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subject:"Share price"
subject:"Stock index"
~institution:"University of Exeter / Department of Economics"
~subject:"Yield curve"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
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Share price
Stock index
Yield curve
Estimation
11
Schätzung
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Großbritannien
4
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Harris, Richard D. F.
3
Tzavalis, Elias
2
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Sanchez-Valle, René
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University of Exeter / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Federal Reserve Bank of St. Louis
6
Ekonomiska forskningsinstitutet <Stockholm>
5
Federal Reserve System / Division of Research and Statistics
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Zentrum für Europäische Wirtschaftsforschung
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Birkbeck College / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Institute of European Finance <Bangor, Gwynedd>
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Kansantaloustieteen Laitos <Tampere>
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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University of Canterbury / Dept. of Economics and Finance
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Banque de France / Direction des Etudes Economiques et de la Recherche
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1
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1
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A test of the expectations hypothesis of the term structure using cross-section data
Harris, Richard D. F.
-
1998
Persistent link: https://www.econbiz.de/10000998641
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2
The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.
;
Sanchez-Valle, René
-
1998
Persistent link: https://www.econbiz.de/10000998646
Saved in:
3
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
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4
Why does the ratio of book to market value of equity explain cross-section stock returns?
Bulkley, George
;
Harris, Richard D. F.
-
1996
Persistent link: https://www.econbiz.de/10000943015
Saved in:
5
Forecasting inflation from the term structure
Tzavalis, Elias
;
Wickens, Michael R.
-
1995
Persistent link: https://www.econbiz.de/10000939712
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