1. The term structures of equity and interest rates. (2011). Wachter, Jessica ; Lettau, Martin.
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   RePEc:eee:jfinec:v:101:y:2011:i:1:p:90-113.

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2. Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities. (2011). Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael .
   In: Journal of Econometrics.
   RePEc:eee:econom:v:160:y:2011:i:1:p:235-245.

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3. New Keynesian Macroeconomics and the Term Structure. (2010). Bekaert, Geert ; Moreno, Antonio ; Cho, Seong Hoon.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:42:y:2010:i:1:p:33-62.

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4. EQUITY Premium Puzzle in a Data-Rich Environment. (2010). Douch, Mohamed ; Bouaddi, Mohammed .
   In: MPRA Paper.
   RePEc:pra:mprapa:29440.

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5. Flight to Liquidity and Global Equity Returns. (2010). Sarkissian, Sergei ; Goyenko, Ruslan .
   In: MPRA Paper.
   RePEc:pra:mprapa:27546.

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6. Internal vs. external habit formation: The relative importance for asset pricing. (2010). Grishchenko, Olesya.
   In: Journal of Economics and Business.
   RePEc:eee:jebusi:v:62:y::i:3:p:176-194.

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7. Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals. (2010). Engstrom, Eric ; Bekaert, Geert.
   In: CEPR Discussion Papers.
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8. Monetary Policy Shocks and Portfolio Choice. (2010). Straub, Roland ; Saborowski, Christian ; Fratzscher, Marcel.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:8099.

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9. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
   In: Yale School of Management Working Papers.
   RePEc:ysm:somwrk:amz2587.

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10. The Bond Risk Premium and the Cross-Section of Equity Returns. (2009). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; koijen, ralph.
    In: 2009 Meeting Papers.
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11. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
    In: NBER Working Papers.
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12. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
    In: NBER Working Papers.
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13. The Term Structures of Equity and Interest Rates. (2009). Wachter, Jessica ; Lettau, Martin.
    In: NBER Working Papers.
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14. Inflation and the stock market: Understanding the “Fed Model”. (2009). Engstrom, Eric ; Bekaert, Geert.
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    RePEc:fip:fedfpr:y:2009:i:jan:x:3.

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15. Portfolio and financing adjustments for U.S. banks: Some empirical evidence. (2009). Krainer, Robert.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:5:y:2009:i:1:p:1-24.

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16. Monetary Policy Shocks and Portfolio Choice. (2009). Straub, Roland ; Saborowski, Christian ; Fratzscher, Marcel.
    In: Working Paper Series.
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17. What do asset prices have to say about risk appetite and uncertainty?. (2009). Hoerova, Marie ; Bekaert, Geert ; Scheicher, Martin.
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18. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
    In: Cowles Foundation Discussion Papers.
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19. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:40:y:2009:i:2009-01:p:79-138.

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20. The Wealth-Consumption Ratio. (2008). Verdelhan, Adrien ; Van Nieuwerburgh, Stijn ; Lustig, Hanno.
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21. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance. (2008). Gabaix, Xavier.
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22. Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2008). Møller, Stig ; Moller, Stig Vinther .
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23. Assessing the benefits of international portfolio diversification in bonds and stocks.. (2008). Sarno, Lucio ; De Santis, Roberto A.
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24. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
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25. The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models. (2007). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: 2007 Meeting Papers.
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26. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12248.

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27. New-Keynesian Macroeconomics and the Term Structure. (2006). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: CEPR Discussion Papers.
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28. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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29. New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
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30. Solving Models with External Habit. (2005). Wachter, Jessica.
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31. New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
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32. Expected Returns, Yield Spreads, and Asset Pricing Tests. (2005). Zhang, Lu ; Chen, Long ; Campello, Murillo.
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33. Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium. (2005). Wachter, Jessica ; Lettau, Martin.
    In: NBER Working Papers.
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34. 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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35. Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium. (2005). Wachter, Jessica ; Lettau, Martin.
    In: CEPR Discussion Papers.
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36. Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh). (). Lustig, Hanno.
    In: UCLA Economics Online Papers.
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