosimano, J Ma, MC Rochon
International Monetary Fund, 2017
19*2017
Expected returns and expected dividend growth: Time to rethink an established empirical literature
J Ma, ME Wohar
Applied Economics 46 (21), 2462-2476, 2014
18*2014
Sources of the stock price fluctuations in Chinese equity market
Z Su, J Ma, ME Wohar
The Chinese Capital Markets, 152-169, 2020
172020
Sources of the great moderation: A time-series analysis of GDP subsectors
W Enders, J Ma
Journal of Economic Dynamics and Control 35 (1), 67-79, 2011
162011
What drives commodity returns? Market, sector or idiosyncratic factors?
J Ma, A Vivian, ME Wohar
Oxford Bulletin of Economics and Statistics 82 (2), 311-330, 2020
142020
The characteristics of" Club Convergence" of China's economic growth and its cause
S Kunrong, M Jun
Economic Research Journal 1, 33-39, 2002
142002
Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models
J Levant, J Ma
Journal of Empirical Finance 37, 117-127, 2016
132016
Growth cycles and business cycles of the Chinese economy through the lens of the unobserved components model
Y Han, Z Liu, J Ma
China Economic Review 63, 101317, 2020
112020
Dynamic comovement among banks, systemic risk, and the macroeconomy
P Kapinos, NK Kishor, J Ma
Journal of Banking & Finance 138, 105894, 2022
102022
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Articles 1–20