Yield curves and international equity returns
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- Andrews, Donald W K & Monahan, J Christopher, 1992.
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- 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.
- Asprem, Mads, 1989. "Stock prices, asset portfolios and macroeconomic variables in ten European countries," Journal of Banking & Finance, Elsevier, vol. 13(4-5), pages 589-612, September.
- 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.
- 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.
- 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.
- Arturo Estrella & Frederic S. Mishkin, 1996. "The yield curve as a predictor of U.S. recessions," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 2(Jun).
- 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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