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Stock prices and bond yields : can their comovements be explained in terms of present value models?
Shiller, Robert J.; Beltratti, Andrea - 1990
Persistent link: https://www.econbiz.de/10000800331
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Stock prices and bond yields : can their comovements be explained in terms of present value models?
Shiller, Robert J.; Beltratti, Andrea - 1990
Persistent link: https://www.econbiz.de/10000801794
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000168054
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Cointegration and tests of present value models
Campbell, John Y.; Shiller, Robert J. - 1986
Persistent link: https://www.econbiz.de/10000694815
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The dividend-price ratio and expectations of future dividends and discount factors
Campbell, John Y.; Shiller, Robert J. - 1986
Persistent link: https://www.econbiz.de/10000715629
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Variance bounds and excess volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000961814
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The determinants of the variability of stock market prices
Grossman, Sanford J.; Shiller, Robert J. - 1980
Persistent link: https://www.econbiz.de/10009573119
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of financial economics 114 (2014) 3, pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
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Optimal convergence trade strategies
Liu, Jun; Timmermann, Allan - In: The review of financial studies 26 (2013) 4, pp. 1048-1086
Persistent link: https://www.econbiz.de/10009752207