Yield curves and international equity returns
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- Joseph E. Gagnon & Mark D. Unferth, 1993.
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"An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator,"
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942, Cowles Foundation for Research in Economics, Yale University.
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- McCown, James Ross, 1999. "The Effects of Inverted Yield Curves on Asset Returns," The Financial Review, Eastern Finance Association, vol. 34(2), pages 109-26, May.
- Boudoukh, Jacob & Richardson, Matthew & Smith, Tom, 1993. "Is the ex ante risk premium always positive? *1: A new approach to testing conditional asset pricing models," Journal of Financial Economics, Elsevier, vol. 34(3), pages 387-408, December.
- Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw, 1997. "Nonlinearities in the Relation Between the Equity Risk Premium and the Term Structure," Management Science, INFORMS, vol. 43(3), pages 371-385, March.
- Fama, Eugene F. & French, Kenneth R., 1989. "Business conditions and expected returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 25(1), pages 23-49, November.
- Cornell, Bradford, 1981. "The consumption based asset pricing model : A note on potential tests and applications," Journal of Financial Economics, Elsevier, vol. 9(1), pages 103-108, March.
- Ostdiek, Barbara, 1998. "The world ex ante risk premium: an empirical investigation," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 967-999, December.
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