1. Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data. (2025). Österholm, Pär ; Karlsson, Sune ; Edvinsson, Rodney.
   In: Empirical Economics.
   RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02684-y.

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2. A factor model for the cross-section of country equity risk premia. (2025). Fieberg, Christian ; Cakici, Nusret ; Zaremba, Adam ; Liedtke, Gerrit.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002875.

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3. Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462.

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4. Air temperature and sovereign bond returns. (2024). Umar, Zaghum ; Rouatbi, Wael ; Kizys, Renatas ; Zaremba, Adam.
   In: Financial Markets, Institutions & Instruments.
   RePEc:wly:finmar:v:33:y:2024:i:2:p:179-209.

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5. A century of asset allocation crash risk. (2024). Sorokina, Nonna ; Samonov, Mikhail.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:25:y:2024:i:4:d:10.1057_s41260-024-00355-2.

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6. Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Cakici, Nusret ; Metko, Daniel ; Fieberg, Christian ; Zaremba, Adam.
   In: Review of Finance.
   RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44..

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7. Multicountry Time-Varying Taylor Rule: Modeling Unconventional Monetary Policies and Bond Premiums. (2024). Morita, Tohru.
   In: International Advances in Economic Research.
   RePEc:kap:iaecre:v:30:y:2024:i:2:d:10.1007_s11294-024-09897-y.

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8. Pricing and mispricing of accounting fundamentals: Global evidence. (2024). Kostlmeier, Siegfried.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:94:y:2024:i:c:p:71-87.

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9. Global mispricing matters. (2024). Yu, Jiasheng ; Liu, Hongkui ; Tang, Guohao ; Jiang, Fuwei.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001232.

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10. Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171.

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11. ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841.

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12. Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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13. What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015.

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14. Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152.

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15. Cryptocurrency factor momentum. (2023). Liedtke, Gerrit ; Metko, Daniel ; Fieberg, Christian ; Zaremba, Adam.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

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16. Alternative risk premium: specification noise. (2023). Gorman, Stephen A ; Fabozzi, Frank J.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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17. Government Interventions and Sovereign Bond Market Volatility during COVID-19: A Quantile Analysis. (2023). Albulescu, Claudiu ; Grecu, Eugenia.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:5:p:1171-:d:1081795.

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18. Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Cakici, Nusret ; Zaremba, Adam.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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19. Factor seasonalities: International and further evidence. (2023). Cupriak, Daniel ; Mercik, Aleksander ; Zaremba, Adam.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006657.

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20. Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246.

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21. Interest rate changes and the cross-section of global equity returns. (2023). Bianchi, Robert J ; Cakici, Nusret ; Long, Huaigang ; Zaremba, Adam.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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22. 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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23. The ABC’s of the alternative risk premium: academic roots. (2021). Gorman, Stephen A ; Fabozzi, Frank J.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00234-0.

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24. False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987). (2021). Zaremba, Adam ; Bianchi, Robert J ; Cakici, Nusret ; Pham, Nga.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001827.

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11. The Long-Run Volatility Puzzle of the Real Exchange Rate. (2004). Rigobon, Roberto ; Panizza, Ugo ; Hausmann, Ricardo.
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12. Testing for Long Run Relative PPP in Europe. (2004). Snaith, Stuart ; Coakley, Jerry.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
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13. Monetary union and productivity differences in mercosur countries. (2004). Tamarit, Cecilio ; Flôres Junior, Renato ; Camarero, Mariam ; Renato Galv, .
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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14. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
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    RePEc:ecm:nasm04:90.

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15. Nonlinear Modelling of Purchasing Power Parity in Indonesia. (2004). Silvapulle, Param ; Kim, Jae ; Lestari, Titi Kanti.
    In: Econometric Society 2004 Australasian Meetings.
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16. State of the Art Unit Root Tests and the PPP Puzzle. (2003). Papell, David ; Murray, Chris ; Lopez, Claude.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0310009.

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17. Evidence on the Purchasing Power Parity in Panel of Cities. (2003). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep ; Josep Ll Carrion, .
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18. PPP Strikes Back: Aggregation and the Real Exchange Rate. (2003). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
    In: CEPR Discussion Papers.
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19. Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?. (2002). Ahking, Francis.
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20. Time series evidence of international output convergence in Mercosur. (2002). Tamarit, Cecilio ; Camarero, Mariam ; Flres, R..
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:87.

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21. PPP Strikes Back: Aggregation and the Real Exchange Rate. (2002). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9372.

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22. Quantifying the uncertainty about the half-life of deviations from PPP. (2002). Zha, Tao ; Kilian, Lutz.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:2:p:107-125.

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23. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model. (2002). Nessen, Marianne ; Lyhagen, Johan ; Jacobson, Tor ; Larsson, Rolf.
    In: Working Paper Series.
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24. The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests. (2002). Uppal, Raman ; Apte, Prakesh ; Sercu, Piet.
    In: CEPR Discussion Papers.
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25. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model. (2002). Nessen, Marianne ; Lyhagen, Johan ; Jacobson, Tor ; Larsson, Rolf.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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26. Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model. (2001). Frydman, Roman ; Goldberg, Michael D..
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27. Real Exchange Rates in the Long Run: Evidence from Historical Data. (2001). Trecroci, Carmine ; spinelli, Franco ; Muscatelli, Vito.
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28. The Cost of Capital in International Financial Markets: Local or Global. (2001). van Dijk, Mathijs ; Kool, Clemens ; Schotman, Peter ; Kool, Clemens J. M., ; Koedijk, Kees.
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29. Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
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30. Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis. (2001). Taylor, Mark ; Sarno, Lucio.
    In: Studies in Nonlinear Dynamics & Econometrics.
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31. A Century of Purchasing-Power Parity. (2000). Taylor, Alan.
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32. Real exchange rate behaviour: evidence from black markets. (2000). Luintel, Kul.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:2:p:161-185.

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33. International bond markets and the introduction of the Euro. (2000). Kool, Clemens ; Clemens J. M. Kool, .
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34. New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results. (2000). Groen, Jan.
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35. The Purchasing Power Parity Persistence Paradigm. (2000). Papell, David ; Murray, Chris.
    In: Econometric Society World Congress 2000 Contributed Papers.
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36. Price Level Convergence Among United States Cities: Lessons for the European Central Bank. (1999). Sonora, Robert ; Mark, Nelson ; Cecchetti, Stephen.
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37. Quantifying the half-life of deviations from PPP: The role of economic priors. (1999). Zha, Tao ; Kilian, Lutz.
    In: FRB Atlanta Working Paper.
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38. Fundamentals of the Real Dollar-Pound Rate: 1871-1994. (1998). Mark, Nelson.
    In: Working Papers.
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39. Price Level Convergence Among United States Cities: Lessons for the European Central Bank. (1998). Sonora, Robert ; Mark, Nelson ; Cecchetti, Stephen.
    In: Working Papers.
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40. The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis. (1998). Papell, David.
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41. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
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42. The Bigger They Are, The Harder They Fall: How Price Differences Across U.S. Cities Are Arbitraged. (1997). Wei, Shang-Jin ; Paul G. J. O'connell, .
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43. Intra-National, Intra-Continental, and Intra-Planetary PPP. (1997). Rogers, John ; Engel, Charles ; Hendrickson, Michael K..
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44. Excess Capital Flows and the Burden of Inflation in Open Economies. (1997). Hines, James ; Desai, Mihir A..
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45. Intra-national, intra-continental, and intra-planetary PPP. (1997). Rogers, John ; Engel, Charles ; Hendrickson, Michael K..
    In: International Finance Discussion Papers.
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46. International Capital Mobility in History: Purchasing-Power Parity in the Long Run. (1996). Taylor, Alan.
    In: NBER Working Papers.
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47. Convergence to the Law of One Price Without Trade Barriers or Currency Fluctuations. (1996). Wei, Shang-Jin ; Parsley, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5654.

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48. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5646.

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49. Real Disturbances, Relative Prices, and Purchasing Power Parity. (1995). Dibooglu, Selahattin.
    In: International Finance.
    RePEc:wpa:wuwpif:9502002.

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50. A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries. (1995). Rose, Andrew ; Frankel, Jeffrey.
    In: NBER Working Papers.
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