|
2026
|
Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks
|
American Economic Journal: Macroeconomics
|
A
|
3
|
|
2025
|
Expected idiosyncratic volatility
|
Journal of Financial Economics
|
A
|
3
|
|
2023
|
International Yield Comovements
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
2023
|
The Variance Risk Premium in Equilibrium Models*
|
Review of Finance
|
B
|
3
|
|
2021
|
Macro risks and the term structure of interest rates
|
Journal of Financial Economics
|
A
|
3
|
|
2020
|
Good Carry, Bad Carry
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
2020
|
Flights to Safety
|
The Review of Financial Studies
|
A
|
4
|
|
2019
|
On the global financial market integration “swoosh” and the trilemma
|
Journal of International Money and Finance
|
B
|
2
|
|
2017
|
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms
|
Journal of Financial Economics
|
A
|
4
|
|
2017
|
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals
|
Journal of Political Economy
|
S
|
2
|
|
2016
|
Political risk and international valuation
|
Journal of Corporate Finance
|
B
|
4
|
|
2016
|
What do asset prices have to say about risk appetite and uncertainty?
|
Journal of Banking & Finance
|
B
|
2
|
|
2015
|
Bad environments, good environments: A non-Gaussian asymmetric volatility model
|
Journal of Econometrics
|
A
|
3
|
|
2015
|
Macroeconomic regimes
|
Journal of Monetary Economics
|
A
|
5
|
|
2014
|
The Global Crisis and Equity Market Contagion
|
Journal of Finance
|
A
|
4
|
|
2014
|
The VIX, the variance premium and stock market volatility
|
Journal of Econometrics
|
A
|
2
|
|
2013
|
The European Union, the Euro, and equity market integration
|
Journal of Financial Economics
|
A
|
4
|
|
2013
|
Risk, uncertainty and monetary policy
|
Journal of Monetary Economics
|
A
|
3
|
|
2012
|
Aggregate Idiosyncratic Volatility
|
Journal of Financial and Quantitative Analysis
|
B
|
3
|
|
2011
|
Financial Openness and Productivity
|
World Development
|
B
|
3
|
|
2011
|
What Segments Equity Markets?
|
The Review of Financial Studies
|
A
|
4
|
|
2010
|
Inflation and the stock market: Understanding the "Fed Model"
|
Journal of Monetary Economics
|
A
|
2
|
|
2010
|
Discussion of ‘Understanding inflation-indexed bond markets’
|
Economic Policy
|
B
|
2
|
|
2010
|
New Keynesian Macroeconomics and the Term Structure
|
Journal of Money, Credit, and Banking
|
B
|
3
|
|
2009
|
International Stock Return Comovements
|
Journal of Finance
|
A
|
3
|
|
2009
|
Risk, uncertainty, and asset prices
|
Journal of Financial Economics
|
A
|
3
|
|
2008
|
The Term Structure of Real Rates and Expected Inflation
|
Journal of Finance
|
A
|
3
|
|
2007
|
Do macro variables, asset markets, or surveys forecast inflation better?
|
Journal of Monetary Economics
|
A
|
3
|
|
2007
|
Stock Return Predictability: Is it There?
|
The Review of Financial Studies
|
A
|
2
|
|
2007
|
Global Growth Opportunities and Market Integration
|
Journal of Finance
|
A
|
4
|
|
2007
|
Uncovered interest rate parity and the term structure
|
Journal of International Money and Finance
|
B
|
3
|
|
2007
|
Liquidity and Expected Returns: Lessons from Emerging Markets
|
The Review of Financial Studies
|
A
|
3
|
|
2006
|
Growth volatility and financial liberalization
|
Journal of International Money and Finance
|
B
|
3
|
|
2005
|
Why stocks may disappoint
|
Journal of Financial Economics
|
A
|
3
|
|
2005
|
Does financial liberalization spur growth?
|
Journal of Financial Economics
|
A
|
3
|
|
2004
|
Conditioning Information and Variance Bounds on Pricing Kernels
|
The Review of Financial Studies
|
A
|
1
|
|
2002
|
Short rate nonlinearities and regime switches
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2002
|
International Asset Allocation With Regime Shifts
|
The Review of Financial Studies
|
A
|
2
|
|
2002
|
Dating the integration of world equity markets
|
Journal of Financial Economics
|
A
|
3
|
|
2002
|
The dynamics of emerging market equity flows
|
Journal of International Money and Finance
|
B
|
3
|
|
2001
|
Expectations Hypotheses Tests
|
Journal of Finance
|
A
|
2
|
|
2001
|
Emerging equity markets and economic development
|
Journal of Development Economics
|
A
|
3
|
|
2001
|
Peso problem explanations for term structure anomalies
|
Journal of Monetary Economics
|
A
|
3
|
|
2000
|
Foreign Speculators and Emerging Equity Markets
|
Journal of Finance
|
A
|
2
|
|
2000
|
Asymmetric Volatility and Risk in Equity Markets.
|
The Review of Financial Studies
|
A
|
2
|
|
1998
|
Target zones and exchange rates:: An empirical investigation
|
Journal of International Economics
|
A
|
2
|
|
1997
|
Emerging equity market volatility
|
Journal of Financial Economics
|
A
|
2
|
|
1997
|
On biases in tests of the expectations hypothesis of the term structure of interest rates
|
Journal of Financial Economics
|
A
|
3
|
|
1997
|
The implications of first-order risk aversion for asset market risk premiums
|
Journal of Monetary Economics
|
A
|
3
|
|
1996
|
Diversification, Integration and Emerging Market Closed-End Funds.
|
Journal of Finance
|
A
|
2
|
|
1996
|
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective.
|
The Review of Financial Studies
|
A
|
1
|
|
1995
|
Time-Varying World Market Integration.
|
Journal of Finance
|
A
|
2
|
|
1995
|
Market Integration and Investment Barriers in Emerging Equity Markets.
|
World Bank Economic Review
|
B
|
1
|
|
1994
|
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model
|
Journal of International Economics
|
A
|
1
|
|
1993
|
On biases in the measurement of foreign exchange risk premiums
|
Journal of International Money and Finance
|
B
|
2
|
|
1992
|
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.
|
Journal of Finance
|
A
|
2
|
|
1991
|
Caloric Consumption in Industrializing Belgium
|
Journal of Economic History
|
B
|
1
|