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Stock prices and bond yields : Can their comovements be explained in terms of present value models?, and . Journal of Monetary Economics, 30 (1): 25--46 (October 1992)Defining residual risk-sharing opportunities: Pooling world income components, and . Research in Economics, 56 (1): 61--84 (June 2002)Macro markets. Clarendon lectures in economics Clarendon Press, Oxford, (1993)Market volatility. MIT Press, Cambridge, Mass. u.a., 2. printing edition, (1990)Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital, and . Journal of Financial Economics, 7 (3): 297--318 (September 1979)The Determinants of the Variability of Stock Market Prices, and . American Economic Review, 71 (2): 222-227 (May 1981)From Efficient Market Theory to Behavioral Finance. Cowles Foundation Discussion Papers, 1385. Cowles Foundation, Yale University, (October 2002)The new financial order. Princeton Univ. Press, Princeton, NJ u.a., (2003)Irrational exuberance. Princeton Univ. Press, Princeton, NJ, (2000)Home equity insurance, and . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)