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Tobin's q and asset returns : implications for business cycle analysis
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1995
Persistent link: https://www.econbiz.de/10000977276
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Property returns and the macroeconomy
Brooks, Chris - 1998
Persistent link: https://www.econbiz.de/10000985422
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Market returns and macro-economic variables : an investigation on the period from 1970 - 1986
Willey, Thomas Edward - 1988
Persistent link: https://www.econbiz.de/10000793922
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Using production based asset pricing to explain the behavior of stock returns over the business cycle
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000782597
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Asset prices, consumption, and the business cycle
Campbell, John Y. - 1998
Persistent link: https://www.econbiz.de/10000659469
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Business conditions and speculative assets
Black, Angela; Fraser, Patricia; MacDonald, Ronald - 1994
Persistent link: https://www.econbiz.de/10000148445
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Nonlinear risk
Chauvet, Marcelle; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398325
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Modelling international stock return cycles
Dumas, Bernard - 1998
Persistent link: https://www.econbiz.de/10001329003
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Endogenous short-sale constraint, stock prices and output cycles
Zhang, Harold H. - In: Macroeconomic dynamics 1 (1997) 1, pp. 228-254
Persistent link: https://www.econbiz.de/10001337433
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Multifactor pricing model with macroeconomic variables
Cho, D. C. - In: Advances in investment analysis and portfolio … 1 (1991), pp. 25-47
Persistent link: https://www.econbiz.de/10001134298