Comparing returns of US treasuries versus equities: implications for market and portfolio efficiency
Author:
Affiliation:
1. a Lee Kong Chian School of Business , Singapore Management University , 50 Stamford Road, Singapore , 178899
2. b School of Economics and Social Sciences , Singapore Management University , 90 Stamford Road, Singapore , 178903
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/09603100500391560
Reference16 articles.
1. Yield Spreads and Interest Rate Movements: A Bird's Eye View
2. Asymmetric dynamics in UK real interest rates
3. A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates
4. A Theory of the Term Structure of Interest Rates
5. Comparing Predictive Accuracy
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