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31. Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates. (2004). Tillmann, Peter.
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32. The Effects of Market Reform on Maize Marketing Margins in South Africa.. (2004). Traub, Lulama ; Jayne, Thomas.
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37. Volatility puzzles: a unified framework for gauging return-volatility regressions. (2003). Zhou, Hao ; Bollerslev, Tim.
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38. Estimating risk premia in money market rates. (2003). Durré, Alain ; Evjen, Snorre ; Pilegaard, Rasmus ; Durre, Alain.
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46. Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns. (2001). Marrocu, Emanuela ; Boero, Gianna.
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47. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?. (2001). Lunde, Asger ; Hansen, Peter.
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48. Uncovering financial markets beliefs about inflation targets. (2000). Ruge-Murcia, Francisco.
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49. Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off. (2000). Perron, Benoit.
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50. One-Sided Testing for ARCH Effect Using Wavelets. (2000). Lee, Jin.
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51. Is There a Positive Intertemporal Tradeoff Between Risk and Return After All?. (2000). Morley, James.
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