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Global Economic Growth and Expected Returns Around the World: The End-of-the-Year Effect., and . Manag. Sci., 64 (2): 573-591 (2018)Second Generation Models of Currency Crises. Journal of Economic Surveys, 15 (5): 613--646 (335 12 2001)doi: 10.1111/1467-6419.00151.Increasing convergence among European stock markets?: A recursive common stochastic trends analysis. Economics Letters, 71 (3): 383--389 (June 2001)Rating mutual funds: Construction and information content of an investor-cost based rating of Danish mutual funds, and . Journal of Empirical Finance, 14 (5): 662--693 (December 2007)Determinants of the implied shadow exchange rates from a target zone, and . European Economic Review, 45 (9): 1665--1696 (October 2001)Habit persistence in consumption and the demand for money, and . Economics Letters, 96 (2): 168--176 (August 2007)Output and expected returns. Journal of Financial Economics, 81 (3): 595--624 (September 2006)Macro variables and international stock return predictability, , and . International Journal of Forecasting, 21 (1): 137--166 (00 2005)