Introducing the Euro- | | STING: Short Term INdicator of Euro Area Growth (701 KB, by Maximo Camacho and Gabriel Perez-Quiros (Bank of Spain Working Papers 0807) | Abstract
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International Evidence on | | Stochastic and Deterministic Monetary Neutrality, by Noriega Antonio E.; Soria Luis M.; Velázquez Ramón (Bank of Mexico Working Papers 2008-04) | Full text |
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| Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and | | stochastic cointegration tests, by Brian M. Lucey, Svitlana Voronkova (Bank of Finland BOFIT Discussion Papers 2005/12) | Abstract
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| Tracking Growth and the Business Cycle: a | | Stochastic Common Cycle Model for the Euro Area, by Joăo Valle e Azevedo, Siem Jan Koopman, António Rua (Bank of Portugal Working papers 2003-16) | Abstract
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| The | | Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments, by Fousseni Chabi-Yo, René Garcia, and Eric Renault (Bank of Canada Working papers 2005-02) | Abstract
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| An estimated | | stochastic dynamic general equilibrium model of the euro area, by Frank Smet and Raf Wouters (European Central Bank Working papers No.171) | Full text |
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| The Optimal Euro Conversion Rate in a | | Stochastic Dynamic General Equilibrium Model, by Balázs Világi (Magyar Nemzeti Bank Working papers 2003/11) | Abstract
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| Convergence in a | | Stochastic Dynamic Heckscher-Ohlin Model, by Partha Chatterjee and Malik Shukayev (Bank of Canada Working papers 2006-23) | Abstract
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| The Demand for Money in a | | Stochastic Environment, by Joseph Atta-Mensah (Bank of Canada Working papers 2004-7) | Abstract
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| Competing or Colluding in | | Stochastic Environment, by Breccia, A. & H. Salgado (Bank of Mexico Working Papers 2005-04) | Full text |
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| A | | Stochastic Frontier Analysis of Secondary Education Output in Portugal, by Manuel Coutinho Pereira, Sara Moreira (Bank of Portugal Working papers 2007-06) | Abstract
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| Firm-specific production factors in a dynamic | | stochastic general equilibrium model with Taylor price setting, by Gregory de Walque, Frank Smets, Raf Wouters (National Bank of Belgium Working Papers 085) | Abstract
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| An estimated dynamic | | stochastic general equilibrium model of the euro area, by Frank Smets and Raf Wouters (National Bank of Belgium Working Papers 035) | Full text |
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| The Chilean Business Cycles Through the Lens of a | | Stochastic General Equilibrium Model, by Juan Pablo Medina; Claudio Soto (Central Bank of Chile Working Papers 457) | Abstract
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| An Estimated | | Stochastic General Equilibrium Model with Partial Dollarization: A Bayesian Approach, by Paul Castillo, Carlos Montoso, Vicente Tuesta (Central Bank of Chile Working Papers 381) | Abstract
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| Forecasting Performance of an Open Economy Dynamic | | Stochastic General Equilibrium Model, by Malin Adolfson , Jesper Lindé and Mattias Villani (Sveriges Riksbank Working Papers No190) | Abstract
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| Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic | | Stochastic General-Equilibrium Framework, by Jean-Paul Lam and Greg Tkacz (Bank of Canada Working papers 2004-9) | Abstract
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| Solving | | Stochastic Money-in-the-Utility-Function Models, by Travis D. Nesmith (Federal Reserve Board FEDS series 2005-52) | Abstract
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| | | Stochastic Optimal Growth with a Non-Compact State Space, by Yuzhe Zhang (Minneapolis Fed Working Papers WP639) | Abstract
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| Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed | | stochastic regressors and residuals, by Jeong-Ryeol Kurz-Kim, Svetlozar T. Rachev, Gennady Samorodnitsky (Deutsche Bundesbank Discussion Papers 200521) | Full text |
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| Multi-Lag Term Structure Models with | | Stochastic Risk Premia, by Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 189) | Abstract
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| On the Timing of Innovation in | | Stochastic Schumpeterian Growth Models, by Gadi Barlevy (Chicago Fed Working papers WP-2004-11) | Abstract
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| The Distribution of | | Stochastic Shrinkage Parameters in Ridge Regression, by Hernán Rubio, Luis Firinguetti (Central Bank of Chile Working Papers 137) | Abstract
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| Other stabilisation objectives within an inflation targeting regime: Some | | stochastic simulation experiments, by James Twaddle; David Hargreaves; Tim Hampton (Reserve Bank of New Zealand Discussion Papers DP2006/04) | Abstract
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| A | | Stochastic Simulation Framework for the Government of Canada's Debt Strategy, by Bolder, David Jamieson (Bank of Canada Working papers 2003-10) | Abstract
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| New Evidence on Balanced Growth, | | Stochastic Trends, and Economic Fluctations, by Karl Whelan (Central Bank of Ireland Research Technical Papers 04/RT/07) | Abstract
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| Spanned | | stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options, by Don H Kim (Bank for International Settlements Working papers 239) | Abstract
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Econometric Tests of Asset Price Bubbles: Taking | | Stock , by Refet S. Gurkaynak (Federal Reserve Board FEDS series 2005-4) | Abstract
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| The Chilean Economy's Capital | | Stock and Allocation by Sectors, by Josué Pérez Toledo (Central Bank of Chile Working Papers 233) | Abstract
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| An Empirical Analysis of | | Stock and Bond Market Liquidity, by Tarun Chordia, Asani Sarkar, and Avanidhar Subrahmanyam (New York Fed Staff reports 164) | Abstract
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| The determinants of | | stock and bond return comovements, by Lieven Baele, Geert Bekaert, Koen Inghelbrecht (National Bank of Belgium Working Papers 119) | Abstract
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| An Econometric Model of Nonlinear Dynamics in the Joint Distribution of | | Stock and Bond Returns, by Massimo Guidolin, and Allan Timmerman (St Louis Fed Working Papers 2005-003) | Full text |
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| Non-Linear Predictability in | | Stock and Bond Returns: When and Where Is It Exploitable?, by Massimo Guidolin, Stuart Hyde, David McMillan, and Sadayuki Ono (St Louis Fed Working Papers 2008-010) | Full text |
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| Linear and Threshold Forecasts of Output and Inflation with | | Stock and Housing Prices, by Greg Tkacz and Carolyn Wilkins (Bank of Canada Working papers 2006-25) | Abstract
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| Measurement of capital | | stock and input services of Spanish banks, by Alfredo Martín-Oliver, Vicente Salas-Fumás and Jesús Saurina (Bank of Spain Working Papers 0711) | Abstract
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| Portfolio Choice over the Life-Cycle when the | | Stock and Labor Markets are Cointegrated, by Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein (Chicago Fed Working papers WP-2007-11) | Abstract
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| Liquidity at the Oslo | | Stock Exchange, by by Randi Nćs, Johannes A. Skjeltorp and Bernt Arne Řdegaard (Central Bank of Norway Working Papers 2008/09) | Abstract
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| An Empirical Analysis of Specialist Trading Behavior at the New York | | Stock Exchange, by Sigridur Benediktsdottir (Federal Reserve Board International Financial Discussion Papers 2006-876) | Abstract
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| | | Stock exchange alliances, access fees and competition, by Oz Shy - Juha Tarkka (Bank of Finland Discussion Papers 2001/22) | Abstract
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| The London | | Stock Exchange in the 19th Century: Ownership Structures, Growth and Performance, by Larry Neal (Austrian National Bank Working Papers WP115) | Abstract
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| Does Opening a | | Stock Exchange Increase Economic Growth?, by Scott Baier, Gerald P. Dwyer Jr., and Robert Tamura (Atlanta Fed Working papers 2003-36) | Abstract
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| Do networks in the | | stock exchange industry pay off? European evidence, by Iftekhar Hasan - Heiko Schmiedel (Bank of Finland Discussion Papers 2003/02) | Abstract
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| Trading Nokia: The roles of the Helsinki vs the New York | | stock exchanges, by Esa Jokivuolle and Markku Lanne (Bank of Finland Discussion Papers 2004/26) | Abstract
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| The Consolidation of European | | Stock Exchanges, by James McAndrews and Chris Stefanadis (New York Fed Current issues ci08-06) | Abstract
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| Technological development and concentration of | | stock exchanges in Europe, by Heiko Schmiedel (Bank of Finland Discussion Papers 2001/21) | Abstract
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| | | Stock exchanges industry consolidation and shock transmission, by Julien Idier (Bank of France Working Papers Nr 159) | Abstract
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| Total factor productivity growth in European | | stock exchanges: A non-parametric frontier approach, by Heiko Schmiedel (Bank of Finland Discussion Papers 2002/11) | Abstract
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| Technology, automation, and productivity of | | stock exchanges: International evidence, by Iftekhar Hasan - Markku Malkamäki - Heiko Schmiedel (Bank of Finland Discussion Papers 2002/04) | Abstract
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| The Evolution of the Philadelphia | | Stock Exchange: 1964-2002, by John P. Caskey (Philadelphia Fed Working Papers wp03-21) | Full text |
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| | | Stock Implied Volatility, Stock Turnover, and the Stock-Bond Return Relation, by Chris Stivers, Licheng Sun, and Robert Connolly (Atlanta Fed Working papers 2002-3a) | Abstract
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| Investor Behavior and the Purchase of Company | | Stock in 401(k) Plans -- The Importance of Plan Design, by Nellie Liang and Scott Weisbenner (Federal Reserve Board FEDS series 2002-36) | Abstract
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| The Influence of Foreigners’ | | Stock Investment on Korean Stock Prices and Its Implications, by January. 04, 2007 (The Bank of Korea Economic Papers 80) | Abstract
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| | | Stock Liquidity Requirements and the Insurance Aspect of the Lender of Last Resort, by by Spyros Pagratis (IJCB International Journal of Central Banking 07q3a4) | Abstract
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| Identifying the interdependence between US monetary policy and the | | stock market, by Hilde C. Bjřrnland – Kai Leitemo (Bank of Finland Discussion Papers 2005/17) | Abstract
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| Cross listing and firm value - corporate governance or market segmentation? An empirical study of the | | stock market, by Gang Ji (Bank of Finland BOFIT Discussion Papers 2005/14) | Abstract
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| Measuring Market Sentiment in Hong Kong's | | Stock Market, by Ip-Wing Yu and Chi-Sang Tam (Hong Kong Monetary Authority Working Papers WP07_05) | Abstract
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| Testing for Bubbles in the Hong Kong | | Stock Market, by Ip-wing Yu and Angela Sze (Hong Kong Monetary Authority Working Papers RM2003-06) | Full text |
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| Liquidity Of The Hong Kong | | Stock Market, by Jim Wong, Fanny Ho and Laurence Fung (Hong Kong Monetary Authority Working Papers RM2002-14) | Full text |
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| Identifying the interdependence between US monetary policy and the | | stock market, by by Hilde C. Bjřrnland and Kai Leitemo (Economics Department) (Central Bank of Norway Working Papers 2008/04) | Abstract
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| The Analysis of Seasonal Return Anomalies in the Portuguese | | Stock Market, by Miguel Balbina, Nuno C. Martins (Bank of Portugal Working papers 2002-11) | Abstract
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| Does Aggregate Relative Risk Aversion Change Countercyclically over Time? Evidence from the | | Stock Market, by Hui Guo, Zijun Wang, and Jian Yang (St Louis Fed Working Papers 2006-047) | Full text |
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| The | | stock market and capital accumulation: an application to UK data, by Demetrios Eliades and Olaf Weeken (Bank of England Working papers 251) | Abstract
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| The | | Stock Market and Cross Country Differences in Relative Prices, by Borja Larrain (Boston Fed Working papers 05-06) | Abstract
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| The U.S. | | Stock Market and Fundamentals: A Historical Decomposition, by Dupuis, David and David Tessier (Bank of Canada Working papers 2003-20) | Abstract
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| Real-time forecasting and political | | stock market anomalies: evidence for the U.S., by Martin Bohl, Jörg Döpke, Christian Pierdzioch (Deutsche Bundesbank Discussion Papers 200622) | Full text |
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| Wealth Effects and the Consumption of Leisure: Retirement Decisions During the | | Stock Market Boom of the 1990s, by Julia L. Coronado and Maria Perozek (Federal Reserve Board FEDS series 2003-20) | Abstract
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| Monetary Policy and | | Stock Market Booms and Busts in the 20th Century, by Michael D. Bordo, Michael J. Dueker, and David C. Wheelock (St Louis Fed Working Papers 2007-020) | Full text |
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| When Do | | Stock Market Booms Occur? The Macroeconomic and Policy Environments of 20th Century Booms, by Michael D. Bordo, and David C. Wheelock (St Louis Fed Working Papers 2006-051) | Full text |
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| Did Pension Plan Accounting Contribute to a | | Stock Market Bubble?, by Julia Lynn Coronado and Steven A. Sharpe (Federal Reserve Board FEDS series 2003-38) | Abstract
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| The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian | | Stock Market Case, by Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 058) | Abstract
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| Firm-level evidence on international | | stock market comovement, by Robin Brooks, Marco Del Negro (Deutsche Bundesbank Discussion Papers 200511) | Full text |
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| Firm-Level Evidence on International | | Stock Market Comovement, by Robin Brooks and Marco Del Negro (Atlanta Fed Working papers 2003-8) | Abstract
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| Inflation, Monetary Policy and | | Stock Market Conditions, by Michael D. Bordo, Michael J. Dueker, and David C. Wheelock (St Louis Fed Working Papers 2008-012) | Full text |
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| How Useful are the E/P Ratio and the Spreads between the E/P Ratio and Interest Rates in Forecasting Hong Kong | | Stock Market Conditions?, by Hongyi Chen (Hong Kong Monetary Authority Working Papers RM2005-11) | Full text |
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| A Brief History of the 1987 | | Stock Market Crash with a Discussion of the Federal Reserve Response, by Mark Carlson (Federal Reserve Board FEDS series 2007-13) | Abstract
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| A castle built on sand: The effects of mass privatization on | | stock market creation in transition economies, by Zuzana Fungácová, Jan Hanousek (Bank of Finland BOFIT Discussion Papers 2006/14) | Abstract
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| Winter Blues: A SAD | | Stock Market Cycle, by Mark Kamstra, Lisa Kramer, and Maurice Levi (Atlanta Fed Working papers 2002-13) | Abstract
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| Interactions between Business Cycles, | | stock Market Cycles and Interest Rates: the Stylised Facts, by Sanvi Avouyi-Dovi and Julien Matheron (Bank of France Working Papers Nr 121) | Abstract
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| Monetary policy and the | | stock market in the euro area, by Nuno Cassola and Claudio Morana (European Central Bank Working papers No.119) | Full text |
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| Bond Market and | | Stock Market Integration in Europe, by (DNB) (Netherlands Bank DNB Working Papers 060) | Full text |
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| Ownership structure and | | stock market liquidity, by Randi Nćs (Central Bank of Norway Working Papers 2004/06) | Full text |
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| Estimation of an Adaptive | | Stock Market Model with Heterogeneous Agents, by Henrik Amilon (Sveriges Riksbank Working Papers No177) | Abstract
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| Modelling the implied probability of | | stock market movements, by Ernst Glatzer and Martin Scheicher (European Central Bank Working papers No.212) | Full text |
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| The effects of | | stock market movements on consumption and investment: does the shock matter?, by Stephen Millard and John Power (Bank of England Working papers 236) | Abstract
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| | | Stock market optimism and participation cost: a mean-variance estimation, by (DNB) (Netherlands Bank DNB Working Papers 040) | Full text |
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| Financial literacy and | | stock market participation, by Maarten van Rooij, Annamaria Lusardi and Rob Alessi (Netherlands Bank DNB Working Papers 146) | Full text |
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| The Geography of | | Stock Market Participation: The Influence of Communities and Local Firms, by Jeffrey R. Brown, Zoran Ivkovic, Paul A. Smith, and Scott Weisbenner (Federal Reserve Board FEDS series 2004-22) | Abstract
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| | | Stock market performance and pension fund investment policy: rebalancing, free float, or market timing?, by Jacob A. Bikker, Laura Spierdijk and Paul Finniez (Netherlands Bank DNB Working Papers 156) | Full text |
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| | | Stock Market Reaction to Financial Statement Certification by Bank Holding Company CEOs, by Beverly Hirtle (New York Fed Staff reports 170) | Abstract
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| Merger Monentum and Investor Sentiment: The | | Stock Market Reaction to Merger Announcements, by Richard J. Rosen (Chicago Fed Working papers WP-2004-07 ) | Abstract
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| State-Dependent | | Stock Market Reactions to Monetary Policy, by by Troy Davig and Jeffrey R. Gerlach (IJCB International Journal of Central Banking 06q4a3) | Abstract
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| European Monetary Policy Surprises: The Aggregate and Sectoral | | Stock Market Response, by Don Bredin, Stuart Hyde and Gerard O'Reilly (Central Bank of Ireland Research Technical Papers 05/RT/10) | Abstract
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| A Quantile Regression Analysis of the Cross Section of | | Stock Market Returns, by Michelle L. Barnes and Anthony W. Hughes (Boston Fed Working papers 02-02) | Abstract
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| Predicting | | Stock Market Returns by Combining Forecasts, by Laurence Fung and Ip-wing Yu (Hong Kong Monetary Authority Working Papers WP08_01) | Abstract
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| | | Stock market valuation in the United States, by Patrick Bisciari, Alain Durré and Alain Nyssens (National Bank of Belgium Working Papers 041) | Full text |
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| Multivariate Realized | | Stock Market Volatility, by Gregory H. Bauer and Keith Vorkink (Bank of Canada Working papers 2007-20) | Abstract
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| A wavelet analysis of scaling laws and long-memory in | | stock market volatility, by Tommi A. Vuorenmaa (Bank of Finland Discussion Papers 2005/27) | Abstract
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| | | Stock market volatility and learning, by Klaus Adam (European Central Bank Working papers 862) | Full text |
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| | | Stock Market Volatility and the Great Moderation, by Sean D. Campbell (Federal Reserve Board FEDS series 2005-47) | Abstract
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| Forecasting | | stock market volatility with macroeconomic variables in real time, by Jörg Döpke, Daniel Hartmann, Christian Pierdzioch (Deutsche Bundesbank Banking Supervision Discussion Papers 200601) | Full text |
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| Housing Wealth, | | Stock Market Wealth and Consumption: A Panel Analysis for Australia, by Nikola Dvornak and Marion Kohler (Reserve Bank of Australia Research Discussion Papers RDP2003-07) | Abstract
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| What Explains the | | Stock Market's Reaction to Federal Reserve Policy?, by Ben S. Bernanke and Kenneth N. Kuttner (Federal Reserve Board FEDS series 2004-16) | Abstract
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| What Explains the | | Stock Market's Reaction to Federal Reserve Policy?, by Ben S. Bernanke and Kenneth N. Kuttner (New York Fed Staff reports 174) | Abstract
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| Understanding the | | Stock Market's Response to Monetary Policy Shocks, by Johann Scharler (Austrian National Bank Working Papers WP093) | Abstract
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| Interdependence and Contagion: an Analysis of Information Transmission in Latin America's | | Stock Markets, by Angelo Marsiglia Fasolo (Central Bank of Brazil Working Papers 112) | Abstract
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| Share Price Disparity in Chinese | | Stock Markets, by Tom Fong, Alfred Wong and Ivy Yong (Hong Kong Monetary Authority Working Papers WP07_11) | Abstract
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| A Copula-Based Autoregressive Conditional Dependence Model of International | | Stock Markets, by (DNB) (Netherlands Bank DNB Working Papers 022) | Full text |
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| Playing the Field: Geomagnetic Storms and International | | Stock Markets, by Anna Krivelyova and Cesare Robotti (Atlanta Fed Working papers 2003-5a) | Abstract
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| Playing the Field: Geomagnetic Storms and International | | Stock Markets, by Anna Krivelyova and Cesare Robotti (Atlanta Fed Working papers 2003-5) | Abstract
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| Investigating the Intertemporal Risk-Return Relation in International | | Stock Markets with the Component GARCH Model, by Hui Guo, and Christopher J. Neely (St Louis Fed Working Papers 2006-006) | Full text |
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| Global and Regional Links between | | Stock Markets - the Case of Russia and China, by Tomasz Kozluk (Bank of Finland BOFIT Discussion Papers 2008/04) | Abstract
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| Diversification in euro area | | stock markets: country versus industry, by Gerard A. Moerman (European Central Bank Working papers 327) | Full text |
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| The Rise in Comovement across National | | Stock Markets: Market Integration or IT Bubble?, by Robin Brooks and Marco Del Negro (Atlanta Fed Working papers 2002-17a) | Abstract
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| Causality and Cointegration in | | Stock Markets: The Case of Latin America, by Benjamin Miranda Tabak and Eduardo José Araújo Lima (Central Bank of Brazil Working Papers 056) | Abstract
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| Equilibrium Exchange Rates in Transition Economies:Taking | | Stock of the Issues, by Balázs Égert, László Halpern and Ronald MacDonald (Austrian National Bank Working Papers WP106) | Abstract
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| The Forecasting Performance of German | | Stock Option Densities, by Ben Craig, Ernst Glatzer, Joachim Keller and Martin Scheicher (Cleveland Fed Working papers WP0312) | Full text |
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| The Effect of Employee | | Stock Options on Bank Investment Choice, Borrowing, and Capital, by Hamid Mehran and Joshua Rosenberg (New York Fed Staff reports 305) | Abstract
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| The Effect of Employee | | Stock Options on the Evolution of Compensation in the 1990s, by Hamid Mehran and Joseph Tracy (New York Fed Economic policy review 0112mehr) | Abstract
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| Fifteen Minutes of Fame? The Market Impact of Internet | | Stock Picks, by Peter Antunovich and Asani Sarkar (New York Fed Staff reports 158) | Abstract
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| Do | | Stock Price Bubbles Influence Corporate Investment?, by Simon Gilchrist, Charles P. Himmelberg, and Gur Huberman (New York Fed Staff reports 177) | Abstract
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| How Frequently Does the | | Stock Price Jump? - An Analysis of High-Frequency Data with Microstructure Noises, by Jin-Chuan Duan-András Fülöp (Magyar Nemzeti Bank Working papers 2007/04) | Abstract
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| Short-Run and Long-Run Causality between Monetary Policy Variables and | | Stock Prices, by Jean-Marie Dufour and David Tessier (Bank of Canada Working papers 2006-39) | Abstract
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| An international analysis of earnings, | | stock prices and bond yields, by Alain Durré and Pierre Giot (National Bank of Belgium Working Papers 073) | Abstract
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| An international analysis of earnings, | | stock prices and bond yields, by Alain Durré and Pierre Giot (European Central Bank Working papers 515) | Full text |
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| The Effects of a Baby Boom on | | Stock Prices and Capital Accumulation in the Presence of Social Security, by Andrew B. Abel (Philadelphia Fed Working Papers wp03-02) | Full text |
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| How Did the 2003 Dividend Tax Cut Affect | | Stock Prices and Corporate Payout Policy?, by Gene Amromin, Paul Harrison, Nellie Liang, and Steve Sharpe (Federal Reserve Board FEDS series 2005-57) | Abstract
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| The Dynamic Relationship between | | Stock Prices and Exchange Rates: evidence for Brazil, by Benjamin M. Tabak (Central Bank of Brazil Working Papers 124) | Abstract
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| The Influence of Foreigners’ Stock Investment on Korean | | Stock Prices and Its Implications, by January. 04, 2007 (The Bank of Korea Economic Papers 80) | Abstract
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| Does Monetary Policy Affect | | Stock Prices and Treasury Yields? An Error Correction and Simultaneous Equation Approach, by J. Benson Durham (Federal Reserve Board FEDS series 2003-10) | Abstract
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| The Behavior of China's | | Stock Prices in Response to the Proposal and Approval of Bonus Issues, by Michelle L. Barnes and Shiguang Ma (Boston Fed Working papers 02-01) | Abstract
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| Estimating asset correlations from | | stock prices or default rates - which method is superior?, by Klaus Düllmann, Jonathan Küll, Michael Kunisch (Deutsche Bundesbank Banking Supervision Discussion Papers 200804) | Full text |
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| Are sectoral | | stock prices useful for predicting euro area GDP?, by Magnus Andersson and Antonello D’Agostino (European Central Bank Working papers 876) | Full text |
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| Are sectoral | | stock prices useful for predicting euro area GDP?, by Magnus Andersson and Antonello D' Agostino (Central Bank of Ireland Research Technical Papers 08/RT/02) | Abstract
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| How Did the 2003 Dividend Tax Cut Affect | | Stock Prices?, by Gene Amromin, Paul Harrison, and Steven Sharpe (Federal Reserve Board FEDS series 2005-61) | Abstract
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| Getting Bad News Out Early: Does it Really Help | | Stock Prices?, by Chris Downing and Steve Sharpe (Federal Reserve Board FEDS series 2003-58) | Abstract
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| How Do FOMC Actions and U.S. Macroeconomic Data Announcements Move Brazilian Sovereign Yield Spreads and | | Stock Prices?, by Patrice Robitaille and Jennifer E. Roush (Federal Reserve Board International Financial Discussion Papers 2006-868) | Abstract
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| How Did the 2003 Dividend Tax Cut Affect | | Stock Prices?, by Eugene Amromin, Paul Harrison, Steven Sharpe (Chicago Fed Working papers WP-2006-17) | Abstract
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| Understanding | | Stock Return Predictability, by Hui Guo, and Robert Savickas (St Louis Fed Working Papers 2006-019) | Full text |
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| Macroeconomic Factors in Chilean | | Stock Returns, by J. Rodrigo Fuentes, Jorge Gregoire, Salvador Zurita, (Central Bank of Chile Working Papers 316) | Abstract
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| Real-time macroeconomic data and ex ante predictability of | | stock returns, by Jörg Döpke, Daniel Hartmann, Christian Pierdzioch (Deutsche Bundesbank Discussion Papers 200610) | Full text |
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| A ten-year retrospection of the behavior of Russian | | stock returns, by Stanislav Anatolyev (Bank of Finland BOFIT Discussion Papers 2005/09) | Abstract
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| External Habit and the Cyclicality of Expected | | Stock Returns, by Thomas D. Tallarini, Jr. and Harold H. Zhang (Federal Reserve Board FEDS series 2005-27) | Abstract
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| Density Selection and Combination Under Model Ambiguity: An Application to | | Stock Returns, by Stefania D'Amico (Federal Reserve Board FEDS series 2005-9) | Abstract
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| The Extreme Bounds of the Cross-Section of Expected | | Stock Returns, by J. Benson Durham (Federal Reserve Board FEDS series 2002-34) | Abstract
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| Cash Flows and Discount Rates, Industry and Country Effects, and Co-Movement in | | Stock Returns, by John Ammer; Jon Wongswan (Federal Reserve Board International Financial Discussion Papers 2004-818) | Abstract
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| International | | Stock Returns and Market Integration: A Regional Perspective, by Robin Brooks and Marco Del Negro (Atlanta Fed Working papers 2002-20) | Abstract
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| Expected | | Stock Returns and Variance Risk Premia, by Tim Bollerslev and Hao Zhou (Federal Reserve Board FEDS series 2007-11) | Abstract
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| | | Stock Returns and Volatility, by Benjamin Miranda Tabak and Solange Maria Guerra (Central Bank of Brazil Working Papers 054) | Abstract
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| | | Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk, by Tobias Adrian and Joshua Rosenberg (New York Fed Staff reports 254) | Abstract
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| From the Horse's Mouth: Gauging Conditional Expected | | Stock Returns from Investor Surveys, by Gene Amromin and Steven A. Sharpe (Federal Reserve Board FEDS series 2005-26) | Abstract
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| The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on | | Stock Returns in G7 Countries, by Hui Guo, and Robert Savickas (St Louis Fed Working Papers 2006-036) | Full text |
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| The Effects of | | Stock Returns on Consumption : Evidence from Nonlinearities, by August. 08, 2006 (The Bank of Korea Economic Papers 69) | Abstract
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| Should We Expect Significant Out-of-Sample Results When Predicting | | Stock Returns?, by Erik Hjalmarsson (Federal Reserve Board International Financial Discussion Papers 2006-855) | Abstract
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