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A neoclassical interpretation of momentum
Xiaolei Lui, Laura; Zhang, Lu - In: Journal of monetary economics 67 (2014), pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
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Comment on: "Monetary policy, bond returns and debt dynamics" by Antje Berndt and Şevin Yeltekin
Pflueger, Carolin E. - In: Journal of monetary economics 73 (2015), pp. 137-140
Persistent link: https://www.econbiz.de/10011381729
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Monetary policy, bond returns and debt dynamics
Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136
Persistent link: https://www.econbiz.de/10011381760
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Is value riskier than growth?
Petkova, Ralitsa; Zhang, Lu - In: Journal of financial economics 78 (2005) 1, pp. 187-202
Persistent link: https://www.econbiz.de/10003127880
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Return predictability with endogenous growth
Bandi, Federico M.; Bretscher, Lorenzo; Tamoni, Andrea - In: Journal of financial economics 150 (2023) 3, pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
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Expectations and aggregate risk
Bretscher, Lorenzo; Malkhozov, Aytek; Tamoni, Andrea - In: Journal of monetary economics 123 (2021), pp. 91-108
Persistent link: https://www.econbiz.de/10013273698
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Cross country stock market comovement : a macro perspective
Anagnostopoulos, Alexios; Atesagaoglu, Orhan Erem; … - In: Journal of monetary economics 130 (2022), pp. 34-48
Persistent link: https://www.econbiz.de/10013396245