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1. Stock Returns, Governments and Market Foresight in France, 1871-2008. (2012). le Bris, David.
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   RePEc:sol:wpaper:2013/109574.

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2. The Out of Sample Performance of Long-run Risk Models. (2012). Xie, Biqin ; Ferson, Wayne ; Nallareddy, Suresh K..
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17848.

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3. Prévoir sans persistance. (2012). Maillet, Bertrand ; Boucher, Christophe.
   In: Documents de travail du Centre d'Economie de la Sorbonne.
   RePEc:mse:cesdoc:12001.

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4. Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S.. (2011). Sousa, Ricardo.
   In: Working Papers.
   RePEc:ptu:wpaper:w201119.

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5. Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S. (2011). Sousa, Ricardo.
   In: NIPE Working Papers.
   RePEc:nip:nipewp:21/2011.

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6. U.S. International Equity Investment and Past and Prospective Returns. (2011). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; Curcuru, Stephanie E..
   In: NBER Working Papers.
   RePEc:nbr:nberwo:16677.

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7. U.S. international equity investment and past prospective returns. (2011). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; Curcuru, Stephanie E..
   In: International Finance Discussion Papers.
   RePEc:fip:fedgif:1016.

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8. Flight to Liquidity and Global Equity Returns. (2010). Sarkissian, Sergei ; Goyenko, Ruslan.
   In: MPRA Paper.
   RePEc:pra:mprapa:27546.

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9. Predictive Regressions: A Present-value Approach. (2010). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, .
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   RePEc:nbr:nberwo:16263.

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10. An Empirical Investigation of Consumption CAPMs in the Australian Market. (2010). Roca, Eduardo ; Li, Bin ; Liu, Benjamin.
    In: Discussion Papers in Finance.
    RePEc:gri:fpaper:finance:201011.

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11. Equity premium predictions with adaptive macro indexes. (2010). Bai, Jennie.
    In: Staff Reports.
    RePEc:fip:fednsr:475.

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12. On the Economic Value of Return Predictability. (2010). Han, Yufeng.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2010:v:11:i:1:p:1-33.

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13. Measuring the Timing Ability and Performance of Bond Mutual Funds. (2009). Ferson, Wayne ; Chen, Yong ; Peters, Helen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15318.

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14. An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market. (2009). Deetz, Marcus ; Poddig, T. ; Sidorovitch, I. ; Varmaz, A..
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:23:y:2009:i:3:p:285-313.

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15. Revisiting the predictability of bond risk premia. (2009). Valente, Giorgio ; Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-009.

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16. Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole. (2008). Santa-Clara, Pedro ; Ferreira, Miguel.
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17. Predictive Systems: Living with Imperfect Predictors. (2008). Stambaugh, Robert ; Pastor, Lubos.
    In: NBER Working Papers.
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18. Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression. (2008). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne E..
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:43:y:2008:i:02:p:331-353_00.

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19. Return Predictability under Equilibrium Constraints on the Equity Premium. (2008). Timmermann, Allan ; Pettenuzzo, Davide ; Valkanov, Rossen I..
    In: Working Papers.
    RePEc:brd:wpaper:37.

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20. Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application. (2008). Rodriguez, Pedro N. ; Zuiga, Gerardo .
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21. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
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22. Mean-variance portfolios using Bayesian vector-autoregressive forcasts. (2007). Gohout, Wolfgang ; Specht, Katja.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:48:y:2007:i:3:p:403-418.

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23. Predictive Systems: Living with Imperfect Predictors. (2007). Stambaugh, Robert ; Pastor, Lubos.
    In: NBER Working Papers.
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24. Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach. (2007). Kellard, Neil ; Nankervis, John ; Papadimitriou, Fotis.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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25. Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP. (2007). Menkhoff, Lukas ; Rebitzky, Rafael.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-376.

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26. Predictive Systems: Living with Imperfect Predictors. (2007). Stambaugh, Robert ; Pastor, Lubos.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6076.

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27. Predictability in Financial Markets: What Do Survey Expectations Tell Us?. (2006). van Wincoop, Eric ; Mertens, Elmar ; Bacchetta, Philippe.
    In: Working Papers.
    RePEc:szg:worpap:0604.

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28. Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century. (2006). VAN HYFTE, W. ; Annaert, J..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:06/376.

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29. Empirical Proxies for the Consumption-Wealth Ratio. (2006). Whelan, Karl ; Rudd, Jeremy.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:9:y:2006:i:1:p:34-51.

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30. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12346.

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31. Reconciling the Return Predictability Evidence. (2006). Van Nieuwerburgh, Stijn ; Lettau, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12109.

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32. Testing Portfolio Efficiency with Conditioning Information. (2006). Ferson, Wayne ; Siegel, Andrew F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12098.

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33. The Performance of International Equity Portfolios. (2006). Thomas, Charles.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp162.

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34. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
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    RePEc:fip:fedlwp:2005-025.

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35. 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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36. GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique. (2006). Prono, Todd.
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37. Optimal Inference in Regression Models with Nearly Integrated Regressors. (2006). Moreira, Marcelo ; Jansson, Michael.
    In: Econometrica.
    RePEc:ecm:emetrp:v:74:y:2006:i:3:p:681-714.

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38. The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?. (2006). Sarkissian, Sergei ; Errunza, Vihang ; Carrieri, Francesca.
    In: Working Papers.
    RePEc:ecl:upafin:06-4.

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39. Predictability in Financial Markets: What Do Survey Expectations Tell Us?. (2006). van Wincoop, Eric ; Mertens, Elmar ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5770.

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40. Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments. (2005). Slottje, Daniel ; Maasoumi, Esfandiar ; Hoiti, Suhejla.
    In: DEA Working Papers.
    RePEc:ubi:deawps:14.

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41. Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?. (2005). Campbell, John ; Thompson, Samuel B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11468.

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42. Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market. (2005). Rey, David.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:19:y:2005:i:3:p:239-260.

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43. On the Predictability of Global Stock Returns. (2005). Hjalmarsson, Erik.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0161.

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

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45. Proxying for Expected Returns with Price Earnings Ratios. (2004). Hansen, Charlotte ; Tuypens, Bjorn E..
    In: Finance.
    RePEc:wpa:wuwpfi:0410019.

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46. Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov.
    In: Econometrics.
    RePEc:wpa:wuwpem:0412008.

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47. Weak and Semi-Strong Form Stock Return Predictability, Revisited. (2004). Ferson, Wayne ; Su, Tie ; Heuson, Andrea.
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48. Long-horizon equity return predictability: some new evidence for the United Kingdom. (2004). wetherilt, anne ; Wells, Simon .
    In: Bank of England working papers.
    RePEc:boe:boeewp:244.

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49. Long-horizon regressions: theoretical results and applications. (2003). Valkanov, Rossen ; Rossen, Valkanov.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:68:y:2003:i:2:p:201-232.

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50. Another look at long-horizon uncovered interest parity. (). Sanso-Navarro, Marcos ; Montañés, Antonio ; Montaes, Antonio.
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:221.

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