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What does the yield curve tell us about GDP growth?. (2003). Wei, Min ; Piazzesi, Monika ; Ang, Andrew.
In: Proceedings.
RePEc:fip:fedfpr:y:2003:i:mar:x:4.

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    RePEc:wbk:wbrwps:4861.

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  8. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2009). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15504.

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  9. The Term Structures of Equity and Interest Rates. (2009). Wachter, Jessica ; Lettau, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14698.

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  10. What do asset prices have to say about risk appetite and uncertainty?. (2009). Hoerova, Marie ; Bekaert, Geert ; Scheicher, Martin.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091037.

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  11. The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy. (2009). Fernandez, Pablo ; Aguirreamalloa, Javier ; Liechtenstein, Heinrich.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0821.

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  12. Retrospective Capital Gains Taxation in the Real World. (2009). Panteghini, Paolo ; Menoncin, Francesco.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2674.

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  13. The dividend-price ratio does predict dividend growth: International evidence. (2009). Pedersen, Thomas ; Engsted, Tom.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-36.

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  14. Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia. (2008). Soderberg, Jonas.
    In: CAFO Working Papers.
    RePEc:hhs:vxcafo:2009_010.

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  15. Rational Pessimism, Rational Exuberance, and Asset Pricing Models. (2007). Tauchen, George ; Gallant, A. ; Bansal, Ravi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13107.

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  16. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12346.

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  17. 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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  18. Optimal Decentralized Investment Management. (2006). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12144.

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  19. The Dog That Did Not Bark: A Defense of Return Predictability. (2006). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12026.

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  20. The Performance of International Equity Portfolios. (2006). Thomas, Charles.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp162.

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  21. Asset allocation under multivariate regime switching. (2006). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-002.

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  22. Predictive regressions with panel data. (2006). Hjalmarsson, Erik.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:869.

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  23. Inference in Long-Horizon Regressions. (2006). Hjalmarsson, Erik.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:853.

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  24. Forecasting Stock Price Changes: Is it Possible?. (2006). Sosvilla-Rivero, Simon ; Rodriguez, Pedro.
    In: Working Papers.
    RePEc:fda:fdaddt:2006-22.

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  25. Sector diversification during crises: a European perspective. (2006). Szafarz, Ariane ; Beine, Michel ; Preumont, Pierre-Yves .
    In: DULBEA Working Papers.
    RePEc:dul:wpaper:06-07rs.

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  26. The Myth of Long-Horizon Predictability. (2005). Whitelaw, Robert ; Richardson, Matthew ; Boudoukh, Jacob.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11841.

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  27. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11413.

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  28. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns. (2005). Polk, Christopher ; Campbell, John ; Vuolteenaho, Tuomo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11389.

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  29. On the Predictability of Global Stock Returns. (2005). Hjalmarsson, Erik.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0161.

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  30. Long-Run Regressions: Theory and Application to US Asset Markets. (2004). Hansen, Charlotte ; Tuypens, Bjorn E..
    In: Finance.
    RePEc:wpa:wuwpfi:0410018.

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  31. Bank Risk Strategies and Cyclical Variation in Bank Stock Returns. (2004). Vander Vennet, Rudi ; Baele, Lieven ; Landschoot, Van A..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:04/217.

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  32. What Does the Yield Curve Tell us about GDP Growth?. (2004). Wei, Min ; Piazzesi, Monika ; Ang, Andrew ; Piazessi, Monika.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10672.

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  33. On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing. (2004). Roberts, Michael ; michaely, roni ; Richardson, Matthew ; Boudoukh, Jacob.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10651.

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  34. Growth Volatility and Financial Liberalization. (2004). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10560.

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  35. Conditional Betas. (2004). Santos, Tano ; Veronesi, Pietro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10413.

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  36. New Forecasts of the Equity Premium. (2004). Polk, Christopher ; Vuolteenaho, Tuomo ; Thompson, Samuel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10406.

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  37. UK investment and the return to equity: Q redux. (2004). Price, Simon.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:87.

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  38. Do Demographic Changes Affect Risk Premiums? Evidence from International Data. (2003). Maddaloni, Angela ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9677.

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  39. A Catering Theory of Dividends. (2003). Wurgler, Jeffrey ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9542.

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  40. Bad Beta, Good Beta. (2003). Campbell, John ; Vuolteenaho, Tuomo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9509.

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  41. How to Discount Cashflows with Time-Varying Expected Returns. (2003). LIU, JUN ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10042.

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  42. Efficient Tests of Stock Return Predictability. (2003). Yogo, Motohiro ; Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10026.

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  43. On the out-of-sample predictability of stock market returns. (2003). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2002-008.

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  44. What does the yield curve tell us about GDP growth?. (2003). Wei, Min ; Piazzesi, Monika ; Ang, Andrew.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2003:i:mar:x:4.

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  45. Model Uncertainty, Thick Modelling and the Predictability of Stock Returns. (2003). Favero, Carlo ; Aiolfi, Marco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3997.

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  46. Housing Collateral, Consumption Insurance and Risk Premia. (2002). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0211008.

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  47. Interpretable Asset Markets?. (2002). Yaron, Amir ; Bansal, Ravi ; Khatachtrian, Varoujan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9383.

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  48. On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach. (2002). Kang, Qiang ; Brandt, Michael W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9056.

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  49. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8816.

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  50. An Evaluation of International Asset Pricing Models. (2002). Sallstrom, Torbjorn ; Dahlquist, Magnus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3145.

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