1. Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies. (2023). Sarker, Tapan ; Zhao, Linhai ; Taghizadeh-Hesary, Farhad ; Rasoulinezhad, Ehsan.
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2. Global Disaster Risk Matters. (2023). Zhu, Xiaoneng ; Zhang, Qunzi ; Yao, Jiaquan ; Chen, Jian.
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3. Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models. (2022). Dou, Winston ; Liao, Zhipeng ; Cheng, XU.
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4. How Can Asset Prices Value Exchange Rate Wedges?. (2022). Liu, Edith ; Lewis, Karen.
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5. One hundred years of rare disaster concerns and commodity prices. (2021). Zhang, Qunzi.
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6. Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Treepongkaruna, Sirimon ; Lim, Ashley.
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7. The role of time‐varying rare disaster risks in predicting bond returns and volatility. (2019). Wohar, Mark ; GUPTA, RANGAN ; Suleman, Tahir.
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   RePEc:wly:revfec:v:37:y:2019:i:3:p:327-340.

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8. Market anomalies and disaster risk: Evidence from extreme weather events. (2019). Lanfear, Matthew G ; Siebert, Mark G ; Lioui, Abraham.
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   RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300776.

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9. The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN.
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1. Great moderations and U.S. interest rates: unconditional evidence. (2008). Smith, Gregor ; Nason, James.
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2. Implications for Asset Pricing Puzzles of a Roll‐over Assumption for the Risk‐Free Asset*. (2008). Warren, Geoffrey J..
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3. Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence. (2007). Smith, Gregor ; Nason, James.
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4. Expectations, Shocks, and Asset Returns. (2007). Sousa, Ricardo.
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5. A Multiplier Approach to Understanding the Macro Implications of Household Finance. (2007). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
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6. Long-Run Risks and Financial Markets. (2007). Bansal, Ravi.
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7. Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities. (2007). Spencer, Peter ; Kizys, Renatas.
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8. Status, Happiness, and Relative Income. (2007). FitzRoy, Felix ; Beath, John .
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9. The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates. (2007). Hasseltoft, Henrik.
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10. Long-run risks and financial markets. (2007). Bansal, Ravi.
    In: Review.
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11. Sequential optimization, front-loaded information, and U.S. consumption. (2007). Willman, Alpo.
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12. A Microfounded Sectoral Model for Open Economies. (2007). Plasmans, Joseph ; Michalak, Tomasz ; Fornero, Jorge.
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13. The 24/7 Society and Multiple Habits. (2006). Levine, Paul ; Choudhary, Ali.
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14. Status, Hapiness and Relative Income. (2006). Beath, John ; Fitzroy, Felix.
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15. Equilibrium Yield Curves. (2006). Schneider, Martin ; Piazzesi, Monika.
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16. Equity Premia with Benchmark Levels of Consumption: Closed-Form Results. (2006). Abel, Andrew.
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17. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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18. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
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19. Housing, Consumption, and Asset Pricing. (2006). Schneider, Martin ; Piazzesi, Monika ; Tuzel, Selale.
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20. Macroeconomic volatility and the equity premium. (2006). Sill, Keith.
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21. Term and Equity Premium in Economies with Habit Formation. (2006). Budria Rodriguez, Santiago ; Díaz, Antonia ; Diaz, Antonia.
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22. Term premium and equity premium in economies with habit formation. (2006). Budria Rodriguez, Santiago ; Díaz, Antonia ; Diaz, Antonia.
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    RePEc:cte:werepe:we065522.

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23. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
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24. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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25. A microfounded sectoral model for open economies. (2006). Plasmans, Joseph ; Michalak, Tomasz ; Fornero, Jorge.
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    RePEc:ant:wpaper:2007013.

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26. High-Order Consumption Moments and Asset Pricing. (2005). Semenov, Andrei.
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27. Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options. (2005). Benzoni, Luca ; GOLDSTEIN, ROBERT S. ; Collin-Dufresne, Pierre.
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28. Solving Models with External Habit. (2005). Wachter, Jessica.
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29. Risk, uncertainty, and asset prices. (2005). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-40.

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30. Asset Pricing with Delayed Consumption Decisions. (2004). Semmler, Willi ; Grne, Lars.
    In: Computing in Economics and Finance 2004.
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31. Local Substitution and Habit Persistence: Matching the Moments of the Equity Premium and the Risk-Free Rate. (2004). Allais, Olivier.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:7:y:2004:i:2:p:265-296.

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32. Money market rates and implied CCAPM rates: some international evidence. (2004). Ahmad, Yamin.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:1.

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33. General Properties of Rational Stock-Market Fluctuations. (2004). Mele, Antonio.
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34. Tax Policy Under Keeping Up with the Joneses and Imperfectly Competitive Product Markets. (2004). Guo, Jang-Ting.
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35. High-Order Consumption Moments and Asset Pricing. (2004). Semenov, Andrei.
    In: Econometric Society 2004 North American Winter Meetings.
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36. An Empirical Assessment of a Consumption CAPM with a Reference Level under Incomplete Consumption Insurance. (2003). Semenov, Andrei.
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37. Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk. (2003). Michaelides, Alexander ; Gomes, Francisco.
    In: Review of Economic Dynamics.
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38. Corporate Earnings and the Equity Premium. (2003). Piazzesi, Monika ; Longstaff, Francis.
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39. Consumption, habit persistence, imperfect information and the lifetime budget constraint. (2003). Willman, Alpo.
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40. Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk. (2003). Michaelides, Alexander ; Gomes, Francisco.
    In: CEPR Discussion Papers.
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41. Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium. (2002). Sialm, Clemens.
    In: NBER Working Papers.
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42. Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation. (2002). Whiteman, Charles ; Ravikumar, B ; Otrok, Christopher.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:2:p:149-174.

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43. Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities. (2001). Timmermann, Allan ; Guidolin, Massimo.
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44. Consumption Externalities, Habit Formation, and Equilibrium Efficiency. (2001). Raurich, Xavier ; Caballe, Jordi ; Alonso-Carrera, Jaime.
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    RePEc:aub:autbar:499.01.

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45. Income Taxation with Habit Formation and Consumption Externalities. (2001). Raurich, Xavier ; Caballe, Jordi ; Alonso-Carrera, Jaime.
    In: UFAE and IAE Working Papers.
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46. Risky Habits and the Marginal Propensity to Consume Output of Permanent Income, or, How Much Would a Permanent Tax Cut Boost Japanese Consumption?. (2000). Carroll, Christopher.
    In: International Economic Journal.
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47. Habit persistence, asset returns and the business cycle. (2000). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
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48. Stock and Bond Pricing in an Affine Economy. (1999). Bekaert, Geert ; Grenadier, Steven R..
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49. Growth, Habit Formation, and Catching-up\ with the Joneses. (1997). Raurich, Xavier ; Caballe, Jordi ; Alonso-Carrera, Jaime.
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:497.01.

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50. Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh). (). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:389.

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