Measuring International Economic Linkages with Stock Market Data
What Moves the Stock and Bond Markets?
Inflation, Inflation Risk, and Stock Returns
Are Banks Markets Timers Or Market Makers?
How Consistent are Credit Ratings?
Cash Flows and Discount Rates, Industry and Country Effects, and Co-movement in Stock Returns
Inflation Targeting in the 1990s
Has International Financial CoMovement Changed?: Emerging Markets in the 20072009 Financial Crisis
Strategic Returns to International Diversification
Macroeconomic State Variables as Determinants of Asset Price Covariances
Macroeconomic Risk and Asset Pricing
Regulation and the Cost of Capital in Japan
Visible Hands: Professional Asset Managers' Expectations and the Stock Market in China
Good News is No News?
When is Monetary Policy Effective?
Monetary Policy Expectations, Fund Managers, and Fund Returns
Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level