1. UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
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   RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606.

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2. Does fiscal policy matter for stock-bond return correlation?. (2022). Zha, Tao ; Zhang, Ji ; Zhou, Hao.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:128:y:2022:i:c:p:20-34.

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3. Oil volatility risk. (2022). Hitzemann, Steffen ; Gao, Lin ; Xu, Lai ; Shaliastovich, Ivan.
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   RePEc:eee:jfinec:v:144:y:2022:i:2:p:456-491.

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4. Monetary policy transmission during QE times: role of expectations and term premia channels. (2022). Kaminska, Iryna ; Mumtaz, Haroon.
   In: Bank of England working papers.
   RePEc:boe:boeewp:0978.

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5. Uncertainty‐driven business cycles: Assessing the markup channel. (2021). Pfeifer, Johannes ; Born, Benjamin.
   In: Quantitative Economics.
   RePEc:wly:quante:v:12:y:2021:i:2:p:587-623.

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6. What Moves Treasury Yields?. (2021). Moench, Emanuel ; Siavash, Soroosh Soofi.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:15978.

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7. Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, Pontus.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:14690.

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8. Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:2035.

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1. Estimating a Density Ratio Model for Stock Market Risk and Option Demand. (2024). LINTON, OLIVER ; Dalderop, J.
   In: Janeway Institute Working Papers.
   RePEc:cam:camjip:2405.

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2. Does corporate social responsibility affect the achievement of performance commitment in valuation adjustment mechanism agreement? Evidence from Chinese listed company. (2022). Li, Xintao.
   In: Managerial and Decision Economics.
   RePEc:wly:mgtdec:v:43:y:2022:i:2:p:533-543.

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3. Stock Market and No‐Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599.

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4. Discount rates, debt maturity, and the fiscal theory. (2021). Morales, Gonzalo ; Corhay, Alexandre ; Kind, Thilo ; Kung, Howard.
   In: SAFE Working Paper Series.
   RePEc:zbw:safewp:323.

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5. Conventional and neural network target‐matching methods dynamics: The information technology mergers and acquisitions market in the USA. (2021). Anagnostopoulos, Ioannis ; Rizeq, Anas.
   In: Intelligent Systems in Accounting, Finance and Management.
   RePEc:wly:isacfm:v:28:y:2021:i:2:p:97-118.

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6. The fundamental surplus strikes again. (2021). Sargent, Thomas ; Ljungqvist, Lars.
   In: Review of Economic Dynamics.
   RePEc:red:issued:21-119.

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7. Real and Nominal Equilibrium Yield Curves. (2021). Palomino, Francisco ; Hsu, Alex.
   In: Management Science.
   RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1138-1158.

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8. Consumption-Based Asset Pricing When Consumers Make Mistakes. (2021). Anderson, Christopher.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2021-15.

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9. Stock and bond joint pricing, consumption surplus, and inflation news. (2021). Wong, Tat Wing ; Terence, Ka Wai ; Lou, Jun ; Nazimoff, Jonas J.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000477.

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10. Why a pandemic recession boosts asset prices. (2021). Herrenbrueck, Lucas.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:93:y:2021:i:c:s030440682100029x.

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11. A tale of tails : New evidence on the growth-return nexus. (2021). Výrost, Tomáš ; Plíhal, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310347.

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12. Presidential Address: How Much “Rationality” Is There in Bond‐Market Risk Premiums?. (2021). Singleton, Kenneth J.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

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13. The expected investment growth premium. (2021). Li, Jun ; Yu, Jianfeng ; Wang, Huijun.
    In: Financial Management.
    RePEc:bla:finmgt:v:50:y:2021:i:4:p:905-933.

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14. Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Kind, Thilo ; Kung, Howard ; Morales, Gonzalo ; Corhay, Alexandre.
    In: Staff Working Papers.
    RePEc:bca:bocawp:21-58.

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15. Bond risk premia in consumption‐based models. (2020). Wu, Jing Cynthia ; Creal, Drew.
    In: Quantitative Economics.
    RePEc:wly:quante:v:11:y:2020:i:4:p:1461-1484.

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16. DISCOUNT SHOCK, PRICE–RENT DYNAMICS, AND THE BUSINESS CYCLE. (2020). Zha, Tao ; Wang, Pengfei ; Miao, Jianjun.
    In: International Economic Review.
    RePEc:wly:iecrev:v:61:y:2020:i:3:p:1229-1252.

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17. The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data. (2020). Pépin, Dominique ; Miller, Stephen.
    In: Working papers.
    RePEc:uct:uconnp:2020-09.

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18. Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process. (2020). Shrestha, Keshab ; Peranginangin, Yessy ; Philip, Sheena.
    In: American Business Review.
    RePEc:ris:ambsrv:0019.

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19. Asset Prices and Unemployment Fluctuations. (2020). Pastorino, Elena ; Midrigan, Virgiliu ; Lopez, Pierlauro ; Kehoe, Patrick.
    In: Staff Report.
    RePEc:fip:fedmsr:87571.

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20. Asset Prices and Unemployment Fluctuations. (2020). Pastorino, Elena ; Midrigan, Virgiliu ; Lopez, Pierlauro ; Kehoe, Patrick.
    In: Working Papers.
    RePEc:fip:fedcwq:87582.

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21. Discount Shock, Price-Rent Dynamics, and the Business Cycle. (2020). Zha, Tao ; Wang, Pengfei ; Miao, Jianjun.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:88036.

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22. Value and patience: The value premium in a dividend-growth model with hyperbolic discounting. (2020). Hens, Thorsten ; Schindler, Nilufer.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:172:y:2020:i:c:p:161-179.

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23. Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai.
    In: Staff Working Papers.
    RePEc:bca:bocawp:20-14.

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24. Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint.
    In: Papers.
    RePEc:arx:papers:2005.07067.

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25. The Origins and Effects of Macroeconomic Uncertainty. (2019). Bianchi, Francesco ; Tirskikh, Mikhail ; Kung, Howard.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:245.

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26. Asset Prices and Unemployment Fluctuations. (2019). Pastorino, Elena ; Midrigan, Virgiliu ; Lopez, Pierlauro ; Kehoe, Patrick.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26580.

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27. The Term Structures of Coentropy in International Financial Markets. (2019). Colacito, Riccardo ; Chabi-Yo, Fousseni.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:8:p:3541-3558.

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28. Characteristics are covariances: A unified model of risk and return. (2019). Pruitt, Seth ; Su, Yinan ; Kelly, Bryan T.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:134:y:2019:i:3:p:501-524.

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29. In search of preference shock risks: Evidence from longevity risks and momentum profits. (2019). Chen, Zhanhui ; Yang, Bowen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:133:y:2019:i:1:p:225-249.

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30. Endogenous asymmetric money illusion. (2019). Saporito, Yuri F ; Duarte, Diogo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302559.

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31. Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

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32. The Origins and Effects of Macroeconomic Uncertainty. (2019). Bianchi, Francesco ; Tirskikh, Mikhail ; Kung, Howard.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13450.

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33. The Origins and Effects of Macroeconomic Uncertainty. (2018). Bianchi, Francesco ; Tirskikh, Mikhail ; Kung, Howard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25386.

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34. Non-Monetary News in Central Bank Communication. (2018). Schrimpf, Andreas ; Cieslak, Anna.
    In: NBER Working Papers.
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35. Asset pricing with beliefs-dependent risk aversion and learning. (2018). Rindisbacher, Marcel ; Detemple, Jerome ; Berrada, Tony.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:128:y:2018:i:3:p:504-534.

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36. Four centuries of return predictability. (2018). Koudijs, Peter ; Golez, Benjamin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:127:y:2018:i:2:p:248-263.

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37. The Asian Financial Crisis and international reserve accumulation: A robust control approach. (2018). Luk, Paul ; Lee, Sang Seok.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:90:y:2018:i:c:p:284-309.

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38. Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk. (2018). Legendre, François ; Hurtado, Santiago Medina ; Lopez, Oscar Manco ; Botero, Oscar.
    In: Estudios Gerenciales.
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39. Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna.
    In: BIS Working Papers.
    RePEc:bis:biswps:761.

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40. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
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    RePEc:bis:bisbps:95.

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41. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:8259.

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42. Zeroing in: Asset Pricing at the Zero Lower Bound. (2017). Bilal, Mohsan.
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    RePEc:red:sed017:377.

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43. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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44. Economic Implications of Nonlinear Pricing Kernels. (2017). Garcia, René ; Almeida, Caio.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:10:p:3361-3380.

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45. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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46. Asset price volatility, price markups, and macroeconomic fluctuations. (2017). Iraola, Miguel ; Santos, Manuel S.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:90:y:2017:i:c:p:84-98.

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47. The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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48. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
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49. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: BIS Working Papers.
    RePEc:bis:biswps:676.

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50. Interpreting Volatility Shocks as Preference Shocks. (2016). Xu, Shaofeng.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-45.

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