| Title | Other author(s) | |
|---|---|---|
Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample EvidenceSt Louis Fed Working Papers [View] (Paper: 2010-039, 26.10.2010) |
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Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation PerspectiveSt Louis Fed Working Papers [View] (Paper: 2010-002, 06.03.2010) |
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Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable?St Louis Fed Working Papers [View] (Paper: 2008-010, 29.04.2008) |
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Equity Portfolio Diversification under Time-Varying Predictability and Comovements: Evidence from Ireland, the US, and the UKSt Louis Fed Working Papers [View] (Paper: 2008-005, 02.04.2008) |
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Who Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching ModelSt Louis Fed Working Papers [View] (Paper: 2006-029, 02.05.2006) |
