An international test of the Fed model
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DOI: 10.1057/palgrave.jam.2250063
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Cited by:
- Alexander David & Pietro Veronesi, 2009. "What Ties Return Volatilities to Price Valuations and Fundamentals?," NBER Working Papers 15563, National Bureau of Economic Research, Inc.
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Keywords
stock prices; earnings; long-run stock market valuation; interest rates; inflation;All these keywords.
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