#2007-030A "Managing International Portfolios with Small Capitalization Stocks"
by Massimo Guidolin, and Giovanna Nicodano
August 2007

#2007-020A "Monetary Policy and Stock Market Booms and Busts in the 20th Century"
by Michael D. Bordo, Michael J. Dueker, and David C. Wheelock
May 2007

#2007-019A "Multivariate Contemporaneous Threshold Autoregressive Models"
by Michael J. Dueker, Zacharias Psaradakis, Martin Sola, and Fabio Spagnolo
May 2007

#2007-017A "Affiliated Mutual Funds and Analyst Optimism"
by Simona Mola, and Massimo Guidolin
April 2007

#2007-016D "Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK"
by Björn Hagströmer, Richard G. Anderson, Jane M. Binner, Thomas Elger, and Birger Nilsson
April 2007
Revised October 2007

FORTHCOMING: The Manchester School

#2006-061B "The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value"
by Pasquale Della Corte, Lucio Sarno, and Daniel L. Thornton
November 2006
Revised July 2007

FORTHCOMING: Journal of Financial Economics

#2006-059B "The Economic and Statistical Value of Forecast Combinations under Regime Switching: An Application to Predictable US Returns"
by Massimo Guidolin, and Carrie Fangzhou Na
October 2006
Revised April 2007

FORTHCOMING: Forecasting in the Presence of Structural Breaks and Model Uncertainty, M. Wohar and D. Rapach, eds.

#2006-051A "When Do Stock Market Booms Occur? The Macroeconomic and Policy Environments of 20th Century Booms"
by Michael D. Bordo, and David C. Wheelock
September 2006

FORTHCOMING: in Jeremy Atack, ed., The Origins and Development of Financial Markets and Institutions, Cambridge University Press

#2006-047A "Does Aggregate Relative Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market"
by Hui Guo, Zijun Wang, and Jian Yang
August 2006

#2006-046B "The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market"
by Christopher J. Neely, Paul A. Weller, and Joshua M. Ulrich
August 2006
Revised March 2007

FORTHCOMING: Journal of Financial and Quantitative Analysis