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Market Prices of Risk and Return Predictability in a Joint Stock-Bond Pricing Model. (2002). Mamaysky, Harry.
In: Yale School of Management Working Papers.
RePEc:ysm:somwrk:ysm297.

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  1. Cross-asset relations, correlations and economic implications. (2019). McMillan, David G.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

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  2. Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:723.

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  3. Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11401.

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  4. Regression-based estimation of dynamic asset pricing models. (2015). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:118:y:2015:i:2:p:211-244.

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  5. Regression Based Estimation of Dynamic Asset Pricing Models. (2015). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10449.

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  6. Arbitrage-free models of stocks and bonds. (2013). Durham, J. Benson.
    In: Staff Reports.
    RePEc:fip:fednsr:656.

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  7. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14701.

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  8. Inflation and the stock market: Understanding the “Fed Model”. (2009). Engstrom, Eric ; Bekaert, Geert.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2009:i:jan:x:3.

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  9. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2008). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:355.

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  10. Short-term patterns in government bond returns following market shocks: International evidence. (2008). Spyrou, Spyros ; Galariotis, Emilios ; Kassimatis, Konstantinos .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:5:p:903-924.

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  11. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12247.

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  12. Evolution of international stock and bond market integration: Influence of the European Monetary Union. (2006). Wu, Eliza ; Kim, Suk-Joong ; Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:5:p:1507-1534.

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  13. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5951.

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