Ang, Andrew, and Joseph S. Chen. 2002. “Asymmetric Correlations of Equity Portfolios.” Journal of Financial Economics 63 (3): 443-494.
Ang, Andrew, and Geert Bekaert. 2002. “Short Rate Nonlinearities and Regime Switches.” Journal of Economic Dynamics and Control 26 (7-8): 1243-1274.
Ang, Andrew, and Geert Bekaert. 2002. “Regime Switches in Interest Rates.” Journal of Business and Economic Statistics 20 (2): 163-182.
Ang, Andrew, and Geert Bekaert. 2002. “International Asset Allocation with Regime Shifts.” Review of Financial Studies 15 (4): 1137-1187.
Ang, Andrew, and Monika Piazzesi. 2003. “A No-Arbitrage Vector-Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables.” Journal of Monetary Economics 50 (4): 745-787.
Ang, Andrew, and Jun Liu. 2004. “How to Discount Cashflows with Time-Varying Expected Returns.” Journal of Finance 59 (6): 2745-2783.
Ang, Andrew, and Geert Bekaert. 2004. “How do Regimes Affect Asset Allocation?” Financial Analysts Journal 60 (2): 86-99. Funded by INQUIRE Europe.
Ang, Andrew, and Angela Maddaloni. 2005. “Do Demographic Changes Affect Risk Premiums? Evidence from International Data.” Journal of Business 78 (1): 341-380.
Ang, Andrew, Geert Bekaert, and Jun Liu. 2005. “Why Stocks May Disappoint.” Journal of Financial Economics 76 (3): 471-508.
Ang, Andrew, Matthew Rhodes-Kropf, and Rui Zhao. 2006. “A New Measure for Measuring.” Institutional Investor’s Alpha, July/August, 40-45. Funded by the BSI GAMMA Foundation.
