战术性资产配置的宏观经济仪表盘(12)

【5】Booth, J.R., and L.C. Booth. “Economic Factors, Monetary Policy, and Expected Returns on Stocks and Bonds.” FRBSF Economic Review, Vol. 2 (1997), pp. 32-42.

【6】Boyd, J.H., J. Hu, and R. Jagannathan. “The Stock Market’s Reaction to Unemployment news.” The Journal of Finance, Vol. 60, No. 2 (2005), pp. 649-672.

【7】Chen, N., R. Roll, and S. Ross. “Economic Forces and the Stock Market.” The Journal of Business, Vol. 59, No. 3 (July 1986), pp. 383-403.

【8】Dahlquist, M., and C.R. Harvey. “Global Tactical Asset Allocation.” Emerging Markets Quarterly, Vol. 5, No. 1 (Spring 2001), pp. 6-14.

【9】Fama, E.F., and KR. French. “Business Conditions and Expected Returns on Stocks and Bonds.” Journal of Financial Economics, Vol. 25 (1989), pp. 23-49.

【10】Franz, R. “Macro-Based Parametric Asset Allocation.” Working paper, December 2013, SSRN 2260179.

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