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 Jun Liu. 2001. “A General Affine Earnings Valuation Model.” Review of Accounting Studies 6: 397-425.
Ang, Andrew, Joseph S. Chen, and Yuhang Xing. 2006. “Downside Correlation and Expected Stock Returns.” Manuscript.
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.
