Similar Search Results

Facts and fantasies about commodity futures ten years later

Bhardwaj, Geetesh; Gorton, Gary; Rouwenhorst, K. Geert - 2015

Persistent link: https://www.econbiz.de/10011297603

Anomalies: the equity premium puzzle

Siegel, Jeremy J. - In: The journal of economic perspectives : EP ; a journal … 11 (1997) 1, pp. 191-200

Persistent link: https://www.econbiz.de/10001217921

Inflation uncertainty and excess returns on stocks and bonds

Cogley, Timothy - In: Economic review : an annual report of the Economic … (1995), pp. 21-29

Persistent link: https://www.econbiz.de/10001191567

Die Beziehung zwischen Aktien- und Anleihenrenditen : eine theoretische und empirische Analyse

Peijan, Achim - 1997

Persistent link: https://www.econbiz.de/10000950799

The variation of economic risk premiums in real estate returns

Karolyi, G. Andrew; Sanders, Anthony B. - In: The journal of real estate finance and economics 17 (1998) 3, pp. 245-262

Persistent link: https://www.econbiz.de/10001369116

Stock-bond return correlation, bond risk premium fundamental, and fiscal-monetary policy regime

Li, Erica X. N. - 2020

We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation...

Persistent link: https://www.econbiz.de/10012853063