Stock returns and the term structure
- 1 June 1987
- journal article
- research article
- Published by Elsevier in Journal of Financial Economics
- Vol. 18 (2), 373-399
- https://doi.org/10.1016/0304-405x(87)90045-6
Abstract
No abstract availableAll Related Versions
This publication has 27 references indexed in Scilit:
- Expected stock returns and volatilityJournal of Financial Economics, 1987
- The Bias of a Heteroskedasticity Consistent Covariance Matrix EstimatorEconometrica, 1987
- Asset Pricing and Expected InflationThe Journal of Finance, 1986
- Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample propertiesJournal of Econometrics, 1985
- Term premiums in bond returnsJournal of Financial Economics, 1984
- Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset ReturnsJournal of Political Economy, 1983
- Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous informationJournal of Financial Economics, 1982
- On estimating the expected return on the marketJournal of Financial Economics, 1980
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980
- Asset returns and inflationJournal of Financial Economics, 1977