This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Hui Guo

Personal Details | Affiliation | Works
This is information that was supplied by Hui Guo in registering through RePEc. If you are Hui Guo , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Hui
Middle Name:
Last Name: Guo
Suffix:

RePEc Short-ID: pgu113

Email:
Homepage: http://homepages.uc.edu/~guohu/
Postal Address: Federal Reserve Bank of St. Louis P.O. Box 442 St. Louis MO 63166
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Hui Guo & Zijun Wang & Jian Yang, 2006. "Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market," Working Papers 2006-047, Federal Reserve Bank of St. Louis. [Downloadable!]

  2. Hui Guo & Christopher J. Neely, 2006. "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Working Papers 2006-006, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  3. Hui Guo, 2006. "On the risk-return relation in international stock markets," Working Papers 2003-012, Federal Reserve Bank of St. Louis. [Downloadable!]

  4. Hui Guo & Robert Savickas, 2006. "Idiosyncratic volatility, economic fundamentals, and foreign exchange rates," Working Papers 2005-025, Federal Reserve Bank of St. Louis. [Downloadable!]

  5. Hui Guo & Robert Savickas & Zijun Wang & Jian Yang, 2006. "Is value premium a proxy for time-varying investment opportunities: some time series evidence," Working Papers 2005-026, Federal Reserve Bank of St. Louis. [Downloadable!]

  6. Hui Guo & Jason Higbee, 2006. "Market timing with aggregate and idiosyncratic stock volatilities," Working Papers 2005-073, Federal Reserve Bank of St. Louis. [Downloadable!]

  7. Long Chen & Hui Guo & Lu Zhang, 2006. "Equity market volatility and expected risk premium," Working Papers 2006-007, Federal Reserve Bank of St. Louis. [Downloadable!]

  8. Hui Guo & Robert Savickas, 2006. "Aggregate idiosyncratic volatility in G7 countries," Working Papers 2004-027, Federal Reserve Bank of St. Louis. [Downloadable!]

  9. Hui Guo & Robert Savickas, 2006. "Understanding stock return predictability," Working Papers 2006-019, Federal Reserve Bank of St. Louis. [Downloadable!]

  10. Hui Guo & Christopher J. Neely & Jason Higbee, 2006. "Foreign exchange volatility is priced in equities," Working Papers 2004-029, Federal Reserve Bank of St. Louis. [Downloadable!]

  11. Hui Guo & Robert Savickas, 2006. "The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries," Working Papers 2006-036, Federal Reserve Bank of St. Louis. [Downloadable!]

  12. Hui Guo, 2005. "Time-varying risk premia and the cross section of stock returns," Working Papers 2002-013, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  13. Hui Guo & Robert Whitelaw, 2005. "Uncovering the risk-return relation in the stock market," Working Papers 2001-001, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
    Published as:

  14. Hui Guo & Robert Savickas, 2005. "Idiosyncratic volatility, stock market volatility, and expected stock returns," Working Papers 2003-028, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  15. Jian Yang & Hui Guo & Zijun Wang, 2004. "International transmission of inflation among G-7 countries: a data-determined VAR analysis," Working Papers 2004-028, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  16. Hui Guo, 2003. "Limited stock market participation and asset prices in a dynamic economy," Working Papers 2000-031, Federal Reserve Bank of St. Louis. [Downloadable!]

  17. Hui Guo, 2003. "On the out-of-sample predictability of stock market returns," Working Papers 2002-008, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  18. Hui Guo & Robert Savickas, 2003. "On the cross section of conditionally expected stock returns," Working Papers 2003-043, Federal Reserve Bank of St. Louis. [Downloadable!]

  19. Hui Guo, 2003. "On the real-time forecasting ability of the consumption-wealth ratio," Working Papers 2003-007, Federal Reserve Bank of St. Louis. [Downloadable!]

  20. Hui Guo, 2003. "Stock prices, firm size, and changes in the federal funds rate target," Working Papers 2002-004, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  21. Hui Guo & Robert Savickas, 2003. "Does idiosyncratic risk matter: another look," Working Papers 2003-025, Federal Reserve Bank of St. Louis. [Downloadable!]

  22. Hui Guo, 2002. "Understanding the risk-return tradeoff in the stock market," Working Papers 2002-001, Federal Reserve Bank of St. Louis. [Downloadable!]

Articles

  1. Hui Guo, 2007. "Stock market dispersion and unemployment," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb. [Downloadable!]

  2. Yang, Jian & Guo, Hui & Wang, Zijun, 2006. "International transmission of inflation among G-7 countries: A data-determined VAR analysis," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2681-2700, October. [Downloadable!] (restricted)
    Other versions:

  3. Hui Guo & Robert F. Whitelaw, 2006. "Uncovering the Risk-Return Relation in the Stock Market," Journal of Finance, American Finance Association, vol. 61(3), pages 1433-1463, 06. [Downloadable!] (restricted)
    Other versions:

  4. Guo, Hui & Savickas, Robert, 2006. "Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 43-56, January. [Downloadable!] (restricted)
    Other versions:

  5. Hui Guo, 2006. "Are investors more risk-averse during recessions?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Oct. [Downloadable!]

  6. Guo, Hui, 2006. "Time-varying risk premia and the cross section of stock returns," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 2087-2107, July. [Downloadable!] (restricted)
    Other versions:

  7. Hui Guo, 2006. "On the Out-of-Sample Predictability of Stock Market Returns," Journal of Business, University of Chicago Press, vol. 79(2), pages 645-670, March. [Downloadable!]
    Other versions:

  8. Hui Guo, 2006. "The Risk-Return Relation in International Stock Markets," The Financial Review, Eastern Finance Association, vol. 41(4), pages 565-587, November. [Downloadable!] (restricted)

  9. Hui Guo & Kevin L. Kliesen, 2005. "Oil price volatility and U.S. macroeconomic activity," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 669-84. [Downloadable!]

  10. Hui Guo & Kevin L. Kliesen, 2005. "Reading inflation expectations from CPI futures," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb. [Downloadable!]

  11. Hui Guo, 2005. "Foreign exchange rates are predictable!," National Economic Trends, Federal Reserve Bank of St. Louis, issue Aug. [Downloadable!]

  12. Hui Guo, 2004. "Why do stock prices react to the Fed?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul. [Downloadable!]

  13. Hui Guo, 2004. "Volatile firms, stable economy," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar. [Downloadable!]

  14. Hui Guo, 2004. "A rational pricing explanation for the failure of CAPM," Review, Federal Reserve Bank of St. Louis, issue May, pages 23-34. [Downloadable!]

  15. Guo, Hui, 2004. "Stock prices, firm size, and changes in the federal funds rate target," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(4), pages 487-507, September. [Downloadable!] (restricted)
    Other versions:

  16. Hui Guo, 2003. "Does stock market volatility forecast returns?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Feb. [Downloadable!]

  17. Hui Guo, 2003. "The less volatile U.S. economy," National Economic Trends, Federal Reserve Bank of St. Louis, issue Oct. [Downloadable!]

  18. Hui Guo, 2002. "Expected stock market returns and business investment," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jul. [Downloadable!]

  19. Hui Guo, 2002. "Stock market volatility: reading the meter," Monetary Trends, Federal Reserve Bank of St. Louis, issue Mar. [Downloadable!]

  20. Hui Guo, 2002. "Stock market returns, volatility, and future output," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 75-86. [Downloadable!]

  21. Hui Guo, 2002. "Why are stock market returns correlated with future economic activities?," Review, Federal Reserve Bank of St. Louis, issue Mar., pages 19-34. [Downloadable!]

  22. Hui Guo, 2001. "A simple model of limited stock market participation," The Regional Economist, Federal Reserve Bank of St. Louis, issue May, pages 37-47. [Downloadable!]

  23. Hui Guo, 2001. "Stockholding is still highly concentrated," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jun. [Downloadable!]

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (7) 2005-05-23 2005-09-29 2006-01-01 2006-03-18 2006-03-18 2006-04-29 2006-09-16 Author is listed
  2. NEP-CFN: Corporate Finance (3) 2003-08-24 2006-03-18 2006-04-29
  3. NEP-ETS: Econometric Time Series (5) 2003-10-28 2005-09-29 2006-03-18 2006-03-18 2006-04-29 Author is listed
  4. NEP-FIN: Finance (10) 2002-06-13 2002-06-13 2002-10-18 2003-08-24 2003-10-28 2004-02-29 2005-05-23 2005-05-23 2006-01-01 2006-03-18 Author is listed
  5. NEP-FMK: Financial Markets (13) 2002-06-13 2002-10-18 2003-08-24 2004-02-29 2005-06-14 2005-06-14 2005-09-29 2006-01-01 2006-03-18 2006-03-18 2006-04-29 2006-07-09 2006-09-16 Author is listed
  6. NEP-FOR: Forecasting (2) 2005-09-29 2006-04-29
  7. NEP-IFN: International Finance (1) 2005-06-14
  8. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
  9. NEP-MAC: Macroeconomics (3) 2005-05-23 2005-05-23 2006-09-16
  10. NEP-MON: Monetary Economics (1) 2005-05-23
  11. NEP-RMG: Risk Management (8) 2002-10-18 2003-08-24 2003-10-28 2005-05-23 2006-03-18 2006-03-18 2006-04-29 2006-09-16 Author is listed
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2006-09-16
Did you know? Authors registered on the RePEc Author Service receive monthly emails with details about downloads and abstract views of their works.

This page was last updated on 2009-6-29.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.