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2. CAN FINANCING CONSTRAINTS EXPLAIN THE ASSET PRICING PUZZLES IN PRODUCTION ECONOMIES?. (2011). Smith, Katherine A..
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3. Predictions of short-term rates and the expectations hypothesis. (2010). Thornton, Daniel ; Guidolin, Massimo.
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4. State prices, liquidity, and default. (2009). Tsomocos, Dimitrios ; Espinoza, Raphael ; Charles. Goodhart, .
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5. An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play. (2009). González-Astudillo, Manuel ; Gonzalez-Astudillo, Manuel.
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6. Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates. (2009). Luger, Richard ; Garcia, René.
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7. Time Varying Risk Return Relationship: Evidence from Listed Pakistani Firms. (2008). Javid, Attiya.
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8. Bond positions, expectations, and the yield curve. (2008). Schneider, Martin ; Piazzesi, Monika.
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9. A Credit-Banking Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles. (2008). Scheffel, Eric.
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10. Robust Equilibrium Yield Curves. (2007). Vincent, Nicolas ; Kleshchelski, Isaac .
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11. The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates. (2007). Hasseltoft, Henrik.
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12. Asset pricing implications of a New Keynesian model. (2007). De Paoli, Bianca ; Weeken, Olaf ; Scott, Alasdair.
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13. Equilibrium Yield Curves. (2006). Schneider, Martin ; Piazzesi, Monika.
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14. Equity Premia with Benchmark Levels of Consumption: Closed-Form Results. (2006). Abel, Andrew.
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15. Term and Equity Premium in Economies with Habit Formation. (2006). Budria Rodriguez, Santiago ; Díaz, Antonia ; Diaz, Antonia.
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16. Term premium and equity premium in economies with habit formation. (2006). Budria Rodriguez, Santiago ; Díaz, Antonia ; Diaz, Antonia.
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17. Estimating the risk premium of swap spreads. Two econometric GARCH-based techniques. (2004). Castagnetti, Carolina.
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18. La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile. (2004). González-Astudillo, Manuel ; Gonzalez, Manuel.
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19. Quantitative Implication of A Debt-Deflation Theory of Sudden Stops and Asset Prices. (2004). Smith, Katherine ; Mendoza, Enrique.
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20. Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox. (2004). Thornton, Daniel.
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21. Generalized Disappointment Aversion and Asset Prices. (2003). Zin, Stanley ; Routledge, Bryan.
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22. Margin Calls, Trading Costs, and Asset Prices in Emerging Markets: The Finanical Mechanics of the Sudden Stop Phenomenon. (2002). Smith, Katherine ; Mendoza, Enrique.
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23. Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off. (2002). Perron, Benoit.
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24. NONLINEAR MEAN REVERSION IN THE TERM STRUCTURE OF INTEREST RATES. (2000). Seo, Byeongseon.
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25. Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off. (2000). Perron, Benoit.
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26. The Term Structure of Real Interest Rates: Theory and Evidence from the U.K. Index-Linked Bonds. (2000). Seppala, Juha.
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27. Asset Prices and Business Cycles Under Limited Commitment. (2000). Seppala, Juha.
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28. Money and Interest Rates with Endogeneously Segmented Markets. (1999). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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29. Quantitative Asset Pricing Implications of Endogenous Solvency Constraints. (1999). Jermann, Urban ; Alvarez, Fernando.
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30. The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model.. (1999). Perron, Benoit ; LINTON, OLIVER ; Trabelsi, Mohamed ; Boulila, Ghazi.
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31. Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off. (1999). Perron, Benoit.
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32. Quantitative asset pricing implications of endogenous solvency constraints. (1999). Jermann, Urban ; Alvarez, Fernando.
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33. Money and interest rates with endogeneously segmented markets. (1999). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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34. Risk Premia and Term Premia in General Equilibrium. (1998). Abel, Andrew.
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36. Ex-Ante Real Rates and Inflation Premiums: A Consumption-Based Approach.. (1998). Kandel, Shmuel ; Levy, Ori ; Balsam, Ayelet.
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37. Pecuniary Incentives to Work in the U.S. during World War II. (1997). Mulligan, Casey.
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39. New Techniques to Extract Market Expectations from Financial Instruments. (1997). Svensson, Lars ; Söderlind, Paul.
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40. \Peso problem\ explanations for term structure anomalies. (1997). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
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42. Small Sample Properties of GMM for Business Cycle Analysis. (1995). Denhaan, Wouter ; Christiano, Lawrence.
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43. Small sample properties of GMM for business cycle analysis. (1995). Denhaan, Wouter ; Christiano, Lawrence.
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44. Inflation uncertainty and excess returns on stocks and banks. (1995). .
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45. The term structure of interest rates in real and monetary economies. (1995). Denhaan, Wouter ; Den Haan, Wouter J..
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46. Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates. (1993). Zin, Stanley.
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