| August 2009 | Asset Return Dynamics under Bad Environment Good Environment Fundamentals
with Eric Engstrom: w15222
|
| The Determinants of Stock and Bond Return Comovements
with Lieven Baele, Koen Inghelbrecht: w15260
|
| June 2009 | Inflation and the Stock Market:Understanding the "Fed Model"
with Eric Engstrom: w15024
|
| April 2009 | Financial Openness and Productivity
with Campbell R. Harvey, Christian Lundblad: w14843
|
| March 2009 | What Segments Equity Markets?
with Campbell R. Harvey, Christian Lundblad, Stephan Siegel: w14802
|
| February 2007 | The Term Structure of Real Rates and Expected Inflation
with Andrew Ang, Min Wei: w12930
|
| May 2006 | Stock and Bond Returns with Moody Investors
with Eric Engstrom, Steven R. Grenadier: w12247
|
| Risk, Uncertainty and Asset Prices
with Eric Engstrom, Yuhang Xing: w12248
|
| December 2005 | International Stock Return Comovements
with Robert J. Hodrick, Xiaoyan Zhang: w11906
|
| August 2005 | Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
with Andrew Ang, Min Wei: w11538
|
| June 2005 | Liquidity and Expected Returns: Lessons From Emerging Markets
with Campbell R. Harvey, Christian Lundblad: w11413
|
| May 2005 | New-Keynesian Macroeconomics and the Term Structure
with Seonghoon Cho, Antonio Moreno: w11340
|
| December 2004 | Global Growth Opportunities and Market Integration
with Campbell R. Harvey, Christian Lundblad, Stephan Siegel: w10990
|
| June 2004 | Growth Volatility and Financial Liberalization
with Campbell R. Harvey, Christian Lundblad: w10560
|
| November 2003 | How do Regimes Affect Asset Allocation?
with Andrew Ang: w10080
|
| February 2003 | Market Integration and Contagion
with Campbell R. Harvey: w9510
|
| February 2002 | Uncovered Interest Rate Parity and the Term Structure
with Min Wei, Yuhang Xing: w8795
|
| April 2001 | Stock Return Predictability: Is it There?
with Andrew Ang: w8207
|
| Does Financial Liberalization Spur Growth?
with Campbell R. Harvey, Christian Lundblad: w8245
|
| July 2000 | Why Stocks May Disappoint
with Andrew Ang, Jun Liu: w7783
|
| June 2000 | Emerging Equity Markets and Economic Development
with Campbell R. Harvey, Christian Lundblad: w7763
|
| March 2000 | Expectations Hypotheses Tests
with Robert J. Hodrick: w7609
|
| January 2000 | Capital Flows and the Behavior of Emerging Market Equity Returns
with Campbell R. Harvey
in Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, Sebastian Edwards, editor
|
| September 1999 | Stock and Bond Pricing in an Affine Economy
with Steven R. Grenadier: w7346
|
| July 1999 | The Dynamics of Emerging Market Equity Flows
with Campbell R. Harvey, Robin L. Lumsdaine: w7219
|
| April 1999 | Target Zones and Exchange Rates: An Empirical Investigation
with Stephen F. Gray: w5445
|
| March 1999 | International Asset Allocation with Time-Varying Correlations
with Andrew Ang: w7056
|
| January 1999 | Conditioning Information and Variance Bounds on Pricing Kernels
with Jun Liu: w6880
|
| September 1998 | Dating the Integration of World Equity Markets
with Campbell R. Harvey, Robin L. Lumsdaine: w6724
|
| July 1998 | Capital Flows and the Behavior of Emerging Market Equity Returns
with Campbell R. Harvey: w6669
|
| April 1998 | Regime Switches in Interest Rates
with Andrew Ang: w6508
|
| December 1997 | Foreign Speculators and Emerging Equity Markets
with Campbell R. Harvey: w6312
|
| August 1997 | "Peso Problem" Explanations for Term Structure Anomalies
with Robert J. Hodrick, David A. Marshall: w6147
|
| June 1997 | Emerging Equity Market Volatility
with Campbell R. Harvey: w5307
|
| April 1997 | Asymmetric Volatility and Risk in Equity Markets
with Guojun Wu: w6022
|
| October 1996 | The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective
w4818
|
| September 1996 | Diversification, Integration and Emerging Market Closed-End Funds
with Michael S. Urias: w4990
|
| January 1996 | On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates
with Robert J. Hodrick, David A. Marshall: t0191
|
| August 1994 | Time-Varying World Market Integration
with Campbell R. Harvey: w4843
|
| January 1994 | The Implications of First-Order Risk Aversion for Asset Market Risk Premiums
with Robert J. Hodrick, David A. Marshall: w4624
|
| August 1992 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
with Robert J. Hodrick: w3790
|
| October 1991 | On Biases in the Measurement of Foreign Exchange Risk Premiums
with Robert J. Hodrick: w3861
|
