Citations (8)
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Read on this site (3)
Jan Bo Jakobsen & Carsten S⊘rensen. (2003) The dynamics of bond yields and the stock index - with an application to the UK stock and bond market. Applied Financial Economics 13:5, pages 387-399.
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Patricia Fraser & Andrew J. McKaig. (2001) Basis variation and a common source of risk: evidence from UK futures markets. The European Journal of Finance 7:1, pages 39-62.
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Ashok Parikh & David Lovatt. (1998) Modelling real capital gains in the UK stock market. Applied Economics Letters 5:6, pages 337-342.
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Articles from other publishers (5)
Alexandra Horobet, Marinela Luminita Emanuela Zlatea, Lucian Belascu & Dan Gabriel Dumitrescu. (2022) OIL PRICE VOLATILITY AND AIRLINES’ STOCK RETURNS: EVIDENCE FROM THE GLOBAL AVIATION INDUSTRY. Journal of Business Economics and Management 23:2, pages 284-304.
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Sinda Hadhri & Zied Ftiti. (2017) Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?. Research in International Business and Finance 42, pages 39-60.
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Angelos Kanas. (2008) A note on the relation between the equity risk premium and the term structure. Journal of Economics and Finance 34:1, pages 89-95.
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Angelos Kanas. (2008) The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006. Journal of Economics and Finance 33:2, pages 111-127.
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Klaus Berge & William T. Ziemba. (2002) The Predictive Ability of the Bond Stock Earnings Yield Differential in World-wide Equity Markets. SSRN Electronic Journal.
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