- “Do European Business Cycles look like one?” (with Máximo Camacho and Lorena Saiz) Journal of Economic Dynamics and Control. Forthcoming.
- “The Daily Market for Funds in Europe. Has Something Changed with the EMU?” (with Hugo Rodriguez). Journal of Money Credit and Banking Volume 38 Number 1, February 2006, pp 91-110
- “Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities” (with Allan Timmermann). Journal of Econometrics, Vol. 103 1-2. July 2001
- “Output Fluctuations in the United States: What has Changed since the Early 80s?” (with Margaret M. McConnell). American Economic Review Vol 90, Num 5 December 2000.
- “Firm Size and Cyclical Variations in Stock Returns”(with Allan Timmermann). The Journal of Finance, Vol 55, Number 3. June 2000.