1. Nexus Between Discount Rate and Industrial Performance. (2024). Khan, Ajab.
   In: Global Business Review.
   RePEc:sae:globus:v:25:y:2024:i:6:p:1590-1602.

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2. Foreign economic policy uncertainty and U.S. equity returns. (2024). Jahan-Parvar, Mohammad ; Kitsul, Yuriy ; Rahman, Jamil ; Wilson, Beth Anne.
   In: International Finance Discussion Papers.
   RePEc:fip:fedgif:1401.

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3. Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084.

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4. The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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5. Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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6. Stock market responses to unconventional monetary policy shocks. (2024). Ho, Young ; Wang, Jialing ; Jang, Woon Wook.
   In: Economics Letters.
   RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004300.

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7. Can housing booms elevate financing costs of financial institutions?. (2024). ZHANG, SHUOXUN ; Ma, Chao.
   In: Journal of Development Economics.
   RePEc:eee:deveco:v:167:y:2024:i:c:s0304387823001864.

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8. Quantifying investor narratives and their role during COVID?19. (2023). Montes, Erik Christian ; Liengaard, Benjamin Dybro ; Hansen, Jorge Wolfgang ; Borup, Daniel.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:38:y:2023:i:4:p:512-532.

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9. Valuation uncertainty and analysts’ use of DCF models. (2023). Yu, Changqiu ; Wang, Xiongyuan ; Tan, Hongping ; Huang, Shengzhong.
   In: Review of Accounting Studies.
   RePEc:spr:reaccs:v:28:y:2023:i:2:d:10.1007_s11142-021-09658-w.

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10. Macroeconomic News and Stock–Bond Comovement*. (2023). Duffee, Gregory R.
    In: Review of Finance.
    RePEc:oup:revfin:v:27:y:2023:i:5:p:1859-1882..

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11. Global Disaster Risk Matters. (2023). Zhu, Xiaoneng ; Zhang, Qunzi ; Yao, Jiaquan ; Chen, Jian.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:1:p:576-597.

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12. Financial market spillovers and macroeconomic shocks: Evidence from China. (2023). Guo, Kun ; Wu, Jie ; Liu, Yue ; Feng, Haoyuan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000879.

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13. The implications of liquidity ratios: Evidence from Pakistan stock exchange limited. (2023). Gregoriou, Andros ; Hudson, Robert ; Ullah, Subhan ; Ahmed, Rizwan.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:87:y:2023:i:c:p:235-243.

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14. International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Liu, Hongkui ; Jiang, Fuwei ; Zhang, Huajing.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329.

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15. Conditional mean reversion of financial ratios and the predictability of returns. (2023). Tokpavi, S ; Jasinski, A ; Boucher, C.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001080.

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16. Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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17. Options market ambiguity and its information content. (2023). Han, YU ; Chen, Qiang.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000799.

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18. On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907.

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19. Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292.

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20. Investor sentiment and global economic conditions. (2023). Lutkebohmert, Eva ; Herculano, Miguel C.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:73:y:2023:i:c:p:134-152.

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21. Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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22. Carry trades and US monetary policy. (2023). Falconio, Andrea.
    In: Review of International Economics.
    RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248.

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23. Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE.
    In: Papers.
    RePEc:arx:papers:2310.07110.

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24. High?frequency data and stock–bond investing. (2022). Lai, Yusheng.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:8:p:1623-1638.

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25. Monetary Policy, Redistribution, and Risk Premia. (2022). Lenel, Moritz ; Kekre, Rohan.
    In: Econometrica.
    RePEc:wly:emetrp:v:90:y:2022:i:5:p:2249-2282.

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26. Equity Risk Premium Predictability from Cross-Sectoral Downturns. (2022). Zambrano, Juan Arismendi ; Faias, Jos Afonso.
    In: The Review of Asset Pricing Studies.
    RePEc:oup:rasset:v:12:y:2022:i:3:p:808-842..

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27. Corporate bond yields and returns: a survey. (2022). Heck, Stephanie.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00394-4.

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28. Climate Change, Exchange Rate, Twin Deficit, and Energy Inflation: Application of VAR Model. (2022). Bojnec, Tefan ; Ahmed, Farhan ; Sabir, Saeed Ahmad ; Kousar, Shazia.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:20:p:7663-:d:945036.

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29. Financial market linkages and the sovereign debt crisis. (2022). Amado, Cristina ; Campos-Martins, Susana.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002473.

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30. Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion. (2022). Rinaldi, Gianluca ; Pflueger, Carolin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:1:p:71-89.

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31. Time-varying risk of nominal bonds: How important are macroeconomic shocks?. (2022). Ermolov, Andrey.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:1:p:1-28.

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32. Return decomposition over the business cycle. (2022). Cenesizoglu, Tolga.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001881.

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33. The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419.

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34. Real estate as a new equity market sector: Market responses and return comovement. (2022). Xu, Xiaoqing Eleanor ; Xie, Kangzhen ; Tang, Hongfei .
    In: Real Estate Economics.
    RePEc:bla:reesec:v:50:y:2022:i:2:p:431-467.

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35. Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966.

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36. Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chinn, Menzie ; Chatelais, Nicolas.
    In: Working papers.
    RePEc:bfr:banfra:903.

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37. .

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41. Equity premium predictability over the business cycle. (2021). Stein, Tobias ; Monch, Emanuel.
    In: Discussion Papers.
    RePEc:zbw:bubdps:252021.

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42. The Effects of Money Supply and Interest Rates on Stock Prices, Evidence from Two Behavioral Experiments. (2021). Conrad, Christian A.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:8:y:2021:i:2:p:33-41.

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43. Separating Information About Cash Flows from Information About Risk in Losses. (2021). Li, Bin.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:6:p:3570-3595.

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44. Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh.
    In: Working Papers.
    RePEc:hhs:oruesi:2021_015.

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45. Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Siriopoulos, Costas ; Konstantatos, Christoforos ; Gkillas, Konstantinos.
    In: Econometrics.
    RePEc:gam:jecnmx:v:9:y:2021:i:2:p:17-:d:539153.

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46. Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle.
    In: Econometrics.
    RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289.

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47. Limited Participation in Equity Markets and Business Cycles. (2021). Morelli, Juan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-26.

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48. Dividend Momentum and Stock Return Predictability: A Bayesian Approach. (2021). Rubio-Ramirez, Juan F ; Petrella, Ivan ; Antolin-Diaz, Juan.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:93480.

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49. Dividend Momentum and Stock Return Predictability: A Bayesian Approach. (2021). Petrella, Ivan ; Antolin-Diaz, Juan ; Rubio-Ramirez, Juan F.
    In: Working Papers.
    RePEc:fda:fdaddt:2021-14.

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50. Time-varying comovement of stock and treasury bond markets in Europe: A quantile regression approach. (2021). Lee, Hyunchul.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:1-20.

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51. Climate disasters, carbon dioxide, and financial fundamentals. (2021). Gregory, Richard P.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:45-58.

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52. Explaining the risk premiums of life settlements. (2021). Wang, Jennifer L ; Tsai, Chenghsien Jason ; Peng, Jin-Lung ; Hsieh, Ming-Hua ; Kung, Ko-Lun.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000810.

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53. Does cash-flow news play a better role than discount-rate news? Evidence from global regional stock markets. (2021). Ko, Kwangsoo ; Ohk, Kiyool ; Wu, Ming.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302230.

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54. The interaction of actual and fundamental house prices: A general model with an application to Sweden. (2021). Sorensen, Peter Birch ; Bergman, Michael U.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:54:y:2021:i:c:s1051137721000425.

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55. Common shocks in stocks and bonds. (2021). Pang, Hao ; Cieslak, Anna.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:142:y:2021:i:2:p:880-904.

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56. The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302880.

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57. The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049.

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58. What moves housing markets: A state-space approach of the price-income ratio. (2021). Rizi, Majid Haghani.
    In: International Economics.
    RePEc:eee:inteco:v:167:y:2021:i:c:p:96-107.

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59. Predicting stock returns with implied cost of capital: A partial least squares approach. (2021). Peng, Xiaowen ; Huang, Ronghong ; Cannavan, Damien ; Hoang, Khoa.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300458.

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60. Cash conversion cycle and aggregate stock returns. (2021). Lin, XI.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030029x.

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61. Flight-to-quality between global stock and bond markets in the COVID era. (2021). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Fassas, Athanasios P ; Papadamou, Stephanos.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664.

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62. Dynamic correlations and spillover effects between CoCo bonds and other financial assets: Evidence from European banking. (2021). Li, Ping.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s154461231931030x.

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63. Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Addo, Emmanuel ; Aikins, Emmanuel Joel.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000211.

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64. Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385.

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65. DISCOUNT SHOCK, PRICE–RENT DYNAMICS, AND THE BUSINESS CYCLE. (2020). Miao, Jianjun ; Zha, Tao ; Wang, Pengfei.
    In: International Economic Review.
    RePEc:wly:iecrev:v:61:y:2020:i:3:p:1229-1252.

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66. Optimal Time Interval Selection in Long-Run Correlation Estimation. (2020). Albuquerque, Pedro.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00175-x.

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67. Present Value Models and the Behaviour of European Financial Markets. (2020). Tomat, Gian Maria.
    In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
    RePEc:spr:italej:v:6:y:2020:i:3:d:10.1007_s40797-019-00110-2.

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68. The Impact of Federal Reserves Conventional and Unconventional Monetary Policies on Equity Prices. (2020). Jayawickrema, Vishuddhi.
    In: MPRA Paper.
    RePEc:pra:mprapa:104224.

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69. A No-Arbitrage Perspective on Global Arbitrage Opportunities. (2020). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick ; Schmid, Lukas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27231.

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70. CAN BITCOIN’S PRICE BE A PREDICTOR OF STOCK PRICES?. (2020). Fukushima, Akio ; Kurihara, Yutaka ; Maeda, Shinichiro.
    In: Noble International Journal of Economics and Financial Research.
    RePEc:nap:nijefr:2020:p:50-55.

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71. Volatility estimation and jump detection for drift–diffusion processes. (2020). Shi, Shuping ; Laurent, Sébastien.
    In: Post-Print.
    RePEc:hal:journl:hal-02909690.

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72. Optimal Time Interval Selection in Long-Run Correlation Estimation. (2020). Albuquerque, Pedro.
    In: Post-Print.
    RePEc:hal:journl:hal-02482675.

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73. Risk and Policy Uncertainty on Stock–Bond Return Correlations: Evidence from the US Markets. (2020). Chiang, Thomas C.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:2:p:58-:d:365898.

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74. Discount Shock, Price-Rent Dynamics, and the Business Cycle. (2020). Zha, Tao ; Wang, Pengfei ; Miao, Jianjun.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:88036.

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75. Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations. (2020). Lee, Hsiu-Chuan ; Hsu, Chih-Hsiang ; Lien, Donald.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:70:y:2020:i:c:p:600-621.

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76. Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300074.

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77. Fiscal policy driven bond risk premia. (2020). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:1:p:53-73.

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78. Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.

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79. Cash-flow or return predictability at long horizons? The case of earnings yield. (2020). Xu, Danielle ; Maio, Paulo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:59:y:2020:i:c:p:172-192.

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80. Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi.
    In: Economic Systems.
    RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

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81. Volatility estimation and jump detection for drift–diffusion processes. (2020). Shi, Shuping ; Laurent, Sebastien.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:217:y:2020:i:2:p:259-290.

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82. What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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83. A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58.

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84. A new European investor sentiment index (EURsent) and its return and volatility predictability. (2020). Pinho, Carlos ; Nogueira, Pedro Manuel.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303041.

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85. The term structure of CIP violations. (2020). Chernov, Mikhail ; Song, Dongo ; Schmid, Lukas ; Augustin, Patrick.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14774.

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86. Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint.
    In: Papers.
    RePEc:arx:papers:2005.07067.

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87. What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio. (2020). Ritter, Matthias ; Musshoff, Oliver ; Odening, Martin ; Plogmann, Jana.
    In: German Journal of Agricultural Economics.
    RePEc:ags:gjagec:334161.

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88. .

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89. Who Reacts to News?. (2019). Petkevich, Alex ; Huang, Kershen ; Gilstrap, Collin ; Chichernea, Doina.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:09:y:2019:i:01:n:s2010139219400020.

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90. Economic uncertainty, trading activity, and commodity futures volatility. (2019). Watugala, Sumudu W.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:8:p:921-945.

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91. Treasuries variance decomposition and the impact of monetary policy. (2019). Zekaite, Zivile ; Nolan, Charles ; Lamla, Michael ; Kontonikas, Alexandros.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1506-1519.

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92. Investigating the effect of governance on unemployment: a case of South Asian countries. (2019). Shazia, Kousar ; Amna, Adeel ; Farzana, Kousar ; Aiza, Shabbir ; Adeel, Jafar Rana.
    In: International Journal of Management and Economics.
    RePEc:vrs:ijomae:v:55:y:2019:i:2:p:160-181:n:6.

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93. Investor Sentiment and Speculative Bond Yield Spreads. (2019). Beyazit, Onal Yildirim ; Yilmaz, Kandir Serkan ; Gozde, Turkmen Muldur.
    In: Foundations of Management.
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94. Information and Noise in Stock Markets: Evidence on the Determinants and Effects Using New Empirical Measures. (2019). .
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95. Sovereign Credit Rating Announcement Effects on Foreign Currency Denominated Bond and Equity Markets in Africa. (2019). Gossel, Sean J ; Mutize, Misheck.
    In: Journal of African Business.
    RePEc:taf:wjabxx:v:20:y:2019:i:1:p:135-152.

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96. Do Volatility Indexes and Historical Volatility Influence Stock Prices? The Japanese Case. (2019). Kurihara, Yutaka ; Maeda, Shinichiro.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:9:y:2019:i:6:f:9_6_6.

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97. What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets. (2019). Nitschka, Thomas ; Haab, David R.
    In: Swiss Journal of Economics and Statistics.
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98. The interaction between stock prices and interest rates in Turkey: empirical evidence from ARDL bounds test cointegration. (2019). Türsoy, Turgut.
    In: Financial Innovation.
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99. Financial Market Risk Perceptions and the Macroeconomy. (2019). Pflueger, Carolin ; Sunderam, Adi ; Siriwardane, Emil.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26290.

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100. The Fiscal Roots of Inflation. (2019). Cochrane, John.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:25811.

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101. Colombia’s stock market predictability. (2019). Lopez-Gaviria, Jose Ignacio.
     In: Lecturas de Economía.
     RePEc:lde:journl:y:2019:i:91:p:117-150.

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102. A Matter of Principle: Accounting Reports Convey Both Cash-Flow News and Discount-Rate News. (2019). Yehuda, Nir ; Penman, Stephen H.
     In: Management Science.
     RePEc:inm:ormnsc:v:65:y:2019:i:12:p:5584-5602.

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103. Stock return predictability: Using the cyclical component of the price ratio. (2019). McMillan, David G.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:48:y:2019:i:c:p:228-242.

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104. Expected stock price crash risk and bank loan pricing: Evidence from Chinas listed firms. (2019). Xu, Liping ; Xin, YU ; Gu, Xiaolong.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18306036.

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105. Network origins of portfolio risk. (2019). Zareei, Abalfazl .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302389.

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106. Federal reserve private information and the stock market. (2019). Lakdawala, Aeimit ; Schaffer, Matthew.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:106:y:2019:i:c:p:34-49.

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107. Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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108. Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna.
     In: Journal of International Economics.
     RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

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109. Cross-asset relations, correlations and economic implications. (2019). McMillan, David G.
     In: Global Finance Journal.
     RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

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110. Predicting bond betas using macro-finance variables. (2019). Christiansen, Charlotte ; Cipollini, Andrea ; Aslanidis, Nektarios.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:29:y:2019:i:c:p:193-199.

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111. Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets. (2019). Ohk, Ki Yool ; Wu, Ming ; Ko, Kwangsoo.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:63:y:2019:i:c:p:58-68.

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112. Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki D.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

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113. The influence of cultural distance on the volatility of the international stock market. (2019). Wang, Weiqing ; Wu, Shihwei ; Cui, Yadi ; Zhou, Xiaoguang.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:77:y:2019:i:c:p:289-300.

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114. Stock and bond returns correlation in Korea: Local versus global risk during crisis periods. (2019). Ho, Young ; Fang, Zhongzheng ; Park, Keehwan.
     In: Journal of Asian Economics.
     RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818303282.

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115. Predictibilidad del mercado accionario colombiano. (2019). Lopez, Jose Ignacio.
     In: Revista Lecturas de Economía.
     RePEc:col:000174:017449.

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116. S&P 500 under Dynamic Gordon Model. (2019). Sagner, Andres ; Alfaro, Rodrigo.
     In: Working Papers Central Bank of Chile.
     RePEc:chb:bcchwp:851.

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117. Funding conditions and insurance stock returns: Do insurance stocks really benefit from rising interest rate regimes?. (2019). Johnson, Robert R ; Jensen, Tyler K ; McNamara, Michael J.
     In: Risk Management and Insurance Review.
     RePEc:bla:rmgtin:v:22:y:2019:i:4:p:367-391.

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118. ¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David.
     In: Borradores de Economia.
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119. .

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120. .

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121. What moves the German land market? A decomposition of the land rent-price ratio. (2018). Ritter, Matthias ; Odening, Martin ; Musshoff, Oliver ; Plogmann, Jana.
     In: FORLand Working Papers.
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122. Predicting Bond Betas using Macro-Finance Variables. (2018). cipollini, andrea ; Christiansen, Charlotte ; Aslanidis, Nektarios.
     In: Working Papers.
     RePEc:urv:wpaper:2072/306546.

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123. Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen .
     In: Other publications TiSEM.
     RePEc:tiu:tiutis:338205fc-a031-4e06-a636-966b7596ad1c.

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124. Modelling credit spreads with time volatility, skewness, and kurtosis. (2018). Clark, Ephraim ; Baccar, Selima.
     In: Annals of Operations Research.
     RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-1975-5.

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125. Demand Disagreement. (2018). Heyerdahl-Larsen, Christian ; Illeditsch, Philipp.
     In: 2018 Meeting Papers.
     RePEc:red:sed018:607.

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126. Asymetrie během finančních krizí: asymetrická volatilita převyšuje důležitost asymetrické korelace. (2018). Frd, Luka.
     In: Politická ekonomie.
     RePEc:prg:jnlpol:v:2018:y:2018:i:3:id:1190:p:302-329.

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127. How Cash Flow News and Discount Rate News Impact the Unexpected Stock Returns of Energy Firms of Pakistan. (2018). Qayyum, Abdul ; Kausar, Rabia.
     In: MPRA Paper.
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128. Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad. (2018). Paucar, Giovanny Sandoval.
     In: MPRA Paper.
     RePEc:pra:mprapa:90422.

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129. Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets. (2018). Humpe, Andreas ; McMillan, David G.
     In: Journal of Asset Management.
     RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0091-x.

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130. Non-Monetary News in Central Bank Communication. (2018). Schrimpf, Andreas ; Cieslak, Anna.
     In: NBER Working Papers.
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131. A Measure of Risk Appetite for the Macroeconomy. (2018). Pflueger, Carolin ; Sunderam, Adi ; Siriwardane, Emil.
     In: NBER Working Papers.
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132. The Relative Importance of Cash Flow News and Discount Rate News at Driving Stock Price Change. (2018). Nor, Fauzias Mat ; Jafarian, Mohsen ; Ibrahim, Izani.
     In: Capital Markets Review.
     RePEc:mfa:journl:v:26:y:2018:i:1:p:56-72.

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133. Financial crises, price discovery, and information transmission: a high-frequency perspective. (2018). Füss, Roland ; Mager, Ferdinand ; Fuss, Roland ; ROLAND FÜSS, ; Zhao, LU ; Stein, Michael.
     In: Financial Markets and Portfolio Management.
     RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0318-3.

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134. Macroeconomic Drivers of Bond and Equity Risks. (2018). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
     In: Harvard Business School Working Papers.
     RePEc:hbs:wpaper:14-031.

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135. Integration and Disintegration of EMU Government Bond Markets. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle.
     In: Hannover Economic Papers (HEP).
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136. Volatility Estimation and Jump Detection for drift-diffusion Processes. (2018). Shi, Shuping ; Laurent, Sébastien.
     In: Working Papers.
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137. The Behaviour of the Equity Yield and Its Relation with the Bond Yield: The Role of Inflation. (2018). McMillan, David G.
     In: IJFS.
     RePEc:gam:jijfss:v:6:y:2018:i:4:p:99-:d:191307.

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138. The role of investor sentiment in the long-term correlation between U.S. stock and bond markets. (2018). Fang, Libing ; Huang, Yingbo ; Yu, Honghai.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:58:y:2018:i:c:p:127-139.

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139. Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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140. Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK. (2018). Raza, Hamid ; Wu, Weiou.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:69:y:2018:i:c:p:286-296.

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141. A new government bond volatility index predictor for the U.S. equity premium. (2018). Pan, Zheyao ; Chan, Kam Fong.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:50:y:2018:i:c:p:200-215.

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142. News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Gupta, Rangan ; Wohar, Mark E ; Papadamou, Stephanos ; Kollias, Christos.
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90.

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143. The impact of ECB monetary policy surprises on the German stock market. (2018). Fausch, Jurg ; Sigonius, Markus.
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:55:y:2018:i:c:p:46-63.

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144. Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123.

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145. Prospect theory and corporate bond returns: An empirical study. (2018). Zhong, Xiaoling ; Wang, Junbo.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:47:y:2018:i:c:p:25-48.

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146. Predictibilidad del Mercado Accionario Colombiano. (2018). LOPEZ, JOSE.
     In: Documentos CEDE.
     RePEc:col:000089:016086.

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147. STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS. (2018). demiralay, sercan ; Gencer, Hatice Gaye ; Bayraci, Selcuk.
     In: Bulletin of Economic Research.
     RePEc:bla:buecrs:v:70:y:2018:i:1:p:e29-e49.

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148. What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander.
     In: Accounting and Finance.
     RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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149. Real estates information and volatility links with stock, bond and money markets. (2018). Mi, Lin ; Hodgson, Allan.
     In: Accounting and Finance.
     RePEc:bla:acctfi:v:58:y:2018:i:s1:p:465-491.

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150. Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna.
     In: BIS Working Papers.
     RePEc:bis:biswps:761.

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151. Shareholder response to mass shootings in the United States firearms industry. (2017). Steeves, Geoffrey ; Elliott, Caroline ; da Costa, Newton.
     In: Cogent Economics & Finance.
     RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1345600.

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152. Penny wise and pound foolish? On the income from Germany’s foreign investments. (2017). Nagengast, Arne ; Knetsch, Thomas.
     In: Review of World Economics (Weltwirtschaftliches Archiv).
     RePEc:spr:weltar:v:153:y:2017:i:4:d:10.1007_s10290-017-0283-3.

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153. Predicting returns on asset markets of a small, open economy and the influence of global risks. (2017). Nitschka, Thomas ; Haab, David.
     In: Working Papers.
     RePEc:snb:snbwpa:2017-14.

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154. Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2017). Skintzi, Vasiliki.
     In: MPRA Paper.
     RePEc:pra:mprapa:78278.

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155. Is there any significant difference in global volatility of and correlation between shari’ah-compliant (Islamic) equities and sukuk ?. (2017). Masih, Abul ; Abdullah, Mace.
     In: MPRA Paper.
     RePEc:pra:mprapa:103729.

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156. Systematic Risk in the Macrocosm. (2017). Chen, James Ming.
     In: Quantitative Perspectives on Behavioral Economics and Finance.
     RePEc:pal:qpochp:978-3-319-63465-4_12.

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157. Econophysics and Capital Asset Pricing. (2017). Chen, James Ming.
     In: Quantitative Perspectives on Behavioral Economics and Finance.
     RePEc:pal:qpobef:978-3-319-63465-4.

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158. What Drives Housing Markets: Fundamentals or Bubbles?. (2017). Chen, YI ; Lv, Jiaqi ; Hui, Eddie Chi-Man ; Liu, Renhe.
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9565-0.

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159. The Role of Natural Gas and Renewable Energy in Curbing Carbon Emission: Case Study of the United States. (2017). Su, Min ; Li, Rongrong.
     In: Sustainability.
     RePEc:gam:jsusta:v:9:y:2017:i:4:p:600-:d:95732.

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160. Taxes and the Fed : Theory and Evidence from Equities. (2017). Waller, William ; Diercks, Anthony M.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2017-104.

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161. Firm-specific stock and bond predictability: New evidence from Canada. (2017). Gubellini, S ; Cao, N ; Galvani, V.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:51:y:2017:i:c:p:174-192.

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162. Asset price volatility, price markups, and macroeconomic fluctuations. (2017). Iraola, Miguel A ; Santos, Manuel S.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:90:y:2017:i:c:p:84-98.

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163. Economic evaluation of asymmetric and price range information in gold and general financial markets. (2017). Wu, Chih-Chiang ; Chiu, Junmao.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:74:y:2017:i:c:p:53-68.

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164. Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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165. The relationship between equity and bond returns: An empirical investigation. (2017). Demirovic, Amer ; Tucker, Jon ; Guermat, Cherif.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:35:y:2017:i:c:p:47-64.

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166. Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen.
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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167. The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets. (2017). Fang, Libing ; Li, Lei ; Yu, Honghai.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:66:y:2017:i:c:p:139-145.

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168. Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:79:y:2017:i:c:p:97-125.

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169. MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew.
     In: Journal of Financial Research.
     RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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170. On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin .
     In: Working Papers.
     RePEc:awi:wpaper:0636.

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171. Macroeconomic expectations and the time-varying stock-bond correlation: international evidence. (2016). Conrad, Christian ; Loch, Karin .
     In: Annual Conference 2016 (Augsburg): Demographic Change.
     RePEc:zbw:vfsc16:145530.

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172. Pricing corporate bonds with interest rates following double square-root process. (2016). Lo, Chi-Fai ; Hui, Cho-Hoi.
     In: International Journal of Financial Engineering (IJFE).
     RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500158.

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173. What Moves Investment Growth?. (2016). Larrain, Borja ; Da, Zhi ; Chen, Long.
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:48:y:2016:i:8:p:1613-1653.

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174. The dynamic interrelation between external finance and bank credit. (2016). Dia, Enzo ; Casalin, Fabrizio.
     In: Applied Economics.
     RePEc:taf:applec:v:48:y:2016:i:3:p:243-259.

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175. Ripple effect and contagious effect in the US regional housing markets. (2016). Tsai, I-Chun ; I-Chun Tsai, ; Chiang, Ming-Chu.
     In: The Annals of Regional Science.
     RePEc:spr:anresc:v:56:y:2016:i:1:p:55-82.

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176. Ripple effect and contagious effect in the US regional housing markets. (2016). Chiang, Ming-Chu ; Tsai, I-Chun ; I-Chun Tsai, .
     In: The Annals of Regional Science.
     RePEc:spr:anresc:v:56:y:2016:i:1:d:10.1007_s00168-015-0718-5.

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177. Effectiveness of the Zero Interest Rate Policy for Financial Markets in Japan: Principal Components Analysis. (2016). Kurihara, Yutaka.
     In: Applied Economics and Finance.
     RePEc:rfa:aefjnl:v:3:y:2016:i:3:p:103-111.

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178. Kebijakan Moneter dan Volatilitas Pasar Keuangan. (2016). Mansur, Alfan.
     In: MPRA Paper.
     RePEc:pra:mprapa:93880.

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179. Federal Reserve Private Information and the Stock Market. (2016). Lakdawala, Aeimit ; Schaffer, Matthew .
     In: MPRA Paper.
     RePEc:pra:mprapa:77608.

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180. The Stock-Bond Comovements and Cross-Market Trading. (2016). CHONG, Terence Tai Leung ; Li, Mengling ; Zhang, Yang ; Zheng, Huanhuan.
     In: MPRA Paper.
     RePEc:pra:mprapa:75871.

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181. Buyout Activity: The Impact of Aggregate Discount Rates. (2016). Plosser, Matthew ; Loualiche, Erik ; Haddad, Valentin.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:22414.

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182. Monetary Policy and Risk-Based Asset Allocation. (2016). Flageollet, Alexis ; Bahaji, Hamza.
     In: Open Economies Review.
     RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9404-1.

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183. Pricing Corporate Bonds With Interest Rates Following Double Square-root Process. (2016). Hui, Cho-Hoi ; Lo, Chi-Fai.
     In: Working Papers.
     RePEc:hkm:wpaper:112016.

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184. Monetary Policy and Corporate Bond Returns. (2016). Zekaite, Zivile ; Kontonikas, Alexandros ; Maio, Paulo.
     In: Working Papers.
     RePEc:gla:glaewp:2016_05.

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185. Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets. (2016). Piljak, Vanja ; Dimic, Nebojsa ; Aijo, Janne ; Kiviaho, Jarno .
     In: Research in International Business and Finance.
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186. Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets. (2016). Miani, Stefano ; Sclip, Alex ; Dreassi, Alberto ; Paltrinieri, Andrea.
     In: Review of Financial Economics.
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187. In search of the determinants of European asset market comovements. (2016). Taamouti, Abderrahim ; Gomes, Pedro.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:44:y:2016:i:c:p:103-117.

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188. Interest rate changes and stock returns: A European multi-country study with wavelets. (2016). Ferrer, Roman ; Benitez, Rafael ; Bolos, Vicente J.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:44:y:2016:i:c:p:1-12.

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189. U.S. stock markets and the role of real interest rates. (2016). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu .
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:59:y:2016:i:c:p:231-242.

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190. What moves international stock and bond markets?. (2016). Mallucci, Enrico ; Cenedese, Gino.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:60:y:2016:i:c:p:94-113.

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191. Short interest and aggregate stock returns. (2016). Zhou, Guofu ; Ringgenberg, Matthew ; Rapach, David E.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:121:y:2016:i:1:p:46-65.

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192. Cash flow news, discount rate news, and momentum. (2016). Sonaer, Gokhan ; Kumar, Raman ; Kayacetin, Nuri Volkan ; Celiker, Umut.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:72:y:2016:i:c:p:240-254.

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193. Macro-economic determinants of European stock and government bond correlations: A tale of two regions. (2016). Vermeulen, Wessel ; Perego, Erica R.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:37:y:2016:i:c:p:214-232.

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194. Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach. (2016). Kim, Jan R ; Lim, Gieyoung .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:59:y:2016:i:c:p:174-181.

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195. The stock–bond comovements and cross-market trading. (2016). CHONG, Terence Tai Leung ; Li, Mengling ; Zhang, Yang ; Leung, Terence Tai ; Zheng, Huanhuan.
     In: Journal of Economic Dynamics and Control.
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196. Short interest and aggregate stock returns. (2016). Zhou, Guofu ; Ringgenberg, Matthew C ; Rapach, David E.
     In: CEMA Working Papers.
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197. Implications of Return Predictability across Horizons for Asset Pricing Models. (2016). Ortu, Fulvio ; Favero, Carlo ; Yang, Haoxi ; Tamoni, Andrea .
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198. Valuation Risk and Asset Pricing. (2016). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui.
     In: Journal of Finance.
     RePEc:bla:jfinan:v:71:y:2016:i:6:p:2861-2904.

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199. Disaster Risk and Preference Shifts in a New Keynesian Model.. (2016). Szczerbowicz, Urszula ; Isoré, Marlène.
     In: Working papers.
     RePEc:bfr:banfra:614.

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200. The predictive power of dividend yields for future infl?ation: Money illusion or rational causes?. (2016). Pedersen, Thomas ; Engsted, Tom.
     In: CREATES Research Papers.
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201. Co-movement of the Chinese and U.S. aggregate stock returns. (2015). Wang, Qian ; Choi, .
     In: Applied Economics.
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202. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
     In: Working Paper series.
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203. Disaster risk and preference shifts in a New Keynesian model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène.
     In: MPRA Paper.
     RePEc:pra:mprapa:65643.

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204. Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W.
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205. Dynamic stock–bond return correlations and financial market uncertainty. (2015). Yang, Sheng-Yung ; Li, Jiandong ; Chiang, Thomas .
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:45:y:2015:i:1:p:59-88.

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206. Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets. (2015). Gencer, Hatice Gaye.
     In: Financial Theory and Practice.
     RePEc:ipf:finteo:v:39:y:2015:i:3:p:325-340.

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207. Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy. (2015). Zekaite, Zivile ; Nolan, Charles ; Kontonikas, Alexandros.
     In: Working Papers.
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208. Exchange rates and monetary policy. (2015). Tang, Jenny ; Stavrakeva, Vania .
     In: Working Papers.
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209. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:86296.

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210. The information content of unexpected stock returns: Evidence from intellectual capital. (2015). Lin, Yi-Mien ; Liu, Chih-Liang ; Chao, Chin-Fang ; Lee, Chih-Chen .
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:37:y:2015:i:c:p:208-225.

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211. Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. (2015). Chabakauri, Georgy .
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:75:y:2015:i:c:p:21-34.

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212. Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession. (2015). Spierdijk, Laura ; Umar, Zaghum.
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:79:y:2015:i:c:p:1-37.

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213. Determinants of bank interest margins: Impact of maturity transformation. (2015). Memmel, Christoph ; Ruprecht, Benedikt ; Entrop, Oliver ; Wilkens, Marco.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:54:y:2015:i:c:p:1-19.

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214. Equity volatility as a determinant of future term-structure volatility. (2015). Connolly, Robert ; Bansal, Naresh ; Stivers, Chris .
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:25:y:2015:i:c:p:33-51.

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215. Macro variables and the components of stock returns. (2015). Maio, Paulo ; Philip, Dennis.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:33:y:2015:i:c:p:287-308.

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216. Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas. (2015). Tiwari, Aviral ; Jammazi, Rania ; Moya, Pablo ; Ferrer, Roman ; Kr, Aviral .
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:33:y:2015:i:c:p:74-93.

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217. Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela .
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:31:y:2015:i:c:p:311-329.

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218. What factors drive the price–rent ratio for the housing market? A modified present-value analysis. (2015). Morley, James ; Kishor, N.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:58:y:2015:i:c:p:235-249.

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219. Disaster Risk and Preference Shifts in a New Keynesian Model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène.
     In: Working Papers.
     RePEc:cii:cepidt:2015-16.

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220. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
     In: Discussion Papers.
     RePEc:cfm:wpaper:1514.

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221. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
     In: Bank of England working papers.
     RePEc:boe:boeewp:0534.

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222. Financial Aspects of Business Cycles: An Analysis of Balance Sheet Adjustments of U.S. Nonfinancial Enterprises over the Twentieth Century. (2014). Krainer, Robert E..
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:46:y:2014:i:2-3:p:371-407.

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223. Stable lexicographic rules for shortest path games. (2014). Trudeau, Christian ; Startz, Richard ; Bahel, Eric.
     In: Working Papers.
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224. Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach. (2014). Benlagha, Noureddine.
     In: Applied Economics.
     RePEc:taf:applec:v:46:y:2014:i:31:p:3849-3860.

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225. What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach. (2014). Morley, James ; Kishor, N.
     In: Discussion Papers.
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226. The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns?. (2014). Nitschka, Thomas.
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227. What News Drive Variation in Swiss and US Bond and Stock Excess Returns?. (2014). Nitschka, Thomas.
     In: Swiss Journal of Economics and Statistics (SJES).
     RePEc:ses:arsjes:2014-ii-2.

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228. Monetary Policy Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
     In: 2014 Meeting Papers.
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229. The Equity-like Behaviour of Sovereign Bonds. (2014). Dufour, Alfonso ; Stancu, Andrei ; Varotto, Simone.
     In: ICMA Centre Discussion Papers in Finance.
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230. Stock Price, Real Riskless Interest Rate and Learning. (2014). Zhang, Tongbin.
     In: MPRA Paper.
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231. Another Look at the Stock Return Response to Monetary Policy Actions. (2014). Maio, Paulo.
     In: Review of Finance.
     RePEc:oup:revfin:v:18:y:2014:i:1:p:321-371..

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232. On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jae Won ; Whitelaw, Robert F. ; Richardson, Matthew P..
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233. Macroeconomic Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
     In: NBER Working Papers.
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234. Expectations of Returns and Expected Returns. (2014). Shleifer, Andrei ; Greenwood, Robin Marc .
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235. Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification. (2014). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Aijun .
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236. Complexity and endogenous instability. (2014). Al-Suwailem, Sami .
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:30:y:2014:i:c:p:393-410.

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237. Determining what drives stock returns: Proper inference is crucial: Evidence from the UK. (2014). Wohar, Mark ; Ma, Jun.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:33:y:2014:i:c:p:371-390.

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238. Oil shocks, stock market prices, and the U.S. dividend yield decomposition. (2014). Chortareas, Georgios ; Noikokyris, Emmanouil .
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:29:y:2014:i:c:p:639-649.

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239. Housing market volatility in the OECD area: Evidence from VAR based return decompositions. (2014). Pedersen, Thomas ; Engsted, Tom.
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:42:y:2014:i:c:p:91-103.

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240. Investor induced contagion during the banking and European sovereign debt crisis of 2007–2012: Wealth effect or portfolio rebalancing?. (2014). Petmezas, Dimitris ; Santamaria, Daniel .
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:49:y:2014:i:pb:p:401-424.

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241. Cross-asset contagion in times of stress. (2014). Papavassiliou, Vassilios.
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:76:y:2014:i:c:p:133-139.

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242. Corporate bond returns and the financial crisis. (2014). Ozel, Bugra N. ; Hughes, John S. ; Aboody, David.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:40:y:2014:i:c:p:42-53.

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243. Equity prices and financial globalization. (2014). Jinjarak, Yothin.
     In: International Review of Financial Analysis.
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244. Volatility Transmission between Bond and Stock Markets: Case of Emerging Financial Markets. (2014). SAADAOUI, Amir ; Boujelbene, Younes.
     In: Acta Universitatis Danubius. OEconomica.
     RePEc:dug:actaec:y:2014:i:6:p:84-98.

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245. Speculative Asset Prices (Nobel Prize Lecture). (2014). Shiller, Robert.
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246. Aggregate Earnings and Corporate Bond Markets. (2014). GKOUGKOUSI, XANTHI .
     In: Journal of Accounting Research.
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247. Good News and Bad News about Firm-Level Stock Returns of Internationally Exposed Firms. (2014). Giaccotto, Carmelo ; Krapl, Alain .
     In: International Review of Finance.
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248. Speculative Asset Prices. (2014). Shiller, Robert.
     In: American Economic Review.
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249. Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification. (2014). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun .
     In: CREATES Research Papers.
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250. Does Terrorism Affect the Stock?Bond Covariance? Evidence from European Countries. (2013). Papadamou, Stephanos ; Kollias, Christos ; Arvanitis, Vangelis .
     In: Southern Economic Journal.
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251. Monetary Policy Effects on Long-term Rates and Stock Prices. (2013). Reynard, Samuel ; Ranaldo, Angelo.
     In: Working Papers on Finance.
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252. Symposium - Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries. (2013). Papadamou, Stephanos ; Kollias, Christos ; Arvanitis, Vangelis .
     In: Southern Economic Journal.
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253. Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS. (2013). Zhang, Dongxiang ; Wang, Juan.
     In: Journal for Economic Forecasting.
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254. Expectations of Returns and Expected Returns. (2013). Shleifer, Andrei ; Greenwood, Robin.
     In: NBER Working Papers.
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255. Macroeconomic determinants of European stock and government bond relations: a tale of two regions. (2013). Vermeulen, Wessel ; Perego, Erica.
     In: CREA Discussion Paper Series.
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256. Does Inflation Illusion Explain the Relation between REITs and Inflation?. (2013). Hong, Gwangheon ; Lee, Bong .
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:47:y:2013:i:1:p:123-151.

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257. The reaction of international stock markets to Federal Reserve policy. (2013). Zhu, Xiaoneng ; Wang, Jing.
     In: Financial Markets and Portfolio Management.
     RePEc:kap:fmktpm:v:27:y:2013:i:1:p:1-30.

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258. Intertemporal CAPM with Conditioning Variables. (2013). Maio, Paulo.
     In: Management Science.
     RePEc:inm:ormnsc:v:59:y:2013:i:1:p:122-141.

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259. Analyzing determinants of bond yield spreads with Bayesian Model Averaging. (2013). Molchanov, Alexander ; Maltritz, Dominik .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:37:y:2013:i:12:p:5275-5284.

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260. Return decomposition and the Intertemporal CAPM. (2013). Maio, Paulo.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:37:y:2013:i:12:p:4958-4972.

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261. Stock market reaction to fed funds rate surprises: State dependence and the financial crisis. (2013). Saggu, Aman ; MacDonald, Ronald ; Kontonikas, Alexandros.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:37:y:2013:i:11:p:4025-4037.

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262. The dynamic interactions among the stock, bond and insurance markets. (2013). Lee, Chien-Chiang ; Huang, Wei-Ling ; Yin, Chun-Hao .
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:26:y:2013:i:c:p:28-52.

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263. Macroeconomic determinants of European stock and government bond correlations: A tale of two regions. (2013). Vermeulen, Wessel ; PEREGO, Erica R..
     In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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264. Can federal reserve policy deviation explain response patterns of financial markets over time?. (2013). Wang, Cindy Shin-huei ; pan, zheyao.
     In: CORE Discussion Papers.
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265. Fundamentals or Managerial Discretion? The Relationship between Accrual Variability and Future Stock Return Volatility. (2013). Walter, Terry ; Taylor, Stephen ; Shan, Yaowen.
     In: Abacus.
     RePEc:bla:abacus:v:49:y:2013:i:4:p:441-475.

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266. The Impact of unexpected changes in the benchmark rate on the Brazilian stock market. (2013). Oliveira, Fernando ; de Oliveira, Fernando Nascimento ; Alexandre Romaguera Rodrigues da Costa, .
     In: Brazilian Business Review.
     RePEc:bbz:fcpbbr:v:10:y:2013:i:3:p:53-81.

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267. Housing market volatility in the OECD area: Evidence from VAR based return decompositions. (2013). Pedersen, Thomas ; Engsted, Tom.
     In: CREATES Research Papers.
     RePEc:aah:create:2013-04.

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268. Identifying time variability in stock and interest rate dependence. (2012). Lindemann, Jens ; Stein, Michael ; Islami, Mevlud.
     In: Discussion Papers.
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269. Determinants of bank interest margins: Impact of maturity transformation. (2012). Memmel, Christoph ; Ruprecht, Benedikt ; Entrop, Oliver ; Wilkens, Marco.
     In: Discussion Papers.
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270. Credit risk dynamics in response to changes in the federal funds target: The implication for firm short?term debt. (2012). Dunbar, Kwamie ; Amin, Abu S.
     In: Review of Financial Economics.
     RePEc:wly:revfec:v:21:y:2012:i:3:p:141-152.

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271. Complexity and Endogenous Instability. (2012). Al-Suwailem, Sami .
     In: ASSRU Discussion Papers.
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272. Comovement between stock and bond markets and the ‘flight-to-quality’ during financial market turmoil – a case of the Eurozone countries most affected by the sovereign debt crisis of 2010–2011. (2012). Dajcman, Silvo.
     In: Applied Economics Letters.
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273. Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns. (2012). Thomadakis, Apostolos.
     In: School of Economics Discussion Papers.
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274. Relationship between Consumer Price Index (CPI) and Government Bonds. (2012). Subhani, Muhammad ; Osman, Amber.
     In: MPRA Paper.
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275. Information Environment and Equity Risk Premium Volatility Around the World. (2012). Zhang, Bohui ; Lau, Sie Ting.
     In: Management Science.
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276. Dividend Smoothing and Predictability. (2012). priestley, richard ; chen, long ; Da, Zhi.
     In: Management Science.
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277. Inflation-Hedging Portfolios : Economic Regimes Matter. (2012). Signori, Ombretta ; Briere, Marie.
     In: Post-Print.
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278. International capital flows, the domestic employment and wages: Perspective from Chinas different provinces. (2012). Zhang, Zhichao ; Li, Wei.
     In: China Finance Review International.
     RePEc:eme:cfripp:v:2:y:2012:i:3:p:286-310.

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279. An empirical analysis of dynamic relationship between stock market and bond market based on information shocks. (2012). Chen, Daolun ; Gong, Yuting .
     In: China Finance Review International.
     RePEc:eme:cfripp:v:2:y:2012:i:3:p:265-285.

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280. Diversification revisited. (2012). Simkins, Betty ; Lee, Allissa ; Kemper, Kris .
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:26:y:2012:i:2:p:304-316.

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281. Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt. (2012). Dunbar, Kwamie ; Amin, Abu.
     In: Review of Financial Economics.
     RePEc:eee:revfin:v:21:y:2012:i:3:p:141-152.

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282. The predictability of aggregate Japanese stock returns: Implications of dividend yield. (2012). Chen, Sichong.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:22:y:2012:i:1:p:284-304.

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283. A wavelet based investigation of long memory in stock returns. (2012). Tan, Pei Pei ; Maharaj, Elizabeth ; Galagedera, Don ; Galagedera, Don U. A., .
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:391:y:2012:i:7:p:2330-2341.

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284. What does futures market interest tell us about the macroeconomy and asset prices?. (2012). Yogo, Motohiro ; Hong, Harrison.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:105:y:2012:i:3:p:473-490.

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285. Variance bounds on the permanent and transitory components of stochastic discount factors. (2012). Chabi-Yo, Fousseni ; Bakshi, Gurdip .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:105:y:2012:i:1:p:191-208.

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286. Pitfalls in VAR based return decompositions: A clarification. (2012). Pedersen, Thomas ; Engsted, Tom ; Tanggaard, Carsten .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:5:p:1255-1265.

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287. Bond risk, bond return volatility, and the term structure of interest rates. (2012). Viceira, Luis.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:28:y:2012:i:1:p:97-117.

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288. The impact of monetary policy decisions on stock returns: Evidence from Thailand. (2012). Vithessonthi, Chaiporn ; Techarongrojwong, Yaowaluk .
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:22:y:2012:i:3:p:487-507.

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289. A variance decomposition of index-linked bond returns. (2012). Breedon, Francis.
     In: Economics Letters.
     RePEc:eee:ecolet:v:116:y:2012:i:1:p:49-51.

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290. Inflation-Hedging Portfolios : Economic Regimes Matter. (2012). Briere, Marie ; Signori, Ombretta.
     In: Economics Papers from University Paris Dauphine.
     RePEc:dau:papers:123456789/9296.

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291. Government intervention and institutional trading strategy : Evidence from a transition country. (2012). HASAN, IFTEKHAR ; Yao, YI ; Liu, Zhiyuan ; Yang, Rong.
     In: BOFIT Discussion Papers.
     RePEc:bof:bofitp:2012_009.

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292. Detecting asset price bubbles with time-series methods. (2012). Taipalus, Katja.
     In: Scientific Monographs.
     RePEc:bof:bofism:2012_047.

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293. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2011). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
     In: Journal of Applied Econometrics.
     RePEc:wly:japmet:v:26:y:2011:i:6:p:948-974.

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294. Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?. (2011). Kuttner, Kenneth.
     In: Department of Economics Working Papers.
     RePEc:wil:wileco:2011-04.

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295. Stock and bond market interactions with two regime shifts: evidence from Turkey. (2011). kahyaoglu, hakan ; Cagli, Efe ; Evrim-Mandaci, Pinar .
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:21:y:2011:i:18:p:1355-1368.

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296. The Forward Premium Puzzle in a Two-Country World. (2011). Martin, Ian.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:17564.

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297. Discount Rates. (2011). Cochrane, John.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:16972.

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298. Utilizing financial market information in forecasting real growth, inflation and real exchange rate. (2011). Korhonen, Marko ; Junttila, Juha.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:20:y:2011:i:2:p:281-301.

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299. Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios. (2011). Panayotov, George ; Bakshi, Gurdip ; Skoulakis, Georgios .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:100:y:2011:i:3:p:475-495.

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300. The reaction of stock returns to unexpected increases in the federal funds rate target. (2011). Tsai, Chun-Li.
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:63:y::i:2:p:121-138.

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301. Treasury Bond risk and return, the implications for the hedging of consumption and lessons for asset pricing. (2011). Pilotte, Eugene A. ; Michelfelder, Richard A..
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:63:y:2011:i:6:p:582-604.

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302. The reaction of stock returns to unexpected increases in the federal funds rate target. (2011). Tsai, Chun-Li.
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:63:y:2011:i:2:p:121-138.

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303. House prices, non-fundamental components and interstate spillovers: The Australian experience. (2011). Costello, Greg ; Fraser, Patricia ; Groenewold, Nicolaas.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:35:y:2011:i:3:p:653-669.

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304. International fund investment and local market returns. (2011). Zheng, Huanhuan ; Wongswan, Jon ; Jinjarak, Yothin.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:35:y:2011:i:3:p:572-587.

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305. Detecting time-variation in corporate bond index returns: A smooth transition regression model. (2011). Chen, Louisa ; Maringer, Dietmar .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:35:y:2011:i:1:p:95-103.

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306. Understanding liquidity and credit risks in the financial crisis. (2011). Potter, Simon ; Koop, Gary ; Gefang, Deborah.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:18:y:2011:i:5:p:903-914.

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307. The economic value of range-based covariance between stock and bond returns with dynamic copulas. (2011). Wu, Chih-Chiang ; Liang, Shin-Shun .
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:18:y:2011:i:4:p:711-727.

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308. Size, book-to-market ratio and macroeconomic news. (2011). Cenesizoglu, Tolga.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:18:y:2011:i:2:p:248-270.

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309. Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Chabi-Yo, Fousseni ; Bakshi, Gurdip .
     In: Working Paper Series.
     RePEc:ecl:ohidic:2011-11.

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310. Inflation-hedging Portfolios in Different Regimes. (2011). Briere, Marie ; Signori, Ombretta.
     In: Economics Papers from University Paris Dauphine.
     RePEc:dau:papers:123456789/7744.

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311. Scattered Trust - Did the 2007-08 financial crisis change risk perceptions?. (2011). Gehrig, Thomas ; Füss, Roland ; Rindler, Philipp B ; Fuss, Roland ; ROLAND FÜSS, .
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:8714.

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312. Inflation hedging portfolios in different regimes. (2011). Briere, Marie ; Signori, Ombretta.
     In: BIS Papers chapters.
     RePEc:bis:bisbpc:58-08.

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313. Alternative investments: return driving actors. (2011). Marcato, Gianluca ; Elliott, Keith .
     In: ERES.
     RePEc:arz:wpaper:eres2011_151.

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314. An empirical analysis of the relationship between US monetary policy and international asset prices. (2010). Herwartz, Helmut ; Morales-Arias, Leonardo .
     In: Kiel Working Papers.
     RePEc:zbw:ifwkwp:1581.

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315. The reaction of the WIG stock market index to changes in the interest rates on bank deposits. (2010). Szczepanska-Przekota, Anna .
     In: Operations Research and Decisions.
     RePEc:wut:journl:v:1:y:2010:p:97-110.

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316. A historical examination of optimal real return portfolios for non?US investors. (2010). Chincarini, Ludwig ; Bruno, Salvatore.
     In: Review of Financial Economics.
     RePEc:wly:revfec:v:19:y:2010:i:4:p:161-178.

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317. Inflation and Stock Prices: No Illusion. (2010). Wei, Chao.
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:42:y:2010:i:2-3:p:325-345.

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318. The determinants of increasing equity market comovement: economic or financial integration?. (2010). Baele, Lieven ; Soriano, Pilar.
     In: Review of World Economics (Weltwirtschaftliches Archiv).
     RePEc:spr:weltar:v:146:y:2010:i:3:p:573-589.

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319. Flight to Liquidity and Global Equity Returns. (2010). Sarkissian, Sergei ; Goyenko, Ruslan .
     In: MPRA Paper.
     RePEc:pra:mprapa:27546.

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320. Linearity and stationarity of G7 government bond returns. (2010). Wong, Wing-Keung ; Liew, Venus ; Qiao, Zhuo.
     In: MPRA Paper.
     RePEc:pra:mprapa:24836.

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321. Dynamic linkages between monetary policy and the stock market. (2010). Laopodis, Nikiforos.
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:35:y:2010:i:3:p:271-293.

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322. Indexed bonds and revisions of inflation expectations. (2010). Reschreiter, Andreas.
     In: Annals of Finance.
     RePEc:kap:annfin:v:6:y:2010:i:4:p:537-554.

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323. Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence. (2010). Yang, Jian ; Wang, Zijun ; Zhou, Yinggang .
     In: Management Science.
     RePEc:inm:ormnsc:v:56:y:2010:i:11:p:2031-2049.

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324. Stock-bond co-movements and cross-country linkages. (2010). Baur, Dirk.
     In: International Journal of Banking, Accounting and Finance.
     RePEc:ids:injbaf:v:2:y:2010:i:2:p:111-129.

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325. Stock and Bond Relationships in Asia. (2010). Johansson, Anders.
     In: Working Paper Series.
     RePEc:hhs:hacerc:2010-014.

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326. Greed, financial innovation or laxity of regulation?: A close look into the 2007-2009 financial crisis and stock market volatility. (2010). Mazumder, M. Imtiaz ; Ahmad, Nazneen .
     In: Studies in Economics and Finance.
     RePEc:eme:sefpps:v:27:y:2010:i:2:p:110-134.

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327. A historical examination of optimal real return portfolios for non-US investors. (2010). Chincarini, Ludwig ; Bruno, Salvatore .
     In: Review of Financial Economics.
     RePEc:eee:revfin:v:19:y:2010:i:4:p:161-178.

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328. Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis. (2010). Lee, BongSoo .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:34:y:2010:i:6:p:1257-1273.

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329. The role of country, regional and global market risks in the dynamics of Latin American yield spreads. (2010). Schenk-Hoppé, Klaus ; Audzeyeva, Alena ; Schenk-Hoppe, Klaus Reiner.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:20:y:2010:i:4:p:404-422.

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330. How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange. (2010). Alquist, Ron.
     In: Journal of International Economics.
     RePEc:eee:inecon:v:82:y:2010:i:2:p:219-229.

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331. Stock and bond returns with Moody Investors. (2010). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:17:y:2010:i:5:p:867-894.

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332. Takeover risk and the correlation between stocks and bonds. (2010). Wald, John K. ; Mansi, Sattar A. ; Bhanot, Karan.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:17:y:2010:i:3:p:381-393.

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333. European sovereign bond spreads: monetary unification, market conditions and financial integration.. (2010). Migiakis, Petros ; Georgoutsos, Dimitris.
     In: Working Papers.
     RePEc:bog:wpaper:115.

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334. The Reaction of Real Estate-Related Industries to the Monetary Policy Actions. (2010). Majbouri, Mahdi ; Goukasian, Levon.
     In: Real Estate Economics.
     RePEc:bla:reesec:v:38:y:2010:i:2:p:355-398.

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335. Dividend predictability around the world. (2010). Schrimpf, Andreas ; Schmeling, Maik ; Rangvid, Jesper .
     In: CREATES Research Papers.
     RePEc:aah:create:2010-03.

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336. Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets. (2009). McAleer, Michael ; Hakim, Abdul.
     In: CIRJE F-Series.
     RePEc:tky:fseres:2009cf663.

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337. Cash-flow news, market liquidity and liquidity risk. (2009). Chen, Shieh-Liang ; Hsu, Yun-Sheng ; Lin, Yi-Mien.
     In: Applied Economics.
     RePEc:taf:applec:v:41:y:2009:i:9:p:1137-1156.

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338. The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006. (2009). Kanas, Angelos.
     In: Journal of Economics and Finance.
     RePEc:spr:jecfin:v:33:y:2009:i:2:p:111-127.

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339. Inflation-hedging portfolios in Different Regimes. (2009). Signori, Ombretta ; Brière, Marie ; Briere, Marie.
     In: Working Papers CEB.
     RePEc:sol:wpaper:09-047.

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340. Relationship between Consumer Price Index (CPI) and Government Bonds. (2009). Subhani, Muhammad ; Subhani, Dr. Muhammad Imtiaz, .
     In: MPRA Paper.
     RePEc:pra:mprapa:36161.

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341. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:15260.

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342. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:14701.

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343. Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective. (2009). Wohar, Mark ; Balke, Nathan.
     In: Journal of Applied Econometrics.
     RePEc:jae:japmet:v:24:y:2009:i:1:p:35-75.

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344. Fundamentals, Macroeconomic Announcements and Asset Prices. (2009). Belgacem, Aymen.
     In: Working Papers.
     RePEc:hal:wpaper:hal-04140878.

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345. Inflation and the stock market: Understanding the “Fed Model”. (2009). Engstrom, Eric ; Bekaert, Geert.
     In: Proceedings.
     RePEc:fip:fedfpr:y:2009:i:jan:x:3.

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346. What moves housing markets: A variance decomposition of the rent-price ratio. (2009). Davis, Morris ; Gallin, Joshua ; Campbell, Sean D. ; Martin, Robert F..
     In: Journal of Urban Economics.
     RePEc:eee:juecon:v:66:y:2009:i:2:p:90-102.

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347. On the reversal of return and dividend growth predictability: A tale of two periods. (2009). Chen, Long.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:92:y:2009:i:1:p:128-151.

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348. News and the cross-section of expected corporate bond returns. (2009). Abhyankar, Abhay ; Gonzalez, Angelica .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:33:y:2009:i:6:p:996-1004.

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349. Time-varying market integration and stock and bond return concordance in emerging markets. (2009). Wu, Eliza ; Panchenko, Valentyn.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:33:y:2009:i:6:p:1014-1021.

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350. The cross-market information content of stock and bond order flow. (2009). Underwood, Shane .
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:12:y:2009:i:2:p:268-289.

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351. Fundamentals, Macroeconomic Announcements and Asset Prices. (2009). Belgacem, Aymen.
     In: EconomiX Working Papers.
     RePEc:drm:wpaper:2009-16.

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352. Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets. (2009). McAleer, Michael ; Hakim, Abdul.
     In: CARF F-Series.
     RePEc:cfi:fseres:cf170.

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353. Benchmark bonds interactions under regime shifts. (2009). Migiakis, Petros ; Georgoutsos, Dimitris.
     In: Working Papers.
     RePEc:bog:wpaper:103.

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354. Aggregate Earnings and Asset Prices. (2009). Ball, Ray ; Sadka, Gil.
     In: Journal of Accounting Research.
     RePEc:bla:joares:v:47:y:2009:i:5:p:1097-1133.

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355. Relationship between Consumer Price Index (CPI) and Government Bonds. (2009). Osman, Amber ; Panjwani, Kiran ; Subhani, Muhammad Imtiaz .
     In: South Asian Journal of Management Sciences (SAJMS), Iqra University.
     RePEc:ajm:journl:v:3:y:2009:i:1:p:11-14.

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356. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Tamazian, Artur ; Chousa, Juan Pieiro ; Melikyan, Davit N..
     In: William Davidson Institute Working Papers Series.
     RePEc:wdi:papers:2008-916.

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357. The Impact of the FOMCs Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox. (2008). Dunbar, Kwamie.
     In: Working papers.
     RePEc:uct:uconnp:2008-05.

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358. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2008). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
     In: 2008 Meeting Papers.
     RePEc:red:sed008:355.

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359. Predictive Systems: Living with Imperfect Predictors. (2008). Stambaugh, Robert ; Pastor, Lubos.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:13804.

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360. The dynamics among G7 government bond and equity markets and the implications for international capital market diversification. (2008). Smith, Kenneth L. ; Swanson, Peggy E..
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:22:y:2008:i:2:p:222-245.

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361. Information asymmetry, information dissemination and the effect of regulation FD on the cost of capital. (2008). Harford, Jarrad ; Han, XI ; Young, Lance ; Duarte, Jefferson.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:87:y:2008:i:1:p:24-44.

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362. Does firm value move too much to be justified by subsequent changes in cash flow. (2008). Yogo, Motohiro ; Larrain, Borja.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:87:y:2008:i:1:p:200-226.

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363. Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies. (2008). Wu, Liuren ; Bakshi, Gurdip ; Carr, Peter.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:87:y:2008:i:1:p:132-156.

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364. Are accruals mispriced Evidence from tests of an Intertemporal Capital Asset Pricing Model. (2008). Khan, Mozaffar.
     In: Journal of Accounting and Economics.
     RePEc:eee:jaecon:v:45:y:2008:i:1:p:55-77.

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365. Sovereign credit ratings, capital flows and financial sector development in emerging markets. (2008). Wu, Eliza ; Kim, Suk-Joong.
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:9:y:2008:i:1:p:17-39.

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366. Exploring the driving force and price adjustment of the J-REIT market. (2008). .
     In: Economics Bulletin.
     RePEc:ebl:ecbull:v:7:y:2008:i:4:p:1-9.

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367. Exploring the driving force and price adjustment of the J-REIT market. (2008). Chen, Sichong.
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-07g10019.

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368. The Consumption-Wealth Ratio under Asymmetric Adjustment. (2008). Gabriel, Vasco ; Bação, Pedro ; Alexandre, Fernando ; Bao, Pedro.
     In: Studies in Nonlinear Dynamics & Econometrics.
     RePEc:bpj:sndecm:v:12:y:2008:i:4:n:3.

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369. Macroeconomic Determinants of the Term Structure of Corporate Spreads. (2008). Yang, Jun.
     In: Staff Working Papers.
     RePEc:bca:bocawp:08-29.

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370. Forecasting the macroeconomy with contemporaneous financial market information: Europe and the United States. (2007). Junttila, Juha.
     In: Review of Financial Economics.
     RePEc:wly:revfec:v:16:y:2007:i:2:p:149-175.

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371. Inflation and Stock Prices: No Illusion. (2007). Wei, Chao.
     In: 2007 Meeting Papers.
     RePEc:red:sed007:565.

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372. What moves the primary stock and bond markets? Influence of macroeconomic factors on bond and equity issues in Malaysia and Korea. (2007). Ameer, Rashid.
     In: MPRA Paper.
     RePEc:pra:mprapa:19656.

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373. Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?. (2007). Yogo, Motohiro ; Larrain, Borja.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12847.

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374. Predictive Systems: Living with Imperfect Predictors. (2007). Stambaugh, Robert ; Pastor, Lubos.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12814.

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375. Equilibrium Yield Curves. (2007). Schneider, Martin ; Monika Piazzesi, Martin Schneider, .
     In: NBER Chapters.
     RePEc:nbr:nberch:11182.

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376. The determinants of stock and bond return comovements. (2007). Inghelbrecht, Koen ; Bekaert, Geert.
     In: Working Paper Research.
     RePEc:nbb:reswpp:200711-27.

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377. Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities. (2007). Spencer, Peter ; Kizys, Renatas.
     In: Money Macro and Finance (MMF) Research Group Conference 2006.
     RePEc:mmf:mmfc06:140.

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378. Forecasting the macroeconomy with contemporaneous financial market information: Europe and the United States. (2007). Junttila, Juha.
     In: Review of Financial Economics.
     RePEc:eee:revfin:v:16:y:2007:i:2:p:149-175.

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379. Does sovereign debt ratings news spill over to international stock markets?. (2007). Ferreira, Miguel ; Gama, Paulo M..
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:31:y:2007:i:10:p:3162-3182.

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380. On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis. (2007). In, Francis ; Kim, Sangbae.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:17:y:2007:i:2:p:167-179.

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381. Volatility and correlation in international stock markets and the role of exchange rate fluctuations. (2007). Mun, Kyung-Chun .
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:17:y:2007:i:1:p:25-41.

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382. Commonality in the time-variation of stock-stock and stock-bond return comovements. (2007). Connolly, Robert ; Stivers, Chris ; Sun, Licheng.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:10:y:2007:i:2:p:192-218.

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383. Volatility in stock returns for new EU member states: Markov regime switching model. (2007). Wang, Ping ; Moore, Tomoe.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:16:y:2007:i:3:p:282-292.

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384. The comovement of US and German bond markets. (2007). Tanggaard, Carsten ; Engsted, Tom.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:16:y:2007:i:2:p:172-182.

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385. What Drives Corporate Bond Market Betas?. (2007). Abhyankar, Abhay ; Gonzalez, Angelica .
     In: ESE Discussion Papers.
     RePEc:edn:esedps:157.

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386. Predictive Systems: Living with Imperfect Predictors. (2007). Stambaugh, Robert ; Pastor, Lubos.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:6076.

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387. Inflation Compensation and Inflation Expectations in Chile. (2007). Larrain, Mauricio.
     In: Working Papers Central Bank of Chile.
     RePEc:chb:bcchwp:421.

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388. Understanding Stock Price Volatility: The Role of Earnings. (2007). Sadka, Gil.
     In: Journal of Accounting Research.
     RePEc:bla:joares:v:45:y:2007:i:1:p:199-228.

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389. The Importance of Cash-Flow News for Financially Distressed Firms. (2007). Eisdorfer, Assaf .
     In: Financial Management.
     RePEc:bla:finmgt:v:36:y:2007:i:3:p:33-48.

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390. A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate. (2007). Yang, Jun ; Chabi-Yo, Fousseni.
     In: Staff Working Papers.
     RePEc:bca:bocawp:07-21.

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391. What Drives Stock Prices? Identifying the Determinants of Stock Price Movements. (2006). Wohar, Mark E ; Balke, Nathan S.
     In: Southern Economic Journal.
     RePEc:wly:soecon:v:73:y:2006:i:1:p:55-78.

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392. Price Linkages between Stock, Bond and Housing Markets - Evidence from Finnish Data. (2006). Oikarinen, Elias.
     In: Discussion Papers.
     RePEc:rif:dpaper:1004.

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393. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12247.

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394. Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital. (2006). Pastor, Lubos ; Swaminathan, Bhaskaran ; Sinha, Meenakshi.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:11941.

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395. The Informational Efficiency of the Equity Market As Compared to the Syndicated Bank Loan Market. (2006). Allen, Linda ; Gottesman, Aron.
     In: Journal of Financial Services Research.
     RePEc:kap:jfsres:v:30:y:2006:i:1:p:5-42.

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396. Indexed Bonds and Revisions of Inflation Expectations. (2006). Reschreiter, Andreas.
     In: Economics Series.
     RePEc:ihs:ihsesp:199.

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397. Asset allocation under multivariate regime switching. (2006). Guidolin, Massimo ; Timmerman, Allan.
     In: Working Papers.
     RePEc:fip:fedlwp:2005-002.

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398. A trend and variance decomposition of the rent-price ratio in housing markets. (2006). Martin, Robert ; Davis, Morris ; Gallin, Joshua ; Campbell, Sean D..
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2006-29.

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399. What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements. (2006). Weigel, Diana Diaz ; Gemmill, Gordon.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:25:y:2006:i:3:p:476-502.

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400. Evolution of international stock and bond market integration: Influence of the European Monetary Union. (2006). Wu, Eliza ; Kim, Suk-Joong ; Moshirian, Fariborz .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:30:y:2006:i:5:p:1507-1534.

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401. International stock-bond correlations in a simple affine asset pricing model. (2006). d'Addona, Stefano ; Kind, Axel H..
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:30:y:2006:i:10:p:2747-2765.

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402. Pricing and hedging guaranteed returns on mix funds. (2006). Post, B. A. ; Vd Kamp, A. A., ; Vellekoop, M. H..
     In: Insurance: Mathematics and Economics.
     RePEc:eee:insuma:v:38:y:2006:i:3:p:585-598.

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403. An unobserved component model of asset pricing across financial markets. (2006). Joutz, Fred ; Cowan, Adrian M..
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:15:y:2006:i:1:p:86-107.

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404. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:5951.

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405. The information content of the Bond-Equity Yield Ratio: better than a random walk?. (2006). PETITJEAN, Mikael ; Giot, Pierre.
     In: CORE Discussion Papers.
     RePEc:cor:louvco:2006089.

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406. The Information Contained in Forward Rates Movements in Chile. (2006). Larrain, Mauricio.
     In: Working Papers Central Bank of Chile.
     RePEc:chb:bcchwp:386.

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407. Bubbles in the Finnish and US equities markets. (2006). Taipalus, Katja.
     In: Scientific Monographs.
     RePEc:bof:bofism:2006_035.

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408. International Stock-Bond Correlations in a Simple Affine Asset Pricing Model. (2005). d'Addona, Stefano ; Kind, Axel H..
     In: Finance.
     RePEc:wpa:wuwpfi:0502018.

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409. Optimal Time Interval Selection in Long-Run Correlation Estimation. (2005). Albuquerque, Pedro.
     In: Econometrics.
     RePEc:wpa:wuwpem:0511017.

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410. Testing for Latent Factors in Models with Autocorrelation and Heteroskedasticity of Unknown Form. (2005). Zemik, Petr ; Gilbert, Scott.
     In: Southern Economic Journal.
     RePEc:wly:soecon:v:72:y:2005:i:1:p:236-252.

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411. Explaining Returns with Cash-Flow Proxies. (2005). Hecht, Peter ; Vuolteenaho, Tuomo .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:11169.

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412. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:11166.

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413. Dynamics of Bond Market Integration between Existing And Accession EU Countries. (2005). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong.
     In: The Institute for International Integration Studies Discussion Paper Series.
     RePEc:iis:dispap:iiisdp025.

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414. Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte.
     In: Finance Research Group Working Papers.
     RePEc:hhb:aarbfi:2004-01.

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415. Uncovering the risk-return relation in the stock market. (2005). Guo, Hui.
     In: Working Papers.
     RePEc:fip:fedlwp:2001-001.

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416. A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability. (2005). Tanggaard, Carsten ; Engsted, Tom ; Belter, Klaus.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:19:y:2005:i:1:p:53-70.

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417. Volatility linkages across three major equity markets: A financial arbitrage approach. (2005). Paladino, Giovanna ; Cifarelli, Giulio.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:24:y:2005:i:3:p:413-439.

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418. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2005). Fratzscher, Marcel ; Ehrmann, Michael ; Rigobon, Roberto.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:2005452.

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419. Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio. (2005). PETITJEAN, Mikael ; Giot, Pierre.
     In: CORE Discussion Papers.
     RePEc:cor:louvco:2005010.

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420. Imperfect Information and Stock Market Volatility. (2005). Gerlach, Jeffrey R..
     In: The Financial Review.
     RePEc:bla:finrev:v:40:y:2005:i:2:p:173-194.

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421. The decomposition of US and Euro area stock and bond returns and their sensitivity to economic state variables. (2004). Valckx, Nico.
     In: The European Journal of Finance.
     RePEc:taf:eurjfi:v:10:y:2004:i:2:p:149-173.

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422. Fundamental share prices and aggregate real output. (2004). Groenewold, Nicolaas.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:14:y:2004:i:9:p:651-661.

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423. What Explains the Stock Markets Reaction to Federal Reserve Policy?. (2004). Kuttner, Kenneth ; Bernanke, Ben.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:10402.

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424. Inflation Illusion and Stock Prices. (2004). Campbell, John ; Vuolteenaho, Tuomo .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:10263.

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425. Risk factors of inflation-indexed and conventional government bonds and the APT. (2004). Reschreiter, Andreas.
     In: Money Macro and Finance (MMF) Research Group Conference 2003.
     RePEc:mmf:mmfc03:79.

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426. Inflation Illusion and Stock Prices. (2004). Campbell, John ; Vuolteenaho, Tuomo .
     In: Scholarly Articles.
     RePEc:hrv:faseco:3196090.

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427. Cash flows and discount rates, industry and country effects, and co-movement in stock returns. (2004). Wongswan, Jon ; Ammer, John.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:818.

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428. Quantitative monetary easing and risk in financial asset markets. (2004). Kimura, Takeshi ; Small, David .
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2004-57.

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429. What explains the stock markets reaction to Federal Reserve policy?. (2004). Kuttner, Kenneth ; Bernanke, Ben.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2004-16.

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430. The performance of economic tracking portfolios in an IT-intensive stock market. (2004). Junttila, Juha ; Kinnunen, Heli.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:44:y:2004:i:4:p:601-623.

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431. The impact of monetary policy candidness on Australian financial markets. (2004). Gasbarro, Dominic ; Monroe, Gary S..
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:14:y:2004:i:1:p:35-46.

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432. Do UK stock prices deviate from fundamentals?. (2004). Allen, David ; Allen, D. E, ; Yang, W.
     In: Mathematics and Computers in Simulation (MATCOM).
     RePEc:eee:matcom:v:64:y:2004:i:3:p:373-383.

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433. Expected returns, risk and the integration of international bond markets. (2004). priestley, richard ; Barr, David.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:23:y:2004:i:1:p:71-97.

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434. Conditional funding costs of inflation-indexed and conventional government bonds. (2004). Reschreiter, Andreas.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:28:y:2004:i:6:p:1299-1318.

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435. Time-varying excess returns on UK government bonds: A non-linear approach. (2004). Milas, Costas ; Lekkos, Ilias .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:28:y:2004:i:1:p:45-62.

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436. Investment and share prices: fundamental versus speculative components. (2004). Branston, Christopher B. ; Groenewold, Nicolaas.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:15:y:2004:i:2:p:199-226.

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437. Household Risk Management and Optimal Mortgage Choice. (2004). Campbell, John ; Cocco, Joao .
     In: Econometric Society 2004 North American Winter Meetings.
     RePEc:ecm:nawm04:646.

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438. Household Risk Management and Optimal Mortgage Choice. (2004). Campbell, John ; Cocco, Joao .
     In: Econometric Society 2004 North American Winter Meetings.
     RePEc:ecm:nawm04:632.

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439. Do Tests of Capital Structure Theory Mean What They Say?. (2004). Strebulaev, Ilya.
     In: Econometric Society 2004 North American Summer Meetings.
     RePEc:ecm:nasm04:646.

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440. Do Accruals Drive Firm‐Level Stock Returns? A Variance Decomposition Analysis. (2004). Callen, Jeffrey L. ; Segal, Dan.
     In: Journal of Accounting Research.
     RePEc:bla:joares:v:42:y:2004:i:3:p:527-560.

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441. Macroeconomic Factors and the Correlation of Stock and Bond Returns. (2003). Li, Lingfeng.
     In: Yale School of Management Working Papers.
     RePEc:ysm:somwrk:ysm328.

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442. Macroeconomic influences on optimal asset allocation. (2003). Flavin, Thomas ; Wickens, M R.
     In: Review of Financial Economics.
     RePEc:wly:revfec:v:12:y:2003:i:2:p:207-231.

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443. The Association between Changes in Interest Rates, Earnings, and Equity Values*. (2003). Penman, Stephen H ; Nissim, Doron .
     In: Contemporary Accounting Research.
     RePEc:wly:coacre:v:20:y:2003:i:4:p:775-804.

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444. On the Aggregation of Market and Credit Risks. (2003). Alexandra, Carol ; Pezier, Jacques .
     In: ICMA Centre Discussion Papers in Finance.
     RePEc:rdg:icmadp:icma-dp2003-13.

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445. Uncovering the Risk-Return Relation in the Stock Market. (2003). Guo, Hui.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:9927.

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446. Household Risk Management and Optimal Mortgage Choice. (2003). Campbell, John ; Cocco, Joao F..
     In: NBER Working Papers.
     RePEc:nbr:nberwo:9759.

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447. Household Risk Management and Optimal Mortgage Choice. (2003). Campbell, John ; Cocco, Joao .
     In: Scholarly Articles.
     RePEc:hrv:faseco:3157876.

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448. What explains the stock markets reaction to Federal Reserve policy?. (2003). Kuttner, Kenneth ; Bernanke, Ben.
     In: Staff Reports.
     RePEc:fip:fednsr:174.

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449. An empirical analysis of stock and bond market liquidity. (2003). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun .
     In: Staff Reports.
     RePEc:fip:fednsr:164.

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450. What explains the stock markets reaction to Federal Reserve policy?. (2003). Kuttner, Kenneth ; Bernanke, Ben.
     In: Proceedings.
     RePEc:fip:fedfpr:y:2003:i:mar:x:1.

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451. Macroeconomic influences on optimal asset allocation. (2003). Wickens, Michael ; Flavin, Thomas.
     In: Review of Financial Economics.
     RePEc:eee:revfin:v:12:y:2003:i:2:p:207-231.

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452. U.S. stock prices and macroeconomic fundamentals. (2003). Black, Angela ; Groenewold, Nicolaas ; Fraser, Patricia .
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:12:y:2003:i:3:p:345-367.

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453. Monetary policy and fixed income returns. (2003). Reilly, Frank K. ; Johnson, Robert R. ; Buetow, Gerald W. ; Jensen, Gerald R..
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:43:y:2003:i:1:p:133-146.

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454. Time-varying risk aversion and unexpected inflation. (2003). Wang, Kevin Q. ; Brandt, Michael W..
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:50:y:2003:i:7:p:1457-1498.

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455. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables. (2003). Piazzesi, Monika ; Ang, Andrew.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:50:y:2003:i:4:p:745-787.

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456. The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287.

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457. How big is the speculative component in Australian share prices?. (2003). Black, Angela ; Groenewold, Nicolaas ; Fraser, Patricia .
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:55:y:2003:i:2:p:177-195.

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458. Common asset pricing factors in volatilities and returns in futures markets. (2003). Siddique, Akhtar R..
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:27:y:2003:i:12:p:2347-2368.

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459. A Bayesian analysis of a variance decomposition for stock returns. (2003). Li, Kai ; Koop, Gary ; Hollifield, Burton.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:10:y:2003:i:5:p:583-601.

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460. Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing. (2003). Brennan, Michael ; Wang, Ashley W ; Xia, Yihong .
     In: University of California at Los Angeles, Anderson Graduate School of Management.
     RePEc:cdl:anderf:qt20r0j5t8.

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461. Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets. (2002). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
     In: Journal of Political Economy.
     RePEc:ucp:jpolec:v:110:y:2002:i:1:p:73-112.

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462. Long memory in stock returns: some international evidence. (2002). Henry, Ólan.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729.

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463. Household Risk Management and Optimal Mortgage Choice. (2002). Campbell, John ; Cocco, Joao F..
     In: Harvard Institute of Economic Research Working Papers.
     RePEc:fth:harver:1946.

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464. Stock market uncertainty and the relation between stock and bond returns. (2002). Stivers, Chris ; Sun, Licheng.
     In: FRB Atlanta Working Paper.
     RePEc:fip:fedawp:2002-3.

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465. Optimal Investment With Default Risk. (2002). Jin, Xiangrong ; Hou, Yuanfeng .
     In: FAME Research Paper Series.
     RePEc:fam:rpseri:rp46b.

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466. Measuring financial and economic integration with equity prices in emerging markets. (2002). Phylaktis, Kate ; Ravazzolo, Fabiola.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:21:y:2002:i:6:p:879-903.

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467. Budget deficits, inflation risk, and asset prices. (2002). Thorbecke, Willem.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:21:y:2002:i:4:p:539-553.

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468. A conditional multifactor analysis of return momentum. (2002). Wu, Xueping.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:26:y:2002:i:8:p:1675-1696.

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469. The effects of the introduction of the euro on the volatility of European stock markets. (2002). MORANA, CLAUDIO ; Beltratti, Andrea.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:26:y:2002:i:10:p:2047-2064.

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470. The relation between asset returns and inflation at short and long horizons. (2002). Tanggaard, Carsten ; Engsted, Tom.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:12:y:2002:i:2:p:101-118.

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471. Market efficiency, asset returns, and the size of the risk premium in global equity markets. (2002). Lundblad, Christian ; Bansal, Ravi.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:109:y:2002:i:2:p:195-237.

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472. Macroeconomic Influences on Optimal Asset Allocation. (2002). Wickens, Michael ; Flavin, Thomas.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:3144.

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473. What Drives Firm?Level Stock Returns?. (2002). Vuolteenaho, Tuomo .
     In: Journal of Finance.
     RePEc:bla:jfinan:v:57:y:2002:i:1:p:233-264.

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474. Corporate Bond Spreads and the Business Cycle. (2002). Zhang, Zhiwei.
     In: Staff Working Papers.
     RePEc:bca:bocawp:02-15.

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475. Credit Risk Diversification. (2001). Varotto, Simone.
     In: ICMA Centre Discussion Papers in Finance.
     RePEc:rdg:icmadp:icma-dp2001-07.

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476. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables. (2001). Piazzesi, Monika ; Ang, Andrew.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8363.

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477. What Drives Firm-Level Stock Returns?. (2001). Vuolteenaho, Tuomo .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8240.

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478. A Risk Management Approach to Optimal Asset Allocation. (2001). Wickens, Michael ; Flavin, Thomas.
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479. Low frequency movements in stock prices: a state space decomposition. (2001). Wohar, Mark ; Balke, Nathan.
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480. Explaining stock price movements: is there a case for fundamentals?. (2001). Wohar, Mark ; Balke, Nathan.
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481. Economic sources of asymmetric cross-correlation among stock returns. (2001). Yu, Chih-Hsien ; Wu, Chunchi.
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482. Living with the enemy: an analysis of foreign investment in the Japanese equity market. (2001). Mei, Jianping ; Hamao, Yasushi.
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483. The Danish stock and bond markets: comovement, return predictability and variance decomposition. (2001). Tanggaard, Carsten ; Engsted, Tom.
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484. Economic tracking portfolios. (2001). Lamont, Owen.
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485. Exchange rates, stock prices, and money markets: evidence from Singapore. (2001). Wu, Ying.
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486. The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors. (2001). Geske, Robert ; Delianedis, Gordon .
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487. Financial Deregulation and the Relationship Between the Economy and the Share Market in Australia. (2000). GROENEWOLD, N..
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488. Fundamental Share Prices and Aggregate Real Output. (2000). GROENEWOLD, N..
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489. Stock market integration and macroeconomic fundamentals: an empirical analysis, 1980-95. (2000). Dickinson, David G..
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490. Money, Interest Rates, and Exchange Rates with Endogenously Segmented Asset Markets. (2000). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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491. Money, interest rates, and exchange rates with endogenously segmented asset markets. (2000). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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492. Money, interest rates, and exchange rates with endogenously segmented markets. (2000). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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493. International bonds and the currency risk: How do macroshocks affect returns?. (2000). Sturges, David M..
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494. Stock prices and domestic and international macroeconomic activity: a cointegration approach. (2000). Strauss, Jack ; Nasseh, Ali Reza.
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495. Quantifying fluctuations in economic systems by adapting methods of statistical physics. (2000). Amaral, L. A. N., ; Plerou, V. ; Gopikrishnan, P. ; Stanley, H. E..
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496. Monetary Policy, Time-Varying Risk, and the Bond Market Debacle of 1994. (2000). Thorbecke, Willem.
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497. An analysis of the relationship between international bond markets. (2000). Clare, Andrew ; Lekkos, Ilias .
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498. Variance decomposition of stock returns and dividend imputation system. (1999). Wu, Ping X..
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499. Economic Tracking Portfolios. (1999). Lamont, Owen.
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500. Stock prices, expected returns, and inflation. (1999). Sharpe, Steven.
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501. Explaining movements in UK stock prices. (1999). Nitzsche, Dirk ; Hayes, Simon ; Cuthbertson, Keith.
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502. On Stock Market Returns and Monetary Policy. (1998). Thorbecke, Willem.
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503. Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?. (1998). Evans, Martin.
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504. A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests.. (1998). Wickens, Michael ; Tzavalis, Elias.
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505. Endogenous market statistics and security pricing:: An empirical investigation. (1998). Hwang, Chuan-Yang ; George, Thomas J..
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506. The Good News and the Bad News about Long-run Stock Market Returns. (1998). wright, stephen ; Robertson, Donald.
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507. Disinflationary Monetary Policy and the Distribution of Income. (1997). Thorbeck, Willem.
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508. Dynamic linkages and Granger causality between short-term US corporate bond and stock markets. (1997). Rahman, Matiur ; Mustafa, Muhammad .
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509. Disinflationary Monetary Policy and the Distribution of Income. (1997). Thorbecke, Willem.
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510. Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea. (1997). Mariano, Roberto.
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511. An examination of the impact of country risk on the international portfolio selection decision. (1997). Friedman, Joseph ; Rajan, Murli .
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512. Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices. (1996). Campbell, John ; Barr, David.
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513. Consumption and the Stock Market: Interpreting International Experience. (1996). Campbell, John.
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514. A Scorecard for Indexed Government Debt. (1996). Shiller, Robert ; Campbell, John.
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515. Macroeconomic state variables as determinants of asset price covariances. (1996). Ammer, John.
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516. Forecasting long- and short-horizon stock returns in a unified framework. (1996). ZHOU, CHUNSHENG.
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517. Stock market fluctuations and the term structure. (1996). ZHOU, CHUNSHENG.
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518. Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework. (1996). Zhou, Chunsheng.
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519. Stock Market Fluctuations and the Term Structure. (1996). Zhou, Chunsheng.
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520. How financial markets process money information: A re-examination of evidence using band spectrum regression. (1996). Balkan, Erol ; Erol, Umit .
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521. Firm-specific information and the correlation between individual stocks and bonds. (1996). Kwan, Simon.
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522. Asset pricing models with and without consumption data: An empirical evaluation. (1996). Kim, Dongcheol ; HARDOUVELIS, GIKAS ; Wizman, Thierry A..
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523. By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. (1995). Cochrane, John ; Campbell, John.
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524. On Stock Market Returns and Monetary Policy. (1995). Thorbecke, Willem.
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525. Cointegration Tests of Present Value Models with a Time-Varying Discount Factor.. (1995). Timmermann, Allan.
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526. Strategic returns to international diversification: an application to the equity markets of Europe, Japan, and North America. (1995). Mei, Jianping ; Ammer, John.
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527. Modeling long-term nominal interest rates. (1995). Fuhrer, Jeffrey.
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528. Stock returns and real activity: A structural approach. (1995). Canova, Fabio ; de Nicolo, Gianni.
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529. Strategic returns to international diversification: An application to the equity markets of Europe, Japan and North America. (1995). Mei, Jianping ; Ammer, John.
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530. Some Lessons from the Yield Curve. (1995). Campbell, John.
     In: Journal of Economic Perspectives.
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531. Implementing Option Pricing Models When Asset Returns Are Predictable. (1994). Lo, Andrew ; Wang, Jiang.
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532. Inflation, inflation risk, and stock returns. (1994). Ammer, John.
     In: International Finance Discussion Papers.
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533. Measuring international economic linkages with stock market data. (1993). Mei, Jianping ; Ammer, John.
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534. The fiscal root of inflation. (). Cochrane, John.
     In: Review of Economic Dynamics.
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535. Who Pays for Disinflation? Disinflationary Monetary Policy and the Distribution of Income. (). Thorbecke, Willem.
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