BUSINESS CONDITIONS AND EXPECTED RETURNS ON STOCKS AND BONDS

Keywords

Bond, Maturity (psychological), Term (time), Risk premium, Economics

References

• Short-Term Interest Rates as Predictors of InflationEugene F. Fama — 1975
• The Information in Long-Maturity Forward RatesEugene F. Fama, Robert R. Bliss — 1987
• An Evaluation of Recent Evidence on Stock Market BubblesRobert Flood, Robert J. Hodrick, Paul D. Kaplan — 1986
• Consumption, Production, Inflation and Interest Rates: A SynthesisDouglas T. Breeden — 1986
• Stock Prices and Social DynamicsRobert J. Shiller, Stanley Fischer, Benjamin M. Friedman — 1984
• Predicting returns in the stock and bond marketsDonald B. Keim, Robert F. Stambaugh — 1986
• Term-structure forecasts of interest rates, inflation and real returnsEugene F. Fama — 1990
• Asset returns and inflationEugene F. Fama, G. William Schwert — 1977
• The arbitrage theory of capital asset pricingStephen A. Ross — 1976
• Economic Forces and the Stock MarketNai‐Fu Chen, Richard Roll, Stephen A. Ross — 1986
• Forward Rates and Future Policy: Interpreting the Term Structure of Interest RatesRobert J. Shiller, John Y. Campbell, Kermit L. Schoenholtz — 1983
• LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OFLars Peter Hansen — 1982
• Forward rates as predictors of future spot ratesEugene F. Fama — 1976
• Dividend yields are equity risk premiumsMichael S. Rozeff — 1984
• Permanent and Temporary Components of Stock PricesEugene F. Fama, Kenneth R. French — 1988
• The information in the term structureEugene F. Fama — 1984
• Anomalies in relationships between securities' yields and yield-surrogatesRay Ball — 1978
• Term premiums and default premiums in money marketsEugene F. Fama — 1986
• The Cyclical Behavior of the Term Structure of Interest RatesJacob B. Michaelsen, Reuben A. Kessel — 1965
• AN INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIESDouglas T. Breeden — 1979

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• Introduction to Empirical Methods in FinanceJohn Y. Campbell, Andrew W. Lo, A. Craig MacKinlay — 2008
• ¿Puede un factor réplica del crecimiento económico futuro (PIB) explicar los rendimientos de los/News Related to Future Gross Domestic Product (GDP) Growth Factor on Asset Pricing on the Spanish Stock Market?Alfredo Juan Grau-Grau — 2014
• A comparison of linear regression and neural network methods for predicting excess returns on large stocksVijay S. Desai, Rakesh Bharati — 1998
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• Two Essays in Empirical Asset PricingAbdullah M. Noman — 2013
• Betavärdet som riskestimatPetter Lindström, Tobias Willig — 2005
• Forecasting stock index prices and domestic credit: Does cointegration help?Jonas Andersson, Svein Oskar Lauvsnes — 2007
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• Switching Regression Estimates of EIS for Stockholders and Non-StockholdersSheng Guo — 2009
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