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Risk, uncertainty, and asset prices. (2005). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2005-40.

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  1. Volatility, labor heterogeneity and asset prices. (2013). Ochoa, Marcelo.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-71.

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  2. Global and country-specific business cycle risk in time-varying excess returns on asset markets. (2012). Nitschka, Thomas.
    In: Working Papers.
    RePEc:snb:snbwpa:2012-10.

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  3. Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models. (2012). Yu, Jianfeng.
    In: Review of Economic Dynamics.
    RePEc:red:issued:10-230.

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  4. Risks For the Long Run: Estimation with Time Aggregation. (2012). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18305.

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  5. Stock Return and Cash Flow Predictability: The Role of Volatility Risk. (2012). Zhou, Hao ; Bollerslev, Tim ; Xu, Lai .
    In: CREATES Research Papers.
    RePEc:aah:create:2012-51.

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  6. The Cross-Section and Time-Series of Stock and Bond Returns. (2010). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; koijen, ralph ; Ralph S. J. Koijen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15688.

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  7. The Bond Risk Premium and the Cross-Section of Equity Returns. (2009). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; koijen, ralph.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:12.

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  8. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14701.

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  9. Inflation and the stock market: Understanding the “Fed Model”. (2009). Engstrom, Eric ; Bekaert, Geert.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2009:i:jan:x:3.

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  10. Asset Pricing Tests with Long Run Risks in Consumption Growth. (2008). Constantinides, George ; Ghosh, Anisha.
    In: NBER Working Papers.
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  11. The Wealth-Consumption Ratio. (2008). Verdelhan, Adrien ; Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13896.

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  12. Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2008). Møller, Stig ; Moller, Stig Vinther .
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2008-04.

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  13. Asset pricing tests with long run risks in consumption growth. (2008). Constantinides, George ; Ghosh, Anisha.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24428.

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  14. 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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  15. The determinants of stock and bond return comovements. (2007). Inghelbrecht, Koen ; Bekaert, Geert.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200711-27.

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  16. Consistent estimation of the risk-return tradeoff in the presence of measurement error. (2007). LINTON, OLIVER ; Ghosh, Anisha.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24506.

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  17. The recent behaviour of financial market volatility. (2006). Bank for International Settlements, .
    In: BIS Papers.
    RePEc:bis:bisbps:29.

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  18. The recent behaviour of financial market volatility. (2006). Yesin, Pinar ; Scatigna, Michela ; Perli, Roberto ; Grande, Giuseppe ; Gerlach, Stefan ; Angelini, Paolo ; Levy, Aviram ; Ramaswamy, Srichander ; Panetta, Fabio.
    In: Questioni di Economia e Finanza (Occasional Papers).
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