Articles & Papers Database

This page provides an assortment of articles and papers I consider worth reading, some of which are reviewed and/or summarised with regard to their main findings, usually with a focus on their practical relevance.

AUTHOR(S) YEAR TITLE SOURCE TAGS REVIEW
Hobson
2015
The Eastern Origins of the Rise of the West and the “Return” of Asia
East Asia
Rise of the West
Cai
2013
Effect of Being a Fallen Angel on Bond Ratings and Yields
The Journal of Trading
Fallen Angels
Franz
2020
The Index Effect in the Corporate Bond Market
The Journal of Fixed Income
Index Effect, Corporate Bonds
Manso
2013
Feedback Effects of Credit Ratings
Journal of Financial Economics
Credit Ratings, Credit Spreads
McDonald
2021
The Shrinking Stock Market
Journal of Financial Markets
Equity Market
Rogoff
1996
The Purchasing Power Parity Puzzle
Journal of Economic Literature
Purchasing Power Parity
Ritter
2005
Economic Growth and Equity Returns
Pacific-Basin Finance Journal
Economic Growth, Equity Returns
Lansing
2004
Inflation-Induced Valuation Errors in the Stock Market
FRBSF Economic Letter
Inflation, Equity Market
Asness
2000
Stocks versus Bonds: Explaining the Equity Risk Premium
Financial Analysts Journal
Equity Risk Premium
Bodie
1976
Common Stocks as a Hedge Against Inflation
The Journal of Finance
Equities, Inflation
Møller
2014
Why Europe Avoided Hegemony: A Historical Perspective on the Balance of Power
International Studies Quarterly
Hegemony, Europe
Siegel
2016
The Shiller CAPE Ratio: A New Look
Financial Analysts Journal
Shiller P/E
Summers
1986
Does the Stock Market Rationally Reflect Fundamental Values?
The Journal of Finance
Fundamental Valuation, Equity Market
Kish
2022
The Dominance of the U.S. 30-Year Fixed Rate Residential Mortgage
Journal of Real Estate Practice and Education
Mortgage, Market History
Lunsford
2017
Productivity Growth and Real Interest Rates in the Long Run
Economic Commentary (Federal Reserve Bank of Cleveland)
Long-Term, Productivity Growth, Real Interest Rate
Chen
2010
Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
The Journal of Finance
Macroeconomic Variables, Credit Spreads, Capital Structure
Israelov
2019
Give Credit Where Credit is Due: What Explains Corporate Bond Returns?
SSRN Electronic Journal
Corporate Bonds, Credit Spreads, Modelling
Simon
2012
Evidence and Implications of the Predictability of High Yield Bond Returns
Journal of Derivatives & Hedge Funds
High Yield, Predictability, Forecasting: High Yield
Fama
1998
Market Efficiency, Long-term Returns, and Behavioral Finance
Journal of Financial Economics
Market Efficiency, Long-Term Returns, Behavioural Finance
Siegel
1992
The Equity Premium: Stock and Bond Returns since 1802
Financial Analysts Journal
Equity Risk Premium
Siegel
1999
The Shrinking Equity Premium
The Journal of Portfolio Management
Equity Risk Premium
Sangvinatsos
2005
Explanatory and Predictive Analysis of Corporate Bond Indices Returns
SSRN Electronic Journal
Predictability, Corporate Bonds, Modelling
Blinder
2023
Landings, Soft and Hard: The Federal Reserve, 1965–2022
Journal of Economic Perspectives
Monetary Policy