A note on the relation between the equity risk premium and the term structure
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/s12197-008-9069-8.pdf
Reference16 articles.
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3. Chen S-S (2007) Does monetary policy have asymmetric effects on stock returns? J Money Credit Bank 39:667–688. doi: 10.1111/j.0022-2879.2007.00040.x
4. Clare A, Thomas S, Wickens M (1994) Is the gilt-equity yield ratio useful for predicting UK stock returns? Econ J 104:303–315. doi: 10.2307/2234751
5. Davies RB (1987) Hypothesis testing when the nuisance parameter is present only under the alternative. Biometrika 74:33–43
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