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14. Interest rate changes and the cross-section of global equity returns. (2023). Bianchi, Robert J ; Cakici, Nusret ; Long, Huaigang ; Zaremba, Adam.
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15. Timing the factor zoo via deep learning: Evidence from China. (2023). Ma, Tian ; Jiang, Fuwei ; Liao, Cunfei.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:63:y:2023:i:1:p:485-505.

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16. Nonlinear limits to arbitrage. (2022). shin, yongcheol ; faff, robert ; Chen, Jingzhi ; Cai, Charlie X.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1084-1113.

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17. Investor Sentiment and Paradigm Shifts in Equity Return Forecasting. (2022). Li, Kai ; He, Xuezhong (Tony) ; Chu, Liya ; Tu, Jun.
    In: Management Science.
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18. Exchange-Rate Swings and Foreign Currency Intervention. (2022). Gelos, R. Gaston ; McGregor, Thomas ; Filardo, Andrew.
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19. Salience theory and the cross-section of stock returns: International and further evidence. (2022). Cakici, Nusret ; Zaremba, Adam.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:2:p:689-725.

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20. Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns. (2022). Zhou, Wenyu ; Long, Huaigang ; Bouri, Elie ; Zaremba, Adam.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000295.

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21. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Berger, Tino ; Richter, Julia.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

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22. Are the flows of exchange‐traded funds informative?. (2022). Yin, Xiangkang ; Xu, Liao ; Zhao, Jing.
    In: Financial Management.
    RePEc:bla:finmgt:v:51:y:2022:i:4:p:1165-1200.

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23. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2021). Wong, Benjamin ; Berger, Tino ; Richter, Julia.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:415.

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24. A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors. (2021). Wong, Benjamin ; Berger, Tino ; Richter, Julia.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2021-4.

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25. Global factor premiums. (2021). Swinkels, Laurens ; van Vliet, Pim ; Baltussen, Guido.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:142:y:2021:i:3:p:1128-1154.

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26. 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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27. Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385.

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28. Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis. (2021). Hodula, Martin ; Pfeifer, Lukas ; Janku, Jan.
    In: Research and Policy Notes.
    RePEc:cnb:rpnrpn:2021/03.

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29. The sources of pricing factors underlying the cross-section of currency returns. (2020). Chen, Chih-Nan ; Lin, Chien-Hsiu.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:77:y:2020:i:c:p:250-265.

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30. Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain. (2020). peress, joel ; Dong, XI ; Kang, Namho.
    In: CEPR Discussion Papers.
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31. Dynamic Programming with State-Dependent Discounting. (2020). Zhang, Junnan ; Stachurski, John.
    In: Papers.
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32. Limits to arbitrage, investor sentiment, and factor returns in international government bond markets. (2019). Szczygielski, Jan Jakub ; Zaremba, Adam.
    In: Economic Research-Ekonomska Istraživanja.
    RePEc:taf:reroxx:v:32:y:2019:i:1:p:1727-1743.

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33. Valuation Risk Revalued. (2019). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver.
    In: Research Papers.
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34. Informality and Bank Stability. (2019). Mitra, Shalini ; Lui-Evans, Gareth.
    In: Research Papers.
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35. Liquidity Risk and Mutual Fund Performance. (2019). Dong, XI ; Feng, Shu ; Sadka, Ronnie.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:3:p:1020-1041.

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36. Measuring financial cycle time. (2019). Raczko, Marek ; Lombardi, Marco ; Filardo, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0776.

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37. A natural experiment for efficient markets: Information quality and influential agents. (2018). Mills, Brian ; Salaga, Steven.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:40:y:2018:i:c:p:23-39.

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38. A top-down approach to identifying bull and bear market states. (2018). Hanna, Alan J.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:93-110.

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39. Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model. (2018). Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni ; Lamperti, F ; Sapio, A.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:150:y:2018:i:c:p:315-339.

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40. Measuring financial cycle time. (2018). Raczko, Marek ; Lombardi, Marco ; Filardo, Andrew.
    In: BIS Working Papers.
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41. Faraway, so Close: Coupled Climate and Economic Dynamics in an Agent-Based Integrated Assessment Model. (2017). Roventini, Andrea ; Napoletano, Mauro ; Lamperti, Francesco ; Dosi, Giovanni ; Sapio, Alessandro.
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    RePEc:ssa:lemwps:2017/12.

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42. Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:79:y:2017:i:c:p:97-125.

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43. Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data. (2017). Awad, Ibrahim ; Al-Ewesat, Abdel-Rahman .
    In: Review of Economics & Finance.
    RePEc:bap:journl:170307.

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44. Does the Feds unconventional monetary policy weaken the link between the financial and the real sector?. (2016). Xu, Yimin ; de Haan, Jakob.
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45. Disaster Risk and Preference Shifts in a New Keynesian Model.. (2016). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Working papers.
    RePEc:bfr:banfra:614.

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