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DateTitle Authors
2012 Forecasting throuth the rear-view mirror: Data revisions and bond return predictabilityGhysels, Eric / Horan, Casidhe / Moench, Emanuel
2003 What explains the stock market's reaction to the federal reserve policy?Bernanke, Ben S. / Kuttner, Kenneth N.
2013 Leverage asset pricingAdrian, Tobias / Moench, Emanuel / Shin, Hyun Song
2012 No good deals - no bad modelsBoyarchenko, Nina / Cerrato, Mario / Crosby, John / Hodges, Stewart
2007 Hedge funds, financial intermediation, and systemic riskKambhu, John / Schuermann, Til / Stiroh, Kevin J.
2013 Did liquidity providers become liquidity seekers?Choi, Jaewon / Shachar, Or
2012 On bounding credit event risk premiaBai, Jennie / Collin-Dufresne, Pierre / Goldstein, Robert S. / Helwege, Jean
2012 Pricing TIPS and treasuries with linear regressionsAbrahams, Michael / Adrian, Tobias / Crump, Richard K. / Moench, Emanuel
2004 Learning about beta: A new look at CAPM testsAdrian, Tobias / Franzoni, Francesco
2004 Time-varying consumption correlation and the dynamics of the equity premium: Evidence from the G-7 countriesSarkar, Asani / Zhang, Lingjia

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