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Predictable Bond And Stock Returns In The United States And Japan: A Study Of Long-Term Market Integration

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Author Info

  • CAMPBELL, J.Y.
  • HAMAO, Y.

Abstract

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Bibliographic Info

Paper provided by Princeton, Department of Economics - Financial Research Center in its series Papers with number 100.

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Length: 40 pages
Date of creation: 1988
Date of revision:
Handle: RePEc:fth:prinec:100

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Related research

Keywords: financial market ; bonds ; risk;

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Cited by:
  1. Campbell R. Harvey, 1994. "Conditional Asset Allocation in Emerging Markets," NBER Working Papers 4623, National Bureau of Economic Research, Inc.
  2. Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," Annals of Economics and Finance, Society for AEF, vol. 3(2), pages 249-298, November.
  3. Bekaert, Geert & Harvey, Campbell R, 1995. " Time-Varying World Market Integration," Journal of Finance, American Finance Association, vol. 50(2), pages 403-44, June.
  4. Levine, Ross & Zervos, Sara, 1998. "Capital Control Liberalization and Stock Market Development," World Development, Elsevier, vol. 26(7), pages 1169-1183, July.
  5. Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992. "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers 4104, National Bureau of Economic Research, Inc.

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