1. 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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2. 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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3. Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Pfeifer, Luka ; Jank, Jan.
   In: Journal of Policy Modeling.
   RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222.

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4. 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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5. 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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6. Exchange-Rate Swings and Foreign Currency Intervention. (2022). Gelos, R. Gaston ; McGregor, Thomas ; Filardo, Andrew.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2022/158.

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7. 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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8. 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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9. 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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10. 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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11. 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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12. 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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13. 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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14. 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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15. Dynamic Programming with State-Dependent Discounting. (2020). Zhang, Junnan ; Stachurski, John.
    In: Papers.
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16. Valuation Risk Revalued. (2019). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver.
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17. Informality and Bank Stability. (2019). Mitra, Shalini ; Lui-Evans, Gareth.
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18. Measuring financial cycle time. (2019). Raczko, Marek ; Lombardi, Marco ; Filardo, Andrew.
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19. A top-down approach to identifying bull and bear market states. (2018). Hanna, Alan J.
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20. 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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21. Measuring financial cycle time. (2018). Raczko, Marek ; Lombardi, Marco ; Filardo, Andrew.
    In: BIS Working Papers.
    RePEc:bis:biswps:755.

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22. 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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23. 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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24. 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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25. 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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26. 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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1. What is the Expected Return on the Market?. (2017). Martin, Ian.
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2. Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2017). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi.
   In: American Economic Journal: Macroeconomics.
   RePEc:aea:aejmac:v:9:y:2017:i:1:p:1-39.

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3. Long-Run Risk is the Worst-Case Scenario. (2016). Dew-Becker, Ian ; Bidder, Rhys.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:22416.

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4. Bond Risk Premia in Consumption-based Models. (2016). Wu, Jing Cynthia ; Creal, Drew.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:22183.

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5. The Habit Habit. (2016). Cochrane, John.
   In: Economics Working Papers.
   RePEc:hoo:wpaper:16105.

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6. Ambiguity and the historical equity premium. (2016). Tallon, Jean-Marc ; Mukerji, Sujoy ; Collard, Fabrice ; Sheppard, Kevin.
   In: Post-Print.
   RePEc:hal:journl:halshs-00594096.

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7. The Social Cost of Near-Rational Investment. (2016). Mertens, Thomas ; Hassan, Tarek.
   In: Working Paper Series.
   RePEc:fip:fedfwp:2016-16.

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8. Risks for the long run: Estimation with time aggregation. (2016). Bansal, Ravi ; Kiku, Dana ; Yaron, Amir.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:82:y:2016:i:c:p:52-69.

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9. Disaster recovery and the term structure of dividend strips. (2016). Marfe, Roberto ; Hasler, Michael.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:122:y:2016:i:1:p:116-134.

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10. Duality in mean-variance frontiers with conditioning information. (2016). Sentana, Enrique ; Pearanda, Francisco.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pb:p:762-785.

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11. Capital asset pricing model: A time-varying volatility approach. (2016). Kim, Taejin ; Ho, Kun.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:268-281.

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12. Long-Run Risk Is the Worst-Case Scenario. (2016). Dew-Becker, Ian ; Bidder, Rhys.
    In: American Economic Review.
    RePEc:aea:aecrev:v:106:y:2016:i:9:p:2494-2527.

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13. Exchange Rates, Interest Rates, and the Risk Premium. (2016). Engel, Charles.
    In: American Economic Review.
    RePEc:aea:aecrev:v:106:y:2016:i:2:p:436-74.

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14. Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Andreasen, Martin M ; Jorgensen, Kasper.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-16.

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15. Long-Run Risk is the Worst-Case Scenario. (2015). Dew-Becker, Ian ; Bidder, Rhys.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:490.

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16. Exchange Rates, Interest Rates, and the Risk Premium. (2015). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21042.

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17. Long-run Bulls and Bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20858.

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18. High order smooth ambiguity preferences and asset prices. (2015). Thimme, Julian ; Volkert, Clemens.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:27:y:2015:i:c:p:1-15.

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19. Housing, Finance, and the Macroeconomy. (2015). van Nieuwerburgh, Stijn ; Davis, Morris A.
    In: Handbook of Regional and Urban Economics.
    RePEc:eee:regchp:5-753.

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20. Long-run bulls and bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:s:p:s21-s36.

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21. Growth uncertainty, generalized disappointment aversion and production-based asset pricing. (2015). Miao, Jianjun ; Liu, Hening.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:69:y:2015:i:c:p:70-89.

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22. Good and bad uncertainty: Macroeconomic and financial market implications. (2015). Segal, Gill ; Shaliastovich, Ivan ; Yaron, Amir.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:117:y:2015:i:2:p:369-397.

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23. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2015). Kung, Howard.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:1:p:42-57.

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24. X-CAPM: An extrapolative capital asset pricing model. (2015). Shleifer, Andrei ; Greenwood, Robin ; Barberis, Nicholas ; Jin, Lawrence.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:1:p:1-24.

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25. International capital markets structure, preferences and puzzles: A “US–China World”. (2015). Donadelli, Michael ; Caporale, Guglielmo Maria ; Varani, Alessia .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:85-99.

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26. The long and the short of the risk-return trade-off. (2015). Meddahi, Nour ; Garcia, René ; Bonomo, Marco ; Tedongap, Romeo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:2:p:580-592.

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27. Through the looking glass: Indirect inference via simple equilibria. (2015). Calvet, Laurent ; Czellar, Veronika.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:2:p:343-358.

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28. An Intertemporal CAPM with Stochastic Volatility. (2015). Polk, Christopher ; Giglio, Stefano ; Campbell, John ; Turley, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10681.

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29. Long-run bulls and bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10351.

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30. Disaster Risk and Preference Shifts in a New Keynesian Model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Working Papers.
    RePEc:cii:cepidt:2015-16.

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31. Closed-Form Integrated Assessment and Uncertainty. (2015). Traeger, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5464.

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32. The Social Cost of Carbon with Economic and Climate Risks. (2015). Judd, Kenneth ; Cai, Yongyang ; Lontzek, Thomas S..
    In: Papers.
    RePEc:arx:papers:1504.06909.

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33. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:560.

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34. Housing, Finance and the Macroeconomy. (2014). Van Nieuwerburgh, Stijn ; Davis, Morris.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20287.

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35. Model Disagreement and Economic Outlook. (2014). Hasler, Michael ; Andrei, Daniel ; Carlin, Bruce.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20190.

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36. Rare Booms and Disasters in a Multi-sector Endowment Economy. (2014). Wachter, Jessica ; Tsai, Jerry.
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    RePEc:nbr:nberwo:20062.

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37. Expectations of Returns and Expected Returns. (2014). Shleifer, Andrei ; Greenwood, Robin Marc .
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    RePEc:hrv:faseco:11880390.

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38. Long-Run Risk is the Worst-Case Scenario: Ambiguity Aversion and Non-Parametric Estimation of the Endowment Process. (2014). Dew-Becker, Ian ; Bidder, Rhys.
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39. Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures. (2014). Tan, Sinan ; Cakici, Nusret.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:44:y:2014:i:c:p:179-209.

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40. Understanding the cross-section of the U.S. housing bubble: The roles of lending, transaction costs, and rent growth. (2014). Tan, Sinan ; Waisman, Maya ; Goswami, Gautam.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:15:y:2014:i:c:p:76-90.

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41. Optimal climate change mitigation under long-term growth uncertainty: Stochastic integrated assessment and analytic findings. (2014). Traeger, Christian ; Jensen, Svenn.
    In: European Economic Review.
    RePEc:eee:eecrev:v:69:y:2014:i:c:p:104-125.

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42. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:183:y:2014:i:2:p:181-192.

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43. The conditional equity premium, cross-sectional returns and stochastic volatility. (2014). Lau, Chi Keung ; Chan, Kwok Ho ; Lau, Chi Keung Marco, ; Fung, Ka Wai Terence, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:316-327.

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44. Asset prices in affine real business cycle models. (2014). Malkhozov, Aytek.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:45:y:2014:i:c:p:180-193.

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45. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141675.

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46. Rare Disasters and the Term Structure of Interest Rates. (2013). Tsai, Jerry.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:665.

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47. Expectations of Returns and Expected Returns. (2013). Shleifer, Andrei ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18686.

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48. Comment on Shocks and Crashes. (2013). Campbell, John.
    In: NBER Chapters.
    RePEc:nbr:nberch:12933.

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49. Volatility, labor heterogeneity and asset prices. (2013). Ochoa, Juan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-71.

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50. An Intertemporal CAPM with Stochastic Volatility. (2012). Polk, Christopher ; Giglio, Stefano ; Campbell, John ; Turley, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18411.

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