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International evidence for the predictability of bond and stock returns

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  • Clare, A. D.
  • Thomas, S. H.

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  • Clare, A. D. & Thomas, S. H., 1992. "International evidence for the predictability of bond and stock returns," Economics Letters, Elsevier, vol. 40(1), pages 105-112, September.
    • Handle: RePEc:eee:ecolet:v:40:y:1992:i:1:p:105-112
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    Citations

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    Cited by:

    1. Patricia Fraser & Andrew McKaig, 2001. "Basis variation and a common source of risk: evidence from UK futures markets," The European Journal of Finance, Taylor & Francis Journals, vol. 7(1), pages 39-62.
    2. Brooks, Chris & Henry, Olan T., 2000. "Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia," Economic Modelling, Elsevier, vol. 17(4), pages 497-513, December.
    3. Bradley Ewing & Mark Yanochik, 1999. "Budget deficits and the term structure of interest rates in Italy," Applied Economics Letters, Taylor & Francis Journals, vol. 6(3), pages 199-201.
    4. N. Groenewold & P. Fraser, 1998. "Tests of Asset-pricing Models: How important is the IID-normal assumptions?," Economics Discussion / Working Papers 98-20, The University of Western Australia, Department of Economics.
    5. N. Groenewold, 2000. "The Sensitivity of Tests of Asset Pricing Models to the IID-normal Assumptions: Contemporaneous evidence from the US and UK stock markets," Economics Discussion / Working Papers 00-06, The University of Western Australia, Department of Economics.
    6. N. Groenewold & P. Fraser, 1999. "Violation of the IID-Normal Assumption: Effects on tests of asset-pricing models using Australian data," Economics Discussion / Working Papers 99-12, The University of Western Australia, Department of Economics.
    7. Nusret Cakici & Mitchell Kellman & Elli Kraizberg, 2002. "Matched-Long Term Maturity Stock and Bond Returns in International Markets," The American Economist, Sage Publications, vol. 46(2), pages 45-53, October.
    8. A. D. Clare & R. Priestley & S. H. Thomas, 1997. "Stock return predictability or mismeasured risk?," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 679-687.
    9. Clare, A. D. & Smith, P. N. & Thomas, S. H., 1997. "UK stock returns and robust tests of mean variance efficiency," Journal of Banking & Finance, Elsevier, vol. 21(5), pages 641-660, May.
    10. Zaremba, Adam, 2019. "Cross-sectional seasonalities in international government bond returns," Journal of Banking & Finance, Elsevier, vol. 98(C), pages 80-94.
    11. Nektarios Aslanidis, 2002. "Smooth Transition Regression Models in UK Stock Returns," Working Papers 0201, University of Crete, Department of Economics.
    12. Bradley T. Ewing & James E. Payne & Shawn M. Forbes, 1998. "Co-Movements Of The Prime Rate, Cd Rate, And The S&P Financial Stock Index," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 21(4), pages 469-482, December.
    13. Zaremba, Adam & Schabek, Tomasz, 2017. "Seasonality in government bond returns and factor premia," Research in International Business and Finance, Elsevier, vol. 41(C), pages 292-302.

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