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Ang, A. ; Chen, J. ; Xing, Y. Downside risk. 2006 Review of Financial Studies. 19 1191-1239
Dobrynskaya, V. Downside market risk of carry trades. 2014 Review of Finance. 18 1885-1913
Lobo, B.J. Interest rate surprises and stock prices. 2002 Financial Review. 37 73-92
Piazzesi, M. Bond yields and the Federal Reserve. 2005 Journal of Political Economy. 113 311-344
Shanken, J. On the estimation of beta-pricing models. 1992 Review of Financial Studies. 5 1-55
Thorbecke, W. On stock market returns and monetary policy. 1997 Journal of Finance. 52 635-654
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