1. Monetary Policy Uncertainty and Inflation Expectations. (2023). Arcealfaro, Gabriel ; Blagov, Boris.
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2. Market-Based Monetary Policy Uncertainty. (2022). Mueller, Philippe ; Lakdawala, Aeimit ; Bauer, Michael.
   In: The Economic Journal.
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3. Monetary policy uncertainty and inflation expectations. (2021). Arce-Alfaro, Gabriel ; Blagov, Boris.
   In: Ruhr Economic Papers.
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4. The growing impact of US monetary policy on emerging financial markets: Evidence from India. (2021). Lakdawala, Aeimit.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001297.

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5. Should central banks communicate uncertainty in their projections?. (2021). Rholes, Ryan ; Petersen, Luba.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:183:y:2021:i:c:p:320-341.

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6. Should central banks communicate uncertainty in their projections?. (2020). Petersen, Luba ; Rholes, Ryan.
   In: Discussion Papers.
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7. Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim.
   In: European Financial Management.
   RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

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8. Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements. (2017). Neely, Christopher ; Bowman, Robert G ; Chan, Kam Fong.
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   RePEc:fip:fedlwp:2017-011.

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9. Systematic cojumps, market component portfolios and scheduled macroeconomic announcements. (2017). Neely, Christopher ; Bowman, Robert G ; Chan, Kam Fong.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:43:y:2017:i:c:p:43-58.

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10. Econometric modeling of exchange rate volatility and jumps. (2013). Laurent, Sbastien ; Erdemlioglu, Deniz ; Neely, Christopher J..
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11. Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility. (2013). Feunou, Bruno ; Chang, Bo Young.
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12. Assessing uncertainty in Europe and the US: is there a common uncertainty factor?. (2012). Sauter, Oliver.
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13. A survey of announcement effects on foreign exchange volatility and jumps. (2011). Neely, Christopher.
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14. Exchange rates during financial crises. (2010). Kohler, Marion.
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15. Měnová politika a predikce variability úrokových sazeb na peněžním trhu. (2009). Brůna, Karel ; Brna, Karel.
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2009:y:2009:i:3:id:689:p:361-382.

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16. Monetary Policy Surprises and the Bank Bill Term Premium. (2008). Walsh, Kathleen.
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17. What are the odds? option-based forecasts of FOMC target changes. (2006). Neely, Christopher ; Lakdawala, Aeimit ; Emmons, William.
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18. An analysis of recent studies of the effect of foreign exchange intervention. (2005). Neely, Christopher.
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19. An analysis of recent studies of the effect of foreign exchange intervention. (2005). Neely, Christopher.
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1. Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang and Zhang, Xiaoyan. The Cross-Section of Volatility and Expected Returns. Unpublished manuscript, Columbia University, 2003.

2. Barone-Adesi, Giovanni and Whaley, Robert E. Efficient Analytic Approximation of American Option Values. Journal of Finance, 1987, 42, pp.

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1. Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. (2019). Ito, Tomoki ; Abe, Masaya ; Izumi, Kiyoshi ; Nakagawa, Kei.
   In: Papers.
   RePEc:arx:papers:1901.11493.

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2. Asset Pricing with Idiosyncratic Shocks. (2016). Vanitcharearntham, Vimut ; Srisuksai, Pithak.
   In: Applied Economics Journal.
   RePEc:aej:apecjn:v:23:y:2016:i:1:p:35-58.

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3. Asset Management Contracts and Equilibrium Prices. (2014). Vayanos, Dimitri ; Buffa, Andrea M. ; Woolley, Paul.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10152.

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4. What is the Relation (if any) Between a Firms Corporate Governance Arrangements and its Financial Performance?. (2014). Dam, Lammertjan ; Wansbeek, Tom J. ; Wessels, Roberto E..
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_4599.

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5. The volatility effect in emerging markets. (2013). Vliet, Pim ; Blitz, David ; van Vliet, Pim ; Pang, Juan.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:16:y:2013:i:c:p:31-45.

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6. A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks. (2012). Papanikolaou, Dimitris ; Kogan, Leonid.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17975.

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7. Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC. (2012). Saad, Mohsen ; Bley, Jorg.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:22:y:2012:i:3:p:538-554.

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8. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

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9. Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics. (2011). Hilscher, Jens ; Bandarchuk, Pavel .
   In: Working Papers.
   RePEc:brd:wpaper:38.

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10. Carry Trades and Global FX Volatility. (2009). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: MPRA Paper.
    RePEc:pra:mprapa:14728.

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11. Risk Shifting and Mutual Fund Performance. (2009). Sialm, Clemens ; Huang, Jennifer ; Zhang, Hanjiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14903.

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12. Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns. (2009). Bali, Turan G. ; Whitelaw, Robert F. ; Cakici, Nusret.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14804.

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13. Idiosyncratic Risk and REIT Returns. (2009). Ooi, Joseph ; Wang, Jingliang ; Webb, James.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:38:y:2009:i:4:p:420-442.

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14. Performance measurement of hedge funds managers. (2008). Dobrin, Octavian ; Popa, Ion ; Tiu, Cristian ; Bagu, Constantin .
    In: Economia. Seria Management.
    RePEc:rom:econmn:v:11:y:2008:i:2:p:38-48.

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15. Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns. (2008). Jiang, Danling.
    In: MPRA Paper.
    RePEc:pra:mprapa:8325.

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16. Realization Utility. (2008). Xiong, Wei ; Barberis, Nicholas C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14440.

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17. A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds. (2008). phalippou, ludovic ; Lin, Tse-Chun ; Driessen, Joost.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14144.

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18. High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence. (2008). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13739.

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19. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:328.

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20. Realized volatility. (2008). Benzoni, Luca ; Andersen, Torben.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-08-14.

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21. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-48.

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22. Semiparametric Inference in a GARCH-in-Mean Model. (2008). Iglesias, Emma ; Dahl, Christian ; Christensen, Bent Jesper.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-46.

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23. FIEGARCH-M and and International Crises: A Cross-Country Analysis. (2008). Zhu, Jie.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-16.

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24. Pricing Volatility of Stock Returns with Volatile and Persistent Components. (2008). Zhu, Jie.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-14.

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25. Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle. (2007). Jiang, Danling ; Doran, James ; Peterson, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:4995.

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26. Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13449.

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27. Preferred Risk Habitat of Individual Investors. (2007). Huberman, Gur ; Dorn, Daniel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6532.

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28. Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-24.

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29. The Effect of Long Memory in Volatility on Stock Market Fluctuations. (2007). Nielsen, Morten ; Christensen, Bent Jesper.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-03.

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30. Realized Volatility and Asymmetries in the A.S.E. Returns. (2006). Thomakos, Dimitrios ; Koubouros, Michail.
    In: Finance.
    RePEc:wpa:wuwpfi:0507012.

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31. Realized Volatility and Asymmetries in the A.S.E. Returns. (2006). Thomakos, Dimitrios ; Koubouros, Michail.
    In: Finance.
    RePEc:wpa:wuwpfi:0504009.

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32. Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis. (2006). He, Xuezhong (Tony) ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:186.

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33. Asset Prices and asset Correlations in Illiquid Markets. (2006). Brunetti, Celso.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:331.

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34. In Search of Distress Risk. (2006). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12362.

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35. Financial Distress and Idiosyncratic Volatility: An Empirical Investigation. (2006). Chollete, Loran ; Chen, Jing.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2006_008.

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36. Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims. (2006). zhang, xiaoyan ; Wang, Zhenyu.
    In: Staff Reports.
    RePEc:fip:fednsr:265.

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37. Stock returns and volatility: pricing the short-run and long-run components of market risk. (2006). Rosenberg, Joshua ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:254.

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38. Visible and hidden risk factors for banks. (2006). Stiroh, Kevin ; Schuermann, Til.
    In: Staff Reports.
    RePEc:fip:fednsr:252.

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39. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries. (2006). Guo, Hui ; Savickas, Robert.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-036.

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40. Aggregate idiosyncratic volatility in G7 countries. (2006). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-027.

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41. Expected stock returns and variance risk premia. (2006). Zhou, Hao ; Bollerslev, Tim.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-11.

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42. Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns. (2006). Jiang, Danling.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-8.

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43. In search of distress risk. (2005). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4221.

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44. Downside Risk. (2005). Xing, Yuhang ; Ang, Andrew ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11824.

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45. Idiosyncratic volatility, stock market volatility, and expected stock returns. (2005). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-028.

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46. Using implied volatility to measure uncertainty about interest rates. (2005). Neely, Christopher.
    In: Review.
    RePEc:fip:fedlrv:y:2005:i:may:p:407-425:n:v.87no.3.

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47. Variance Risk Premia. (2004). Wu, Liuren ; Carr, Peter.
    In: Finance.
    RePEc:wpa:wuwpfi:0409015.

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48. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10327.

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49. A rational pricing explanation for the failure of CAPM. (2004). Guo, Hui.
    In: Review.
    RePEc:fip:fedlrv:y:2004:i:may:p:23-34:n:v.86no.3.

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50. Does idiosyncratic risk matter: another look. (2003). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-025.

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