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Real interest rates, nominal shocks, and real shocks
Driffill, John, (1997)
A long view of real rates
Chadha, Jagjit, (1999)
Economic foundations of capital market returns
Singer, Brian D., (1997)
Non-linear cointegration between stock prices and dividends
Kanas, Angelos, (2003)
Modeling regime transition in stock index futures markets and forecasting implications
Kanas, Angelos, (2008)
A multivariate regime switching approach to the relation between the stock market, the interest rate and output