Fed model (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Fed model" in English language version.

refsWebsite

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7doi.org

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5semanticscholar.org

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4wsj.com

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4ssrn.com

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4bloomberg.com

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3yardeni.com

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3ft.com

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2economist.com

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2marketwatch.com

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2businessinsider.com

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1sciencedirect.com

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1worldcat.org

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1barrons.com

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1handle.net

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1archive.org

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1thehill.com

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1hindustantimes.com

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1soa.org

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1wiley.com

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1iese.edu

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1ufl.edu

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1jstor.org

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1ritholtz.com

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archive.org

Stiglitz, Joseph E. (2010). Freefall: America, Free Markets, and the Sinking of the World Economy. New York and London: W. W. Norton & Company. ISBN 9780393075960.

barrons.com

Santoli, Michael (9 June 2012). "The Flaws in the Fed Model". Barron's. Retrieved 24 December 2020.

bloomberg.com

Ponczek, Sarah; Wang, Lu (17 December 2020). "Soaring Stock Valuations No Big Deal to Powell Next to Bonds". Bloomberg News. Retrieved 18 December 2020.
Greifield, Katherine (18 December 2020). "Don't Sweat Stock Valuations". Bloomberg News. Retrieved 4 January 2021.
Gandel, Stephen (17 September 2020). "Fed Model Loses Its Grip on Stocks". Bloomberg News. Retrieved 28 December 2020.
Jeong Lee, Min; Hasegawa, Toshiro (6 December 2020). "BOJ Becomes Biggest Japan Stock Owner With $434 Billion Hoard". Bloomberg News. Retrieved 22 December 2020.

businessinsider.com

Yardeni, Dr. Edward (28 April 2014). "The 'Fed Model' Is Better At Predicting Corporate Financial Behavior Than Investment Returns". Business Insider. Retrieved 24 December 2020.

markets.businessinsider.com

Winck, Ben (23 June 2020). "The Fed's unprecedented relief measures could form the greatest financial bubble in history says Ed Yardeni". Business Insider. Retrieved 16 December 2020.

doi.org

Estrada, Javier (May 2009). "The fed model: The bad, the worse, and the ugly". The Quarterly Review of Economics and Finance. 49 (2): 214–238. doi:10.1016/j.qref.2007.03.007. ISSN 1062-9769.
Estrada, J. (2006). "The Fed model: A note". Finance Research Letters. 3: 14–22. doi:10.1016/j.frl.2005.11.002. SSRN 841787.
Asness, Clifford (2003). "Fight the FED model". Journal of Portfolio Management. 30: 11–24. doi:10.3905/jpm.2003.319916. S2CID 155012499. SSRN 381480.
Humpe, Andreas; McMillan, David (2018). "Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets". Journal of Asset Management. 19 (6): 413–428. doi:10.1057/s41260-018-0091-x. hdl:1893/27892. S2CID 158210939. We demonstrate that at low levels of the real bond yield, the correlation between the equity and bond yields turns negative. This arises as the lower bond yield implies heightened macroeconomic risk (e.g. deflation and economic stagnation) and causes equity and bond prices to move in opposite directions.
Salomons, R. (2006). "A Tactical Implication of Predictability: Fighting the FED model". The Journal of Investing. doi:10.3905/joi.2006.635635. S2CID 155042547. SSRN 517322.
Ritter, Jay R. (June 2002). "The Biggest Mistakes We Teach". Journal of Financial Research. 25 (2): 159–168. doi:10.1111/1475-6803.t01-1-00001. S2CID 153887380. Retrieved 18 December 2020.
Ritter, J.R.; Warr, R.S. (2002). "The decline of inflation and the bull market of 1982–1999" (PDF). Journal of Financial and Quantitative Analysis. 37 (1): 29–61. doi:10.2307/3594994. JSTOR 3594994. S2CID 154940716.

economist.com

"Burying the "Fed model"". The Economist. 29 November 2012. Retrieved 17 December 2020.
Buttonwood (3 August 2013). "A misleading model". The Economist. Retrieved 18 December 2020.

ft.com

Smithers, Andrew (25 July 2014). "The fallacy of the Fed model". Financial Times. Retrieved 28 December 2020.
Thomas, Helen (22 May 2007). "LTCM and the Greenspan put". Financial Times. Retrieved 30 January 2021.
Kirk, Stuart (April 2017). "Relationship between bond and dividend yields has no grounds". Financial Times. Retrieved 2 January 2021.

handle.net

hdl.handle.net

Humpe, Andreas; McMillan, David (2018). "Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets". Journal of Asset Management. 19 (6): 413–428. doi:10.1057/s41260-018-0091-x. hdl:1893/27892. S2CID 158210939. We demonstrate that at low levels of the real bond yield, the correlation between the equity and bond yields turns negative. This arises as the lower bond yield implies heightened macroeconomic risk (e.g. deflation and economic stagnation) and causes equity and bond prices to move in opposite directions.

hindustantimes.com

Sarkar, Kanishka (17 December 2020). "Powell busts out Fed model to defend high equity valuations". The Hindustan Times. Retrieved 18 December 2020.

iese.edu

web.iese.edu

Feinman, J. (2003). "Inflation illusion and the (mis)pricing of assets and liabilities" (PDF). Journal of Investing: 29–36.

jstor.org

Ritter, J.R.; Warr, R.S. (2002). "The decline of inflation and the bull market of 1982–1999" (PDF). Journal of Financial and Quantitative Analysis. 37 (1): 29–61. doi:10.2307/3594994. JSTOR 3594994. S2CID 154940716.

marketwatch.com

Hulbert, Mark (9 March 2018). "This is what the Fed Model says about the outlook for stocks as the bull market turns 9". MarketWatch. Retrieved 24 December 2020.
Hulbert, Mark (27 June 2020). "The Fed Model is almost always bullish, which makes it a perfect face for this too-good-to-be-true stock market". MarketWatch. Retrieved 24 December 2020.

ritholtz.com

Rithhotz, Barry (22 April 2020). "Unintended Consequences, Part II: What if LTCM Was Not Rescued in 1998?". The Big Picture. Retrieved 30 January 2021.

sciencedirect.com

Estrada, Javier (May 2009). "The fed model: The bad, the worse, and the ugly". The Quarterly Review of Economics and Finance. 49 (2): 214–238. doi:10.1016/j.qref.2007.03.007. ISSN 1062-9769.

semanticscholar.org

api.semanticscholar.org

Asness, Clifford (2003). "Fight the FED model". Journal of Portfolio Management. 30: 11–24. doi:10.3905/jpm.2003.319916. S2CID 155012499. SSRN 381480.
Humpe, Andreas; McMillan, David (2018). "Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets". Journal of Asset Management. 19 (6): 413–428. doi:10.1057/s41260-018-0091-x. hdl:1893/27892. S2CID 158210939. We demonstrate that at low levels of the real bond yield, the correlation between the equity and bond yields turns negative. This arises as the lower bond yield implies heightened macroeconomic risk (e.g. deflation and economic stagnation) and causes equity and bond prices to move in opposite directions.
Salomons, R. (2006). "A Tactical Implication of Predictability: Fighting the FED model". The Journal of Investing. doi:10.3905/joi.2006.635635. S2CID 155042547. SSRN 517322.
Ritter, Jay R. (June 2002). "The Biggest Mistakes We Teach". Journal of Financial Research. 25 (2): 159–168. doi:10.1111/1475-6803.t01-1-00001. S2CID 153887380. Retrieved 18 December 2020.
Ritter, J.R.; Warr, R.S. (2002). "The decline of inflation and the bull market of 1982–1999" (PDF). Journal of Financial and Quantitative Analysis. 37 (1): 29–61. doi:10.2307/3594994. JSTOR 3594994. S2CID 154940716.

soa.org

Cantor, David R.; Butler, Adam; Rajani, Kunal (2014). "The Fallacy of the Fed Model" (PDF). Society of Actuaries. Retrieved 17 December 2020.

ssrn.com

papers.ssrn.com

Estrada, J. (2006). "The Fed model: A note". Finance Research Letters. 3: 14–22. doi:10.1016/j.frl.2005.11.002. SSRN 841787.
Asness, Clifford (2003). "Fight the FED model". Journal of Portfolio Management. 30: 11–24. doi:10.3905/jpm.2003.319916. S2CID 155012499. SSRN 381480.
Bekaert, Geert; Engstrom, Eric (April 2008). "Inflation and the Stock Market: Understanding the 'Fed Model'". SSRN 1125355. {{cite journal}}: Cite journal requires |journal= (help)
Salomons, R. (2006). "A Tactical Implication of Predictability: Fighting the FED model". The Journal of Investing. doi:10.3905/joi.2006.635635. S2CID 155042547. SSRN 517322.

thehill.com

Lachman, Desmond (7 January 2021). "Georgia and the everything market bubble". The Hill. Retrieved 7 January 2021.

ufl.edu

bear.warrington.ufl.edu

Ritter, J.R.; Warr, R.S. (2002). "The decline of inflation and the bull market of 1982–1999" (PDF). Journal of Financial and Quantitative Analysis. 37 (1): 29–61. doi:10.2307/3594994. JSTOR 3594994. S2CID 154940716.

wiley.com

onlinelibrary.wiley.com

Ritter, Jay R. (June 2002). "The Biggest Mistakes We Teach". Journal of Financial Research. 25 (2): 159–168. doi:10.1111/1475-6803.t01-1-00001. S2CID 153887380. Retrieved 18 December 2020.

worldcat.org

search.worldcat.org

Estrada, Javier (May 2009). "The fed model: The bad, the worse, and the ugly". The Quarterly Review of Economics and Finance. 49 (2): 214–238. doi:10.1016/j.qref.2007.03.007. ISSN 1062-9769.

wsj.com

Hulbert, M.J. (8 July 2019). "FED MODEL: Can Low Rates Explain High Stock Prices? Not So Fast". The Wall Street Journal. Retrieved 31 December 2020.
Lahart, Justin (30 January 2021). "Powell Won't Pop This Bubble (Yet)". The Wall Street Journal. Retrieved 4 February 2021.
Clements, Jonathan (1 May 2005). "The Fed Model: Fix It Before You Use It". The Wall Street Journal. Retrieved 31 December 2020.
Lahart, Justin (23 December 2020). "Has the Fed Rewritten the Laws of Investing?". The Wall Street Journal. Retrieved 25 December 2020.

yardeni.com

Dr. Edward Yardeni Research. "Fed's Stock Valuation Model (Monthly Research)" (PDF). Yardeni Research. Retrieved 22 December 2020.
Yardeni, Ed (25 August 1997). "Topical Study #38: Fed's stock market model finds overvaluation" (PDF). US Equity Research, Deutsche Morgan Grenfell. Retrieved 18 December 2020.
Yardeni, Ed (26 July 1999). "Topical Study #44: New, improved stock valuation model" (PDF). US Equity Research, Deutsche Morgan Grenfell. Retrieved 18 December 2020.