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 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, 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, Robert J. Hodrick, Yuhang Xing, and Xiaoyan Zhang. 2006. “The Cross-Section of Volatility and Expected Returns,” Journal of Finance, 51 (1): 259-299.

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.