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   RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002678.

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2. Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia. (2023). Sarmiento, Eduardo ; López, Martha.
   In: Borradores de Economia.
   RePEc:bdr:borrec:1243.

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3. Dinámica y determinantes del consumo de los hogares en Colombia durante la postpandemia del Covid-19. (2023). Vargas, Carmina ; Sanchez-Jabba, Andres ; Arias-Rodríguez, Fernando ; Rodriguez-Nio, Norberto ; Lozano-Espitia, Ignacio ; Arias-Rodriguez, Fernando ; Vasquez-Escobar, Diego ; Granger, Clark.
   In: Borradores de Economia.
   RePEc:bdr:borrec:1242.

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4. Gold, platinum, and industry stock returns. (2021). Thuy, Quynh Thi ; Rudolf, Markus.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:75:y:2021:i:c:p:252-266.

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5. Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia. (2021). Wohar, Mark ; GUPTA, RANGAN ; Cepni, Oguzhan.
   In: International Review of Finance.
   RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674.

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6. Equity premium prediction and the state of the economy. (2020). Tsiakas, Ilias ; Li, Jiahan ; Zhang, Haibin.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:58:y:2020:i:c:p:75-95.

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7. Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro.
   In: European Financial Management.
   RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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8. Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data. (2019). Wohar, Mark ; Olson, Eric ; Marfatia, Hardik ; GUPTA, RANGAN.
   In: Working Papers.
   RePEc:pre:wpaper:201942.

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9. Implied volatility and the cross section of stock returns in the UK. (2019). Agarwal, Vineet ; Poshakwale, Sunil S ; Chandorkar, Pankaj.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:48:y:2019:i:c:p:271-286.

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10. The Impact of Aggregate and Disaggregate Consumption Shocks on the Equity Risk Premium in the United Kingdom. (2019). Poshakwale, Sunil S ; Chandorkar, Pankaj.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2019:v:20:i:2:poshakwalechandorkar.

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11. Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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12. Forecasting the prices of crude oil using the predictor, economic and combined constraints. (2018). Zhang, Yaojie ; Yi, Yongsheng ; Ma, Feng ; Huang, Dengshi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:75:y:2018:i:c:p:237-245.

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13. Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

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14. Do we need a stochastic trend in cay estimation? Yes.. (2016). Paradiso, Antonio ; Lucchetta, Marcella ; Costola, Michele ; Frattarolo, Lorenzo.
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    RePEc:ven:wpaper:2016:24.

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15. Can commodity returns forecast Canadian sector stock returns?. (2016). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:41:y:2016:i:c:p:172-188.

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16. Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors. (2016). Wohar, Mark ; Sousa, Ricardo ; Vivian, Andrew.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:41:y:2016:i:c:p:122-143.

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17. Getting the most out of macroeconomic information for predicting excess stock returns. (2016). van Dijk, Dick ; Çakmaklı, Cem ; Akmakli, Cem.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:3:p:650-668.

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18. Time-Varying Stock Return Predictability: The Eurozone Case. (2015). Silva, Nuno Miguel Barateiro.
    In: Notas Económicas.
    RePEc:gmf:journl:y:2015:i:41:p:28-38.

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19. Hedge fund return predictability; To combine forecasts or combine information?. (2015). Panopoulou, Ekaterini ; Vrontos, Spyridon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:56:y:2015:i:c:p:103-122.

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20. Human capital, household capital and asset returns. (2014). Yuan, Yufei ; Ren, Yu ; Zhang, Yang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:11-22.

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21. Equity Premia Predictability in the EuroZone. (2013). Silva, Nuno Miguel Barateiro.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2013-22..

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22. Equity Premia Predictability in the EuroZone. (2013). Silva, Nuno.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2013-22.

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23. The consumption–wealth ratio, real estate wealth, and the Japanese stock market. (2013). Iwaisako, Tokuo ; Aono, Kohei.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:25-26:y:2013:i::p:39-51.

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24. Forecasting Stock Returns. (2013). Zhou, Guofu ; Rapach, David.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-328.

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25. Asymptotic Inference for Performance Fees and the Predictability of Asset Returns. (2012). Valente, Giorgio ; McCracken, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2012-049.

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26. Predicting the U.S. bear stock market using the consumption-wealth ratio. (2012). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00785.

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27. Idiosyncratic Volatility and Expected Stock Returns: Evidence from Thailand. (2012). Srisuksai, Pithak.
    In: Applied Economics Journal.
    RePEc:aej:apecjn:v:19:y:2012:i:2:p:66-89.

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28. Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility. (2010). van Dijk, Dick ; Çakmaklı, Cem ; Cakmakli, Cem.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20100115.

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29. Revisiting the predictability of bond risk premia. (2009). Valente, Giorgio ; Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-009.

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1. Timing Foreign Exchange Markets. (2016). Malone, Samuel ; Gramacy, Robert B ; Horst, Enrique Ter.
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   RePEc:gam:jecnmx:v:4:y:2016:i:1:p:15-:d:65565.

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2. Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis. (2015). Medel, Carlos A. ; Kania, Stefan ; Touloumtzoglou, Miltiadis ; Hsu, Hsiang-Ling ; Camilleri, Gilmour.
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3. Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US. (2015). Shields, Kalvinder ; Lee, Kevin ; Aristidou, Chrystalleni.
   In: Discussion Papers.
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4. Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?. (2015). Fuertes, Ana-Maria ; Todorovic, Natasa ; Kalotychou, Elena.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:45:y:2015:i:2:p:251-278.

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5. Real Exchange Rate Appreciation in Emerging Markets: Can Fiscal Policy Help?. (2014). Badia, Marialuz Moreno ; Segura-Ubiergo, Alex.
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6. The unbeatable random walk in exchange rate forecasting: Reality or myth?. (2014). Burns, Kelly ; Moosa, Imad.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:40:y:2014:i:c:p:69-81.

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7. Exchange Rates and Interest Parity. (2014). Engel, Charles.
   In: Handbook of International Economics.
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8. Forecasting exchange rates using panel model and model averaging. (2014). Mise, Emi ; Garratt, Anthony.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:37:y:2014:i:c:p:32-40.

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9. Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques. (2013). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
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10. Exchange Rates and Interest Parity. (2013). Engel, Charles.
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11. On the unstable relationship between exchange rates and macroeconomic fundamentals. (2013). van Wincoop, Eric ; Bacchetta, Philippe.
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    RePEc:eee:inecon:v:91:y:2013:i:1:p:18-26.

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12. On policymakers’ loss functions and the evaluation of early warning systems. (2013). Sarlin, Peter.
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    RePEc:eee:ecolet:v:119:y:2013:i:1:p:1-7.

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13. On policymakers loss function and the evaluation of early warning systems. (2013). Sarlin, Peter.
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14. Exchange Rate Predictability. (2013). Rossi, Barbara.
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15. Exchange rate bifurcation in a stochastic evolutionary finance model. (2012). Gagnon, Gregory.
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16. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael ; Belke, Ansgar.
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17. Measuring the economic significance of structural exchange rate models. (2011). Kaleem, Muhammad ; cerrato, mario ; Crosby, John.
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18. The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?. (2011). Sestieri, Giulia ; Sarno, Lucio ; Della Corte, P..
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19. A new approach to forecasting exchange rates. (2010). Clements, Kenneth ; Lan, Yihui.
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20. Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan. (2010). Lee, Kevin ; Garratt, Anthony.
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21. Timing exchange rates using order flow: The case of the Loonie. (2010). Sojli, Elvira ; Sarno, Lucio ; King, Michael.
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22. The monetary model strikes back: Evidence from the world. (2010). Saxena, Sweta ; Cerra, Valerie.
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23. Exchange rate forecasting, order flow and macroeconomic information. (2010). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
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24. A century of equity premium predictability and the consumption-wealth ratio: An international perspective. (2010). Valente, Giorgio ; Sarno, Lucio ; della Corte, Pasquale.
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25. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach. (2009). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
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26. Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates. (2009). Yuan, Chunming ; Tornell, Aaron.
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27. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach. (2009). Kuhl, Michael.
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28. A High-Low Model of Daily Stock Price Ranges. (2009). Wan, Alan ; Cheung, Yin-Wong ; Alan T. K. Wan, .
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29. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
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30. Revisiting the predictability of bond risk premia. (2009). Valente, Giorgio ; Thornton, Daniel.
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31. The economic value of fundamental and technical information in emerging currency markets. (2009). van Dijk, Dick ; Swinkels, Laurens ; Markwat, Thijs ; de Zwart, Gerben.
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32. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
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33. Exchange Rate Forecasters Performance: Evidence of Skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
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34. Exchange rate determination of TL/US$: a co-integration approach. (2008). KORAP, LEVENT ; Levent, Korap .
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35. Do Euro exchange rates follow a martingale? Some out-of-sample evidence. (2008). Yang, Jian ; Su, Xiaojing ; Kolari, James W..
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36. Overnight information and stochastic volatility: A study of European and US stock exchanges. (2008). Tsiakas, Ilias.
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37. Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP. (2008). Menkhoff, Lukas ; Rebitzky, Rafael R..
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38. Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey. (2008). Uz Akdogan, Idil ; Ketenci, Natalya.
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39. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
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40. A High-Low Model of Daily Stock Price Ranges. (2008). Wan, Alan ; Cheung, Yin-Wong ; Alan T. K. Wan, .
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41. Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP. (2007). Menkhoff, Lukas ; Rebitzky, Rafael.
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42. The Economic Value of Fundamental and Technical Information in Emerging Currency Markets. (2007). van Dijk, Dick ; Swinkels, Laurens ; van Dijk, D. J. C., ; Markwat, T. D. ; Swinkels, L. A. P., ; de Zwart, G. J..
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43. Exchange rate forecasting, order flow and macroeconomic information. (2007). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
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44. A New Approach to Forecasting Exchange Rates. (2006). Clements, Kenneth ; Lan, Yihui.
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45. On the short-term predictability of exchange rates: A BVAR time-varying parameters approach. (2006). Sarantis, Nicholas.
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46. Early warning systems for sovereign debt crises: The role of heterogeneity. (2006). Fuertes, Ana-Maria ; Kalotychou, Elena.
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47. Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan. (2006). Lee, Kevin ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
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48. Decision Making Tool to Hedge Exchange Rate Risk. (2006). Leatham, David ; Fraire, Francisco .
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49. Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Journal of International Money and Finance.
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50. Elements in the Design of an Early Warning System for Sovereign Default. (2004). Fuertes, Ana-Maria ; Kalotychou, Elena.
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