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1. Stock Price Booms and Expected Capital Gains. (2017). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes .
   In: American Economic Review.
   RePEc:aea:aecrev:v:107:y:2017:i:8:p:2352-2408.

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2. Nonlinear Expectation Formation in the U.S. Stock Market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Rulke, Jan-Christoph .
   In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
   RePEc:zbw:vfsc15:113210.

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3. Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
   In: Kiel Working Papers.
   RePEc:zbw:ifwkwp:1947r.

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4. Heteroeneous forecasters and nonlinear expectation formation in US stock market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
   In: FinMaP-Working Papers.
   RePEc:zbw:fmpwps:29.

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5. Subjective Currency Risk Premia and Deviations from Moving Averages. (2015). Stillwagon, Josh ; Furnagiev, Steve .
   In: Working Papers.
   RePEc:tri:wpaper:1506.

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6. Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals. (2015). Stillwagon, Josh.
   In: Working Papers.
   RePEc:tri:wpaper:1501.

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7. Carry Trades, Order Flow and the Forward Bias Puzzle. (2015). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
   In: Working Papers.
   RePEc:qmw:qmwecw:wp761.

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8. Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR. (2015). Stillwagon, Josh.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:35:y:2015:i:c:p:85-101.

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9. On financial risk and the safe haven characteristics of Swiss franc exchange rates. (2015). Nitschka, Thomas ; Grisse, Christian.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:32:y:2015:i:c:p:153-164.

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10. International Evidence on the Role of Monetary Policy in the Uncovered Interest Rate Parity Puzzle. (2015). Guender, Alfred.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:15/15.

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11. Stock Price Booms and Expected Capital Gains. (2015). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes .
    In: Working Papers.
    RePEc:bge:wpaper:757.

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12. Heterogeneous forecasters and nonlinear expectation formation in the US stock market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1947.

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13. Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:11.

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14. Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR. (2014). Stillwagon, Josh.
    In: Working Papers.
    RePEc:tri:wpaper:1401.

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15. Expectations of Returns and Expected Returns. (2014). Shleifer, Andrei ; Greenwood, Robin Marc .
    In: Scholarly Articles.
    RePEc:hrv:faseco:11880390.

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16. More on U.S. Treasury term premiums: spot and expected measures. (2014). Durham, J. Benson.
    In: Staff Reports.
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17. Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR. (2014). Stillwagon, Josh.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00253.

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18. Adaptive learning and survey data. (2014). Markiewicz, Agnieszka ; Pick, Andreas.
    In: DNB Working Papers.
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19. Stock Price Booms and Expected Capital Gains. (2014). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9988.

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20. Stock Price Booms and Expected Capital Gains. (2014). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes .
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:948.14.

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21. Speculation, risk premia and expectations in the yield curve. (2013). Nimark, Kristoffer ; Barillas, Francisco.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1337.

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22. Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends. (2013). Stillwagon, Josh.
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23. The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward. (2013). Stillwagon, Josh.
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24. Adaptive Learning and Survey Data. (2013). Markiewicz, Agnieszka ; Pick, Andreas.
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:1305.

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25. X-CAPM: An Extrapolative Capital Asset Pricing Model. (2013). Shleifer, Andrei ; Jin, Lawrence ; Greenwood, Robin ; Barberis, Nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19189.

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26. Expectations of Returns and Expected Returns. (2013). Shleifer, Andrei ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18686.

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27. Speculation, Risk Premia and Expectations in the Yield Curve. (2013). Nimark, Kristoffer ; Barillas, Francisco.
    In: Working Papers.
    RePEc:bge:wpaper:659.

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28. Forecasting Interest Rates with Shifting Endpoints. (2012). van der Wel, Michel ; van Dijk, Dick ; Koopman, Siem Jan ; Wright, Jonathan H..
    In: Tinbergen Institute Discussion Papers.
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29. Risk-premia, carry-trade dynamics, and economic value of currency speculation. (2012). Wagner, Christian.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1195-1219.

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30. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-5.

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31. Macroeconomics and the Term Structure. (2012). Gürkaynak, Refet ; Gurkaynak, Refet S. ; Wright, Jonathan H..
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:50:y:2012:i:2:p:331-67.

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32. Exchange rate dynamics, expectations, and monetary policy. (2011). Chen, Qianying.
    In: Discussion Paper Series 1: Economic Studies.
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33. The Forward Discount Puzzle: Identi cation of Economic Assumptions. (2011). Velasco, Carlos ; Moon, Seongman.
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34. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing. (2011). Laibson, David ; Fuster, Andreas ; Hebert, Benjamin.
    In: NBER Working Papers.
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35. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing. (2011). Fuster, Andreas ; Laibson, David ; Hebert, Benjamin.
    In: NBER Chapters.
    RePEc:nbr:nberch:12404.

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36. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing. (2011). Laibson, David ; Fuster, Andreas ; Herbert, Benjamin .
    In: Scholarly Articles.
    RePEc:hrv:faseco:10140029.

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37. Booms and Busts in Asset Prices. (2011). Marcet, Albert ; Adam, Klaus.
    In: CEP Discussion Papers.
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38. Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002. (2010). Kohlscheen, Emanuel ; Andrade, Sandro C..
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:926.

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39. Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16537.

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40. Investor Overconfidence and the Forward Premium Puzzle. (2010). Hirshleifer, David ; han, bing ; Burnside, Craig ; Wang, Tracy Yue.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15866.

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41. Booms and Busts in Asset Prices. (2010). Marcet, Albert ; Adam, Klaus.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:10-e-02.

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42. Home Bias in Currency Forecasts. (2010). Tsang, Kwok Ping ; Tsay, Wen-Jen ; Chen, Yu-Chin .
    In: Working Papers.
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43. Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
    In: Working Papers.
    RePEc:cwm:wpaper:102.

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44. The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility. (2010). Burren, Daniel .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2010:v:11:i:2:p:277-299.

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45. Macroeconomics and the Term Structure. (2010). Gürkaynak, Refet ; Wright, Jonathan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8018.

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46. A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7791.

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47. A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: Working Paper.
    RePEc:bno:worpap:2010_26.

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48. Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002. (2010). Kohlscheen, Emanuel ; Andrade, Sandro C..
    In: Working Papers Series.
    RePEc:bcb:wpaper:211.

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49. Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle. (2010). van Wincoop, Eric ; Bacchetta, Philippe.
    In: American Economic Review.
    RePEc:aea:aecrev:v:100:y:2010:i:3:p:870-904.

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50. Futures Contract Rates as Monetary Policy Forecasts. (2009). Nobili, Andrea ; Ferrero, Giuseppe.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2009:q:2:a:4.

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