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The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
16 references·2 citing·41 second hop
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References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1994The Sharpe Ratio2,542 cited
  • 1993Understanding Risk and Return1,797 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 1995Herd Behaviour, Bubbles and Crashes1,054 cited
  • 2005The macroeconomy and the yield curve: a dynamic latent factor approach967 cited
  • 2005What does the yield curve tell us about GDP growth?815 cited
  • 2006Do the Fama–French Factors Proxy for Innovations in Predictive Variables?719 cited
  • 1988The real term structure and consumption growth703 cited
  • 1994Stocks for the Long Run567 cited
  • 1994International term structures and real economic growth358 cited
  • 1989Scoring the Leading Indicators

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Cited by

  • 2021Asymmetric effect of macroeconomic variables on the emerging stock indices: A quantile ARDL approach77 cited
  • 2014Financial variables and economic activity in the Nordic countries20 cited