Ang, Andrew. 1995. “Prepayment Penalties – Why MBS Investors Demand a Premium.” JASSA (Journal of the Securities Institute of Australia) 4: 26-29.
Ang, Andrew, and Michael Sherris. 1997. “Interest Rate Risk Management.” North American Actuarial Journal 1 (2): 1-26.
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 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, Monika Piazzesi, and Min Wei. 2006, “What Does the Yield Curve Tell us about GDP Growth?” Journal of Econometrics 131 (1-2): 359-403.
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, William N. Goetzmann, and Stephen M. Schaefer, 2009. “Report on the Active Management of the Norwegian Government Pension Fund – Global.” Commissioned by the Norwegian Ministry of Finance.
