Jun Ma’s paper coauthored with current student Yang Han and former student Anqi Jiao was recently accepted to Journal of Empirical Finance. The paper’s title is The Predictive Power of Nelson-Siegel Factor Loadings for the Real Economy.
Yang Han is currently a PhD candidate at Northeastern University Department of Economics and Anqi Jiao graduated in 2020 with a PhD in economics from the Culverhouse College of Business at the University of Alabama and is an assistant professor at the Southwestern University of Finance and Economics.
