1. Volatility feedback effect and risk-return tradeoff. (2023). Nam, Kiseok ; Marks, Joseph M ; Chelikani, Surya.
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2. Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics. (2022). Paul, Amartya ; Kundu, Srikanta.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:80:y:2022:i:c:p:597-612.

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6. Market capitalization and growth with nominal and real rigidities: the case of emerging economies. (2020). Sarkar, Agnirup.
   In: Indian Economic Review.
   RePEc:spr:inecre:v:55:y:2020:i:2:d:10.1007_s41775-020-00096-0.

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7. Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (2020). Linton, Oliver ; Hong, Seok Young .
   In: Journal of Econometrics.
   RePEc:eee:econom:v:219:y:2020:i:2:p:389-424.

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8. Buy-sell imbalance and the mean-variance relation. (2016). Jia, Yun ; Yang, Chunpeng.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:40:y:2016:i:pa:p:49-58.

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9. Risk-return trade-off for European stock markets. (2016). Savva, Christos ; Christiansen, Charlotte ; Aslanidis, Nektarios.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:46:y:2016:i:c:p:84-103.

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10. Risk-Return Trade-Off for European Stock Markets. (2015). Savva, Christos ; Christiansen, Charlotte ; Aslanidis, Nektarios.
    In: Working Papers.
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11. Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?. (2015). Guidolin, Massimo ; Bernales, Alejandro.
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    RePEc:igi:igierp:565.

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12. Intertemporal risk–return relationships in bull and bear markets. (2015). Wu, Shue-Jen ; Lee, Wei-Ming .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:308-325.

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13. Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?. (2015). Guidolin, Massimo ; Bernales, Alejandro.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:26:y:2015:i:c:p:1-37.

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14. Modelling stock return volatility dynamics in selected African markets. (2015). Botha, Ferdi ; King, Daniel .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:45:y:2015:i:c:p:50-73.

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15. The microstructure of fear, the Fama–French factors and the global financial crisis of 2007 and 2008. (2014). Lim, Dominic ; Durand, Robert B. ; Yang, Joey Wenling .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:25:y:2014:i:3:p:169-180.

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16. An Investigation of the Flight-to-Quality Effect: Evidence from Asia-Pacific Countries. (2013). Chang, Chiu-Lan ; Hsueh, Paul L..
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:49:y:2013:i:s4:p:53-69.

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17. SEMI PARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS. (2013). Escanciano, Juan Carlos ; IngridVanKeilegomAuthor-X-Name-First: IngridAuthor, ; JuanCarlosPardo-FernandezAuthor-X-Name-First: Juan, ; Juan Carlos Escanciano Author-X-Name-First: Juan C, .
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18. Markov switching models in asset pricing research. (2013). Guidolin, Massimo.
    In: Chapters.
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19. Payout yield, risk, and mispricing: A Bayesian analysis. (2012). Shanken, Jay ; Tamayo, Ane.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:1:p:131-152.

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20. Earnings dispersion and aggregate stock returns. (2012). Jorgensen, Bjorn ; Li, Jing ; Sadka, Gil.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:53:y:2012:i:1:p:1-20.

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21. Are There Bubbles in the Art Market? The Detection of Bubbles when Fair Value is Unobservable. (2012). Srivastava, Nandini ; Satchell, Stephen.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:1209.

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22. The Forward Discount Puzzle: Identi cation of Economic Assumptions. (2011). Velasco, Carlos ; Moon, Seongman.
    In: Working Papers.
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23. The Relation between Expected Returns and Volatility in the Brazilian Stock Market. (2011). Ricardo, .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:31:y:2011:i:1:a:3895.

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24. The intertemporal capital asset pricing model with dynamic conditional correlations. (2010). Engle, Robert ; Bali, Turan G..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:4:p:377-390.

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25. Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals. (2010). Engstrom, Eric ; Bekaert, Geert.
    In: CEPR Discussion Papers.
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26. The flight-to-quality effect: a copula-based analysis. (2010). Szimayer, Alex ; Durand, Robert B. ; Junker, Markus.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:50:y:2010:i:2:p:281-299.

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27. Asset Return Dynamics under Bad Environment Good Environment Fundamentals. (2009). Engstrom, Eric ; Bekaert, Geert.
    In: NBER Working Papers.
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28. The Intertemporal Relation between Expected Return and Risk on Currency. (2009). Yilmaz, Kamil ; Bali, Turan .
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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29. The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135.

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30. Risk, uncertainty, and asset prices. (2009). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:1:p:59-82.

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31. Consistent estimation of the risk-return tradeoff in the presence of measurement error. (2009). LINTON, OLIVER ; Ghosh, Anisha.
    In: UC3M Working papers. Economics.
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32. Multifrequency jump-diffusions: An equilibrium approach. (2008). Fisher, Adlai ; Calvet, Laurent.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:44:y:2008:i:2:p:207-226.

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33. Is Volatility Priced?. (2008). Hung, Ken ; Lin, Yueh-Neng .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2008:v:9:i:1:p:39-75.

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34. STOCK RETURNS, ASYMMETRIC VOLATILITY, RISK AVERSION, AND BUSINESS CYCLE: SOME NEW EVIDENCE. (2008). Lee, Bong-Soo ; Kim, Sei-Wan.
    In: Economic Inquiry.
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35. Pricing Volatility of Stock Returns with Volatile and Persistent Components. (2008). Zhu, Jie.
    In: CREATES Research Papers.
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36. Multifrequency news and stock returns. (2007). Fisher, Adlai ; Calvet, Laurent.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:86:y:2007:i:1:p:178-212.

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37. The risk return tradeoff in the long run: 1836-2003. (2007). Lundblad, Christian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:85:y:2007:i:1:p:123-150.

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38. Properties of equilibrium asset prices under alternative learning schemes. (2007). Timmermann, Allan ; Guidolin, Massimo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:1:p:161-217.

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39. Procyclicality of Financial and Real Sector in Transition Economies. (2006). .
    In: Prague Economic Papers.
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40. Multifrequency Jump-Diffusions: An Equilibrium Approach. (2006). Fisher, Adlai ; Calvet, Laurent.
    In: NBER Working Papers.
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41. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
    In: NBER Working Papers.
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42. Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital. (2006). Pastor, Lubos ; Swaminathan, Bhaskaran ; Sinha, Meenakshi.
    In: NBER Working Papers.
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43. Investor risk premia and real macroeconomic fluctuations. (2006). Fuerst, Michael E..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:28:y:2006:i:3:p:540-563.

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44. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
    In: CEPR Discussion Papers.
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45. Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital. (2006). Pastor, Lubos ; Swaminathan, Bhaskaran ; Sinha, Meenakshi.
    In: CEPR Discussion Papers.
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46. Política Monetária e Relação entre PIB Real e Mercado de Ações na Economia Brasileira. (2005). Da Silva, Sergio ; Nunes, Mauricio .
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47. Multifrequency News and Stock Returns. (2005). Fisher, Adlai ; Calvet, Laurent.
    In: NBER Working Papers.
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48. Properties of equilibrium asset prices under alternative learning schemes. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
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49. Risk, uncertainty, and asset prices. (2005). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
    In: Finance and Economics Discussion Series.
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50. Turnover and return in global stock markets. (2005). Dey, Malay K..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:1:p:45-67.

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51. There is a Risk-Return Tradeoff After All. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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52. General Properties of Rational Stock-Market Fluctuations. (2004). Mele, Antonio.
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53. General properties of rational stock-market fluctuations. (2004). Mele, Antonio.
    In: LSE Research Online Documents on Economics.
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54. There is a Risk-Return Tradeoff After All. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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55. Macroeconomic Factors and the Correlation of Stock and Bond Returns. (2003). Li, Lingfeng.
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56. Volatility and liquidity in the Italian money market. (2003). Palombini, Edgardo.
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57. The Equity Premium: Why is it a Puzzle?. (2003). Mehra, Rajnish.
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58. Volatility puzzles: a unified framework for gauging return-volatility regressions. (2003). Zhou, Hao ; Bollerslev, Tim.
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59. Option prices under Bayesian learning: implied volatility dynamics and predictive densities. (2003). Timmermann, Allan ; Guidolin, Massimo.
    In: Journal of Economic Dynamics and Control.
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60. There is a Risk-Return Tradeoff After All. (2003). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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61. On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach. (2002). Brandt, Michael W. ; Kang, Qiang .
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62. Stock market volatility, excess returns, and the role of investor sentiment. (2002). Jiang, Christine X. ; Lee, Wayne Y. ; Indro, Daniel C..
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    RePEc:eee:jbfina:v:26:y:2002:i:12:p:2277-2299.

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63. Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield. (2001). Shanken, Jay ; Tamayo, Ane.
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64. Volatility and stock prices: implications from a production model of asset pricing. (2001). Basu, Parantap ; Samanta, Prodyot .
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65. Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities. (2001). Timmermann, Allan ; Guidolin, Massimo.
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66. Asset Pricing at the Millennium. (2000). Campbell, John.
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67. The microstructure of the Chinese stock market. (2000). Xu, Cheng Kenneth.
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68. Is There a Positive Intertemporal Tradeoff Between Risk and Return After All?. (2000). Morley, James.
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69. Stock and Bond Pricing in an Affine Economy. (1999). Bekaert, Geert ; Grenadier, Steven R..
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70. Expected stock returns and volatility in a production economy: a theory and some evidence. (1999). Singal, Padamja ; Smith, Stephen D..
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71. Risk and Exchange Rates. (1998). Rogoff, Kenneth ; Obstfeld, Maurice.
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72. Asset Prices with Contingent Preferences. (1998). St-Amour, Pascal ; Gordon, Stephen.
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73. Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets. (1998). Worzala, Elaine ; Lizieri, Colin ; Satchell, Steven ; Dacco, Roberto.
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74. A nonparametric investigation of the 90?day t?bill rate. (1997). Baum, Christopher ; Onochie, Joseph ; Barkoulas, John T.
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75. Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea. (1997). Mariano, Roberto.
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76. A nonparametric investigation of the 90-day t-bill rate. (1997). Barkoulas, John ; Baum, Christopher ; Onochie, Joseph .
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77. Macroeconomic uncertainty and the risk premium in the foreign exchange market1. (1997). Hu, Xiaoqiang.
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78. An alternative valuation model for contingent claims. (1997). Chen, Zhiwu ; Bakshi Gurdip S., .
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79. Equity market return volatility: Dynamics and transmission among the G-7 countries. (1996). Francis, Bill ; Leachman, Lori L..
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80. A note on GARCH predictable variances and stock market efficiency. (1995). Schwaiger, Walter S. A., .
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81. The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective. (1994). Bekaert, Geert.
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82. Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns.. (1994). Whitelaw, Robert F.
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83. On the relation between the expected value and the volatility of the nominal excess return on stocks. (1993). Jagannathan, Ravi ; Runkle, David E. ; Glosten, Lawrence R..
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84. Equilibrium Asset Pricing Models and Predictability of Excess Returns. (1993). Potter, Simon ; Pesaran, M.
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85. Financial Market Efficiency Tests. (1992). Hodrick, Robert ; Bollerslev, Tim.
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86. Asset Returns and Intertemporal Preferences. (1991). Stambaugh, Robert ; Kandel, Shmuel.
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87. An empirical assessment of non-linearities in models of exchange rate determination. (1989). Rose, Andrew ; Meese, Richard.
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2. Precautionary Saving and Consumption Smoothing across Time and Possibilities. (2009). Kimball, Miles ; Weil, Philippe.
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3. Uncovering the risk-return relation in the stock market. (2005). Guo, Hui.
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4. Time-varying Correlations of Russian and U.S. Equity Returns. (2004). Jithendranathan, Thadavillil.
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5. Testing Creditor Moral Hazard in Sovereign Bond Markets: A Unified Theoretical Approach and Empirical Evidence. (2004). Kutan, Ali ; Evrensel, Aye Y..
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6. Creditor Moral Hazard in Equity Markets: A Theoretical Framework and Evidence from Indonesia and Korea. (2004). Kutan, Ali ; Evrensel, Ayse Y..
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7. The Declining Equity Premium: What Role Does Macroeconomic Risk Play?. (2004). Ludvigson, Sydney ; Lettau, Martin.
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8. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
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9. Nonlinear effects of exchange rate volatility on the volume of bilateral exports. (2004). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher.
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10. Estimation of Markov regime-switching regression models with endogenous switching. (2004). Startz, Richard ; Piger, Jeremy ; Kim, Chang-Jin.
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11. The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests. (2004). Ghysels, Eric ; Andreou, Elena.
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12. There is a Risk-Return Tradeoff After All. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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13. Signal Extraction can Generate Volatility Clusters. (2003). McCulloch, J. Huston ; Bidarkota, Prasad.
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14. The Conditional CAPM does not Explain Asset-Pricing Anamolies. (2003). Nagel, Stefan ; Lewellen, Jonathan .
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15. Uncovering the Risk-Return Relation in the Stock Market. (2003). Guo, Hui.
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16. Value-at-risk for long and short trading positions. (2003). Laurent, Sébastien ; Giot, Pierre.
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17. Volatility puzzles: a unified framework for gauging return-volatility regressions. (2003). Zhou, Hao ; Bollerslev, Tim.
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18. Precautionary Saving and Consumption Smoothing Across Time and Possibilities. (2003). Weil, Philippe ; Kimball, Miles.
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19. There is a Risk-Return Tradeoff After All. (2003). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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20. Size Matters: The Impact of Capital Market Liberalization on Individual Firms. (2003). Christoffersen, Peter ; Chung, Hyunchul ; Errunza, Vihang.
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21. On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach. (2002). Brandt, Michael W. ; Kang, Qiang .
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22. The stochastic volatility in mean model: empirical evidence from international stock markets. (2002). Koopman, Siem Jan ; Uspensky, Eugenie Hol .
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23. Detecting multiple breaks in financial market volatility dynamics. (2002). Ghysels, Eric ; Andreou, Elena.
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24. Stock market returns, volatility, and future output. (2002). Guo, Hui.
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25. Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off. (2002). Perron, Benoit.
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26. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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27. Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange. (2001). Panaretos, John ; Margiora, Philippa.
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28. Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective. (2001). Harvey, Campbell ; Graham, John R..
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29. Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield. (2001). Shanken, Jay ; Tamayo, Ane.
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30. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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31. A flexible parametric GARCH model with an application to exchange rates. (2001). McDonald, James ; Fawson, Chris ; Barrett, Christopher ; Wang, Kai-Li.
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32. Modelling the conditional volatility of commodity index futures as a regime switching process. (2001). See, Kim Hock ; Fong, Wai Mun.
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33. Bayesian Analysis of the Black-Scholes Option Price. (2001). Darsinos, Theofanis ; Satchell, S..
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34. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. (2000). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
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35. An empirical analysis of alternative parametric ARCH models. (2000). Loudon, Geoffrey F. ; Watt, Wing H. ; Yadav, Pradeep K..
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36. Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?. (2000). Nelson, Charles ; Morley, James ; Kim, Chang-Jin.
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37. Pre-announcement effects, news, and volatility: monetary policy and the stock market. (2000). Bomfim, Antulio N..
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38. Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off. (2000). Perron, Benoit.
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39. Is There a Positive Intertemporal Tradeoff Between Risk and Return After All?. (2000). Morley, James.
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40. Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results. (2000). Ghysels, Eric ; Andreou, Elena.
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41. (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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42. The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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43. Nonlinear risk. (1999). Potter, Simon ; Chauvet, Marcelle.
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44. Expected stock returns and volatility in a production economy: a theory and some evidence. (1999). Singal, Padamja ; Smith, Stephen D..
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45. Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?. (1998). Wei, Anning ; Leuthold, Raymond M..
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46. An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming. (1998). Lee, Chi-Wen Jevons ; Chidambaran, N. K. ; Trigueros, Joaguin R..
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47. Average Interest. (1997). Das, Sanjiv ; Chacko, George .
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48. Regime Shifts and Volatility Spillovers on International Stock Markets. (1997). Hassler, John.
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49. Risk, Return and Regulation in Chinese Stock Markets. (1996). Su, Dongwei ; Fleisher, Belton.
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51. Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets. (1995). Jasiak, Joann ; gourieroux, christian ; Ghysels, Eric.
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53. Precautionary Saving and Consumption Smoothing Across Time and Possibilities. (1992). Weil, Philippe ; Kimball, Miles.
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54. Precautionary Saving and Consumption Smoothing Across Time and Possibilities. (1992). Kimball, Miles ; Weil, Philippe.
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55. Precautionary Saving and Consumption Smoothing Across Time and Possibilities. (1992). Weil, Philippe ; Kimball, Miles.
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58. Cyclical Variation in the Risk and Return Relation. (). Zhang, Harold ; Harrison, Paul.
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59. Optimal Trading Strategy When Return Process is AR(1). (). Lam, Kin ; Wei, LI.
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