#2008-010B "Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable?"
by Massimo Guidolin, Stuart Hyde, David McMillan, and Sadayuki Ono
April 2008
Revised January 2009

#2008-006C "The Dynamic Interaction of Trading Flows, Macroeconomic Announcements and the CAD/USD Exchange Rate: Evidence from Disaggregated Data"
by Nikola Gradojevic, and Christopher J. Neely
February 2008
Revised August 2009

#2008-005A "Equity Portfolio Diversification under Time-Varying Predictability and Comovements: Evidence from Ireland, the US, and the UK"
by Massimo Guidolin, and Stuart Hyde
January 2008

PUBLISHED: Journal of Multinational Financial Management, October 2008, 18(4), pp. 293-312

#2007-052B "The Microstructure of the U.S. Treasury Market"
by Bruce Mizrach, and Christopher J. Neely
December 2007
Revised April 2008

PUBLISHED: in Robert A. Meyers, ed., Encyclopedia of Complexity and Systems Science, 2009, New York: Springer-Verlag

#2007-044C "Lending to Uncreditworthy Borrowers"
by Rajdeep Sengupta
October 2007
Revised November 2009

#2007-034A "Accounting for Changes in the Homeownership Rate"
by Matthew Chambers, Carlos Garriga, and Don Schlagenhauf
August 2007

PUBLISHED: International Economic Review, August 2009, 50(3), pp. 677-726

#2007-032D "Jumps, Cojumps and Macro Announcements"
by Jérôme Lahaye, Sébastien Laurent, and Christopher J. Neely
August 2007
Revised August 2009

FORTHCOMING: Journal of Applied Econometrics

#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