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Spurious Regressions in Financial Economics?. (2002). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne.
In: NBER Working Papers.
RePEc:nbr:nberwo:9143.

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  2. Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W.
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  3. Does investor attention matter? The attention-return relation in gold futures market. (2017). Yin, Libo ; Han, Liyan ; Xu, Yang.
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    RePEc:zbw:ifwedp:201737.

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    RePEc:snb:snbwpa:2017-14.

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  5. Economies of Scale and Allocative Efficiency of Rice Farming at West Seram Regency, Maluku Province, Indonesia. (2013). Susanto, Andriko Noto ; Hidayah, Ismatul .
    In: Asian Economic and Financial Review.
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  10. The Out of Sample Performance of Long-run Risk Models. (2012). Ferson, Wayne ; Xie, Biqin ; Nallareddy, Suresh K..
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  12. Prévoir sans persistance. (2012). Maillet, Bertrand ; Boucher, Christophe.
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  13. Prévoir sans persistance. (2012). Maillet, Bertrand.
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  16. Lets Do It Again: Bagging Equity Premium Predictors. (2012). Medeiros, Marcelo ; Lee, Tae Hwy ; Hillebrand, Eric.
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  20. U.S. international equity investment and past prospective returns. (2011). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, ; Curcuru, Stephanie E..
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  21. Flight to Liquidity and Global Equity Returns. (2010). Sarkissian, Sergei ; Goyenko, Ruslan .
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  25. On the Economic Value of Return Predictability. (2010). Han, Yufeng.
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  26. Spurious Regressions of Stationary AR(p) Processes with Structural Breaks. (2010). Kozhan, Roman ; Chu, Ba.
    In: Studies in Nonlinear Dynamics & Econometrics.
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  27. Measuring the Timing Ability and Performance of Bond Mutual Funds. (2009). Ferson, Wayne ; Peters, Helen ; Chen, Yong.
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  28. 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..
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  29. Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole. (2008). Santa-Clara, Pedro ; Ferreira, Miguel.
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  30. Predictive Systems: Living with Imperfect Predictors. (2008). Stambaugh, Robert ; Pastor, Lubos.
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  31. Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression. (2008). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne E..
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    In: NBER Working Papers.
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    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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  44. Predictability in Financial Markets: What Do Survey Expectations Tell Us?. (2006). van Wincoop, Eric ; Mertens, Elmar ; Bacchetta, Philippe.
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  45. Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century. (2006). ANNAERT, J. ; VAN HYFTE, W..
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  46. Reconciling the Return Predictability Evidence. (2006). Van Nieuwerburgh, Stijn ; Lettau, Martin.
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  50. Reconciling the Return Predictability Evidence. (2006). Van Nieuwerburgh, Stijn ; Lettau, Martin.
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    RePEc:nbr:nberwo:13076.

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  4. Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates. (2007). Darvas, Zsolt ; Rappai, Gbor ; Schepp, Zoltn.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:84.

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  5. Multivariate forecast evaluation and rationality testing. (2007). Owyang, Michael ; Komunjer, Ivana.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-047.

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  6. The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value. (2007). Thornton, Daniel ; Sarno, Lucio ; Della Corte, Pasquale.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-061.

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  7. The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value. (2007). Thornton, Daniel ; Sarno, Lucio ; Della Corte, Pasquale.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6445.

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  8. Why Do Emerging Economies Borrow Short Term?. (2007). Schmukler, Sergio ; Lorenzoni, Guido ; Broner, Fernando.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6249.

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  9. Present value relations, Granger non-causality and VAR stability. (2006). Fanelli, Luca.
    In: MPRA Paper.
    RePEc:pra:mprapa:1642.

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  10. Taylor rules and the term structure. (2006). Favero, Carlo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:7:p:1377-1393.

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  11. Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates. (2006). Darvas, Zsolt ; Gábor Rappai, ; Zoltán Schepp, .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:098.

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  12. Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle. (2006). Valente, Giorgio ; Sarno, Lucio ; Leon, Hyginus .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5527.

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  13. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2006). Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-27.

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  14. A Small-Sample Study of the New-Keynesian Macro Model. (2005). Moreno, Antonio ; Cho, Seonghoon.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0305.

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  15. The Long and the Short of It: Long Memory Regressors and Predictive Regressions. (2005). Wohar, Mark ; Smallwood, Aaron ; Maynard, Alex.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:384.

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  16. Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters. (2005). Cogley, Timothy.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:8:y:2005:i:2:p:420-451.

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  17. The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly. (2005). Boudoukh, Jacob ; Whitelaw, Robert ; Richardson, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11840.

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  18. New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market. (2005). Sarno, Lucio ; Nikolaou, Kleopatra .
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:77.

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  19. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200519.

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  20. Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates. (2005). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-010.

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  21. The empirical failure of the expectations hypothesis of the term structure of bond yields. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio ; Dittmar, Robert .
    In: Working Papers.
    RePEc:fip:fedlwp:2003-021.

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  22. Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach. (2005). Moench, Emanuel ; Monch, Emanuel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005544.

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  23. Why do emerging economies borrow short term?. (2004). Schmukler, Sergio ; Lorenzoni, Guido ; Broner, Fernando.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3389.

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  24. What Does the Yield Curve Tell us about GDP Growth?. (2004). Wei, Min ; Piazzesi, Monika ; Ang, Andrew ; Piazessi, Monika.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10672.

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  25. A joint econometric model of macroeconomic and term structure dynamics. (2004). Vestin, David ; Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:48.

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  26. Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox. (2004). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-022.

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  27. Testing the expectations hypothesis: some new evidence for Japan. (2004). Thornton, Daniel.
    In: Review.
    RePEc:fip:fedlrv:y:2004:i:sep:p:21-40:n:v.86no.5.

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  28. A joint econometric model of macroeconomic and term structure dynamics. (2004). Tristani, Oreste ; Hördahl, Peter ; Hoerdahl, Peter.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:379.

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  29. A joint econometric model of macroeconomic and term structure dynamics. (2004). Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter ; Vestin, David .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004405.

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  30. Uncovered Interest Rate Parity Over the Past Two Centuries. (2003). Wu, Liuren ; Lothian, James.
    In: International Finance.
    RePEc:wpa:wuwpif:0311009.

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  31. A Structural Estimation and Interpretation of the New Keynesian Macro Model. (2003). Moreno, Antonio ; Cho, Seonghoon.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1403.

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  32. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2003). Kilian, Lutz ; Goncalves, Silvia ; Gonalves, Silvia.
    In: Cahiers de recherche.
    RePEc:mtl:montec:01-2003.

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  33. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2003). Kilian, Lutz ; Goncalves, Silvia.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2003-01.

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  34. La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública. (2003). Juan M. Nave Pineda, ; Perello, Magdalena Massot.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:27:y:2003:i:3:p:533-564.

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  35. Testing the expectations hypothesis: some new evidence for Japan. (2003). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-033.

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  36. A note on the expectations hypothesis at the founding of the Fed. (2003). Thornton, Daniel ; Kool, Clemens ; Clemens J. M. Kool, .
    In: Working Papers.
    RePEc:fip:fedlwp:2000-004.

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  37. The term structure of deviations from the interest parity. (2003). Drakos, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:13:y:2003:i:1:p:57-67.

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  38. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2003). Kilian, Lutz ; Goncalves, Silvia.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-17.

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  39. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2002). Kilian, Lutz ; Goncalves, Silvia.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4191.

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  40. Asset Pricing with Observable Stochastic Discount Factors.. (2002). Wickens, Michael ; Smith, Peter.
    In: Discussion Papers.
    RePEc:yor:yorken:02/03.

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  41. Design and Estimation of Quadratic Term Structure Models. (2002). Wu, Liuren ; Leippold, Markus.
    In: Finance.
    RePEc:wpa:wuwpfi:0207014.

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  42. Spurious Regressions in Financial Economics?. (2002). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9143.

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  43. Foreign Currency for Long-Term Investors. (2002). Viceira, Luis ; Campbell, John ; White, Joshua S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9075.

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  44. Uncovered Interest Rate Parity and the Term Structure. (2002). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8795.

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  45. Expectations and the term structure of interest rates : evidence and implications. (2002). Kurmann, André ; King, Robert.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2002:i:fall:p:49-95.

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  46. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables. (2001). Piazzesi, Monika ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8363.

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  47. Stock Return Predictability: Is it There?. (2001). Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8207.

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  48. The Danish stock and bond markets: comovement, return predictability and variance decomposition. (2001). Tanggaard, Carsten ; Engsted, Tom.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:3:p:243-271.

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  49. The Expectations Hypothesis of the Term Structure - The Case of Ireland. (2000). Bredin, Don ; Cuthbertson, Keith.
    In: The Economic and Social Review.
    RePEc:eso:journl:v:31:y:2000:i:3:p:267-281.

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

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