Nancy R. Xu

Finance · 2019

A researcher in the Science corpus: 1 paper; trusts 20 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 44 citations into it
• Economics and Econometrics — 43 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Nancy R. Xu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Geert Bekaert
2. Jessica A. Wachter
3. Ian Martin
4. Sven Ove Hansson
5. Ravi Bansal
6. Dimitris Nicolas Politis
7. Ben S. Bernanke
8. Torben G. Andersen

Papers from Nancy R. Xu's perspective

Ordered by how strongly the researchers Nancy R. Xu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. Automatic Block-Length Selection for the Dependent Bootstrap
3. MODELING AND FORECASTING REALIZED VOLATILITY
4. Measuring Economic Policy Uncertainty
5. What is the expected return on the market
6. The VIX, the Variance Premium and Stock Market Volatility (Social Science Research Network)
7. A consumption-based model of the term structure of interest rates ☆
8. Empirical Pricing Kernels
9. Noise as Information for Illiquidity: Noise as Information for Illiquidity
10. Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach

Their papers

• The Time Variation in Risk Appetite and Uncertainty (2019) — 369 citations