Ang, Andrew, Sen Dong and Monika Piazzesi. 2007. “No-Arbitrage Taylor Rules.” Manuscript.
Ang, Andrew, Geert Bekaert, and Min Wei. 2007. “Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?” Journal of Monetary Economics 54 (4): 1163-1212.
Ang, Andrew, Geert Bekaert, and Min Wei. 2008. “The Term Structure of Real Rates and Expected Inflation.” Journal of Finance 63 (2): 797-849.
Ang, Andrew, and Joseph S. Chen. 2011. “Yield Curve Predictors of Foreign Exchange Returns.” Manuscript
Ang, Andrew, Jean Boivin, Sen Dong, and Rudy Loo-Kung. 2011. “Monetary Policy Shifts and the Term Structure.” Review of Economic Studies 78 (2): 429-457.
Ang, Andrew, and Allan Timmermann. 2012. “Regime Changes and Financial Markets.” Annual Review of Financial Economics 4: 313-337.
Ang, Andrew, and Francis A. Longstaff. 2013. “Systemic Sovereign Default Risk: Lessons from the U.S. and Europe.” Journal of Monetary Economics, 60 (5): 493-510.
Ang, Andrew. 2014. Asset Management: A Systematic Approach to Factor Investing. Oxford University Press.
Greenberg, David, Abhilash Babu, and Andrew Ang. 2016. “Factors to Assets: Mapping Factor Exposures to Asset Allocations.” Journal of Portfolio Management 42 (5): 18-27.
Gladstone, Scott, Ananth Madhavan, Anita Rana, and Andrew Ang. 2021. “Macro Factor Model: Application to Liquid Private Portfolios.” Journal of Portfolio Management 47 (5): 72-90.
