Reference health

The Layman's Summary of the Expected Bond Return Literature

https://doi.org/10.2139/ssrn.2713234
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24/24 checkable references clean · checked 2026-08-22

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

10 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 24 checked references that resolve
resolves10.1016/j.jmoneco.2016.10.006
Decomposing real and nominal yield curves
resolves10.1016/j.jfineco.2013.04.009
Pricing the term structure with linear regressions
resolves10.2139/ssrn.2477522
Low Frequency Effects of Macroeconomic News on Government Bond Yields
resolves10.1016/j.jimonfin.2008.09.001
Predictability in financial markets: What do survey expectations tell us?
resolves10.2139/ssrn.2239725
Short-Rate Expectations and Unexpected Returns in Treasury Bonds
resolves10.1093/rfs/hhr133
Journalists and the Stock Market
resolves10.2139/ssrn.2433234
When Can the Market Identify Old News?
resolves10.2139/ssrn.3264386
The Banking View of Bond Risk Premia
resolves10.1016/j.jfineco.2014.05.002
Mortgage convexity
resolves10.1002/9781118467190
Expected Returns
resolves10.2139/ssrn.1529487
The Relationship Between Oil Prices and Breakeven Inflation Rates
resolves10.1093/rfs/hhw003
Mortgage Risk and the Yield Curve
resolves10.20955/es.2015.10
How Much Do Oil Prices Affect Inflation?
resolves10.3386/w16892
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
resolves10.1016/j.jmoneco.2008.04.003
Futures prices as risk-adjusted forecasts of monetary policy
resolves10.1080/15427560.2014.908881
<i>The New York Times</i>and<i>Wall Street Journal</i>: Does Their Coverage of Earnings Announcements Cause “Stale” News to Become “New” News?
resolves10.2139/ssrn.2687808
A Note on Forecasting Treasury Returns with GDP
resolves10.2139/ssrn.2704204
A Note on Using Macro Variables to Forecast Bond Returns
resolves10.2139/ssrn.2704213
Decomposing Expected Bond Returns
resolves10.2139/ssrn.2708336
The Monetary Policy Risk Premium and Expected Bond Returns
resolves10.2139/ssrn.2443291
Return-Predicting Factors for US Treasuries: On the Similarity of ‘Tents’ and ‘Bats’
resolves10.2139/ssrn.2626497
An Interpretation of the Cieslak-Povala Return-Predicting Factor
resolves10.1016/j.jfineco.2014.11.001
Monetary policy and long-term real rates
resolves10.2139/ssrn.1333274
Decomposing the Yield Curve
The 10 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref9
no DOI — not checkedref13
no DOI — not checkedA Cohort Model of Labor Force Participation
no DOI — not checkedCharacterizing the Unusual Path of US Output During and After the Great Recession
no DOI — not checkedref28
no DOI — not checkedref31
no DOI — not checked? An empirical decomposition of risk and liquidity in nominal and inflation-indexed government bonds?
no DOI — not checkedref35
no DOI — not checkedref37
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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