BUSINESS CONDITIONS AND EXPECTED RETURNS ON STOCKS AND BONDS

[11] TERM PREMIUMS AND DEFAULT PREMIUMS IN MONEY MARKETS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (01) : 175 - 196

[12] ASSET RETURNS AND INFLATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 115 - 146

[13] FAMA EF, 1987, AM ECON REV, V77, P680

[14] THE INFORMATION IN THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 509 - 528

[15] FAMA EF, 1975, AM ECON REV, V65, P269

[16] FORWARD RATES AS PREDICTORS OF FUTURE SPOT RATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (04) : 361 - 377

[17] FAMA EF, 1988, J POLIT ECON, V96, P246

[18] FLOOD RP, 1986, UNPUB EVALUATION REC

[19] Friedman M., 1957, THEORY CONSUMPTION F

[20] LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS [J]. ECONOMETRICA, 1982, 50 (04) : 1029 - 1054

[11] TERM PREMIUMS AND DEFAULT PREMIUMS IN MONEY MARKETS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (01) : 175 - 196

[12] ASSET RETURNS AND INFLATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 115 - 146

[13] FAMA EF, 1987, AM ECON REV, V77, P680

[14] THE INFORMATION IN THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 509 - 528

[15] FAMA EF, 1975, AM ECON REV, V65, P269

[16] FORWARD RATES AS PREDICTORS OF FUTURE SPOT RATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (04) : 361 - 377

[17] FAMA EF, 1988, J POLIT ECON, V96, P246

[18] FLOOD RP, 1986, UNPUB EVALUATION REC

[19] Friedman M., 1957, THEORY CONSUMPTION F

[20] LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS [J]. ECONOMETRICA, 1982, 50 (04) : 1029 - 1054