Good times, bad times: inflation uncertainty and equity returns

[1] The impact of risk and uncertainty on expected returns [J]. JOURNAL OF FINANCIAL ECONOMICS, 2009, 94 (02) : 233 - 263

[2] [Anonymous], 2013, WORKING PAPER

[3] A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets [J]. REVIEW OF FINANCIAL STUDIES, 2013, 26 (01) : 1 - 33

[4] INTEREST-RATES, UNCERTAINTY AND THE LIVINGSTON DATA [J]. JOURNAL OF FINANCE, 1981, 36 (03) : 661 - 679

[5] Burkhardt D, 2012, WORKING PAPER

[6] Burnside C., 2011, WORKING PAPER

[7] Understanding risk and return [J]. JOURNAL OF POLITICAL ECONOMY, 1996, 104 (02) : 298 - 345

[8] WHAT MOVES THE STOCK AND BOND MARKETS - A VARIANCE DECOMPOSITION FOR LONG-TERM ASSET RETURNS [J]. JOURNAL OF FINANCE, 1993, 48 (01) : 3 - 37

[9] On persistence in mutual fund performance [J]. JOURNAL OF FINANCE, 1997, 52 (01) : 57 - 82

[10] Cochrane JH, 2005, ASSET PRICING, P1

[1] The impact of risk and uncertainty on expected returns [J]. JOURNAL OF FINANCIAL ECONOMICS, 2009, 94 (02) : 233 - 263

[2] [Anonymous], 2013, WORKING PAPER

[3] A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets [J]. REVIEW OF FINANCIAL STUDIES, 2013, 26 (01) : 1 - 33

[4] INTEREST-RATES, UNCERTAINTY AND THE LIVINGSTON DATA [J]. JOURNAL OF FINANCE, 1981, 36 (03) : 661 - 679

[5] Burkhardt D, 2012, WORKING PAPER

[6] Burnside C., 2011, WORKING PAPER

[7] Understanding risk and return [J]. JOURNAL OF POLITICAL ECONOMY, 1996, 104 (02) : 298 - 345

[8] WHAT MOVES THE STOCK AND BOND MARKETS - A VARIANCE DECOMPOSITION FOR LONG-TERM ASSET RETURNS [J]. JOURNAL OF FINANCE, 1993, 48 (01) : 3 - 37

[9] On persistence in mutual fund performance [J]. JOURNAL OF FINANCE, 1997, 52 (01) : 57 - 82

[10] Cochrane JH, 2005, ASSET PRICING, P1