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Cited by

• 2018Optimal hedge ratios for clean energy equities217 cited
• 2006Stock and Bond Returns with Moody Investors199 cited
• 2010Inflation and the stock market: Understanding the “Fed Model”193 cited
• 2009The Determinants of Stock and Bond Return Comovements193 cited
• 2006Commonality in the time-variation of stock–stock and stock–bond return comovements156 cited
• 2009Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds140 cited
• 2005Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission139 cited
• 1999Dynamic Asset Allocation and Fixed Income Management136 cited
• 2011Bond risk, bond return volatility, and the term structure of interest rates135 cited
• 2010Comovement and Predictability Relationships Between Bonds and the Cross-Section of Stocks128 cited
• 2013Stock market reaction to fed funds rate surprises: State dependence and the financial crisis123 cited
• 2008Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds121 cited
• 2002Low-Frequency Movements in Stock Prices: A State-Space Decomposition119 cited
• 2003Optimal consumption and investment strategies with stochastic interest rates