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Forecasting US bond returns
Ilmanen, Antti, (1997)
Yield Curve Factors, Factor Volatilities, and the Predictability of Bond Excess Returns
Hautsch, Nikolaus, (2008)
Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better than High P/E Models?
Lleo, Sebastien, (2015)
An empirical evaluation of the Friedman hypothesis of inflation on capital asset pricing
Burnie, David A., (1990)
Sovereignty, separation and risk premiums
Burnie, David A., (1994)
Democracy, dictatorship, and economic freedom signals in stock market
Burnie, David A., (2019)