1. Localized risk factors: Performance differentials between state-level and US factor models. (2025). Sckade, Florian ; Dierkes, Maik ; Budras, Oliver.
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2. 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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3. European stock market volatility connectedness: The role of country and sector membership. (2023). Uribe, Jorge ; Vidal-Llana, Xenxo ; Guillen, Montserrat.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001688.

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4. Global Production Linkages and Stock Market Comovement. (2023). Wagner, Alexander ; Schrimpf, Andreas ; Auer, Raphael ; Iwadate, Bruce.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_10492.

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5. Understanding the pricing of currency risk in global equity markets. (2022). Wu, Ying ; Karolyi, Andrew G.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:63:y:2022:i:c:s1042444x21000505.

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6. Is there a home field advantage in global markets?. (2022). Jiao, Wei ; Jagannathan, Murali ; Karolyi, Andrew G.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:143:y:2022:i:2:p:742-770.

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7. Measuring market integration during crisis periods. (2022). Hyde, Stuart ; Qin, Weiping ; Cho, Sungjun.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000440.

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8. 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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9. Global production linkages and stock market co-movement. (2022). Wagner, Alexander ; Schrimpf, Andreas ; Auer, Raphael ; Iwadate, Bruce Muneaki.
   In: BIS Working Papers.
   RePEc:bis:biswps:1003.

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10. Factors and risk premia in individual international stock returns. (2021). Scaillet, Olivier ; Chaieb, Ines ; Langlois, Hugues.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:2:p:669-692.

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11. Long-run equilibrium in international assets and goods markets: Why is the law of one price required?. (2021). Bosi, Stefano ; Fontaine, Patrice ; le Van, Cuong.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:190:y:2021:i:c:p:891-904.

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12. The US Equity Valuation Premium, Globalization, and Climate Change Risks. (2020). Stulz, René ; Karolyi, G. ; Doidge, Craig.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27022.

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13. The Economics of Currency Risk. (2020). Hassan, Tarek ; Zhang, Tony.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15313.

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14. Corporate internationalization, subsidiary locations, and the cost of equity capital. (2019). Mihov, Atanas ; Naranjo, Andy.
    In: Journal of International Business Studies.
    RePEc:pal:jintbs:v:50:y:2019:i:9:d:10.1057_s41267-018-00207-3.

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15. Why did the equity home bias fall during the financial panic of 2008?. (2019). Wynter, Matthew M.
    In: The World Economy.
    RePEc:bla:worlde:v:42:y:2019:i:5:p:1343-1372.

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16. Bond risk premia and the exchange rate. (2019). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris.
    In: BIS Working Papers.
    RePEc:bis:biswps:775.

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17. Decomposing the predictive power of local and global financial valuation ratios. (2018). Zorn, Josef ; Lawrenz, Jochen.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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18. Bayesian tests of global factor models. (2018). Fletcher, Jonathan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:279-289.

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19. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

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20. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:8259.

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21. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1718.

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22. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2017-76.

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23. Changing risk exposures of cross-listed firms and market integration. (2017). Lewis, Karen.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:378-405.

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24. International endogenous growth, macro anomalies, and asset prices. (2017). Grüning, Patrick ; Gruning, Patrick.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:78:y:2017:i:c:p:118-148.

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25. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12460.

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26. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: BIS Working Papers.
    RePEc:bis:biswps:676.

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27. Currency Risk Factors in a Recursive Multi-Country Economy. (2016). Gavazzoni, Federico ; Eady, Robert R ; Colacito, Riccardo ; Croce, Mariano.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:297.

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28. Not so disconnected: Exchange rates and the capital stock. (2016). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:99:y:2016:i:s1:p:s43-s57.

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29. Not so Disconnected: Exchange Rates and the Capital Stock. (2015). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21445.

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30. Social Trust and Differential Reactions of Local and Foreign Investors to Public News. (2015). Xiong, Wei ; Wang, Yaping ; Jia, Chunxin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21075.

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31. Testing index-based models in U.K. stock returns. (2015). Fletcher, Jonathan ; Davies, J ; Marshall, Andrew.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:45:y:2015:i:2:p:337-362.

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32. Not so disconnected: exchange rates and the capital stock. (2015). Mertens, Thomas ; Hassan, Tarek ; Zhang, Tony.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2015-21.

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33. Benefits of wavelet-based carry trade diversification. (2015). Orlov, Vitaly ; Aijo, Janne.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:34:y:2015:i:c:p:17-32.

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34. Evaluating international consumption risk sharing gains: An asset return view. (2015). Liu, Edith ; Lewis, Karen.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:71:y:2015:i:c:p:84-98.

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35. Japan’s exorbitant privilege. (2015). Tashiro, Takeshi ; Rogoff, Kenneth.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:35:y:2015:i:c:p:43-61.

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36. The world market risk premium and U.S. macroeconomic announcements. (2015). Du, Ding ; Hu, OU.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:58:y:2015:i:c:p:75-97.

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37. Multinationality and opaqueness. (2015). Aabo, Tom ; Park, Jung Chul ; Pantzalis, Christos.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:30:y:2015:i:c:p:65-84.

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38. Not so Disconnected: Exchange Rates and the Capital Stock. (2015). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10744.

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39. Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors. (2013). Bai, Jushan ; Ando, Tomohiro.
    In: MPRA Paper.
    RePEc:pra:mprapa:52785.

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40. Country-specific idiosyncratic risk and global equity index returns. (2013). Hueng, C. ; Yau, Ruey.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:25:y:2013:i:c:p:326-337.

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