Reference health

Labor Rigidity, Inflation Risk and Bond Returns

https://doi.org/10.2139/ssrn.2788181
CiteStamped reference-health badge
43/43 checkable references clean · checked 2026-08-27

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.

4 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 43 checked references that resolve
resolves10.1093/rfs/hhy015
News Shocks and the Production-Based Term Structure of Equity Returns
resolves10.3386/w18357
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1561/104.00000004
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
resolves10.1111/j.1468-0327.2010.00253.x
Inflation risk and the inflation risk premium
resolves10.3386/w18450
Endogenous Dividend Dynamics and the Term Structure of Dividend Strips
resolves10.1016/j.jfineco.2011.01.008
Explaining asset pricing puzzles associated with the 1987 market crash
resolves10.1093/rapstu/rat003
Limited Capital Market Participation and Human Capital Risk
resolves10.1111/j.1540-6261.2007.01299.x
Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates
resolves10.1093/rapstu/rar004
Asset Pricing Tests with Long-run Risks in Consumption Growth
resolves10.3386/w12912
Investor Information, Long-Run Risk, and the Term Structure of Equity
resolves10.2139/ssrn.2668359
Labor Leverage and the Value Premium
resolves10.2307/2951600
Stochastic Differential Utility
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.1287/mnsc.1070.0796
Affine General Equilibrium Models
resolves10.1016/0304-405x(77)90014-9
Asset returns and inflation
resolves10.1093/rfs/hhv041
Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles
resolves10.1016/S0304-3932(99)00023-9
Inflation dynamics: A structural econometric analysis
resolves10.1016/S0014-2921(00)00105-7
European inflation dynamics
resolves10.3386/w19818
Origins of Stock Market Fluctuations
resolves10.1086/432136
Insurance within the Firm
resolves10.1016/j.jfineco.2015.11.002
Disaster recovery and the term structure of dividend strips
resolves10.2139/ssrn.1361489
The 'Fed Model' and the Changing Correlation of Stock and Bond Returns: An Equilibrium Approach
resolves10.1017/s0022109012000075
Stocks, Bonds, and Long-Run Consumption Risks
resolves10.2139/ssrn.1879855
Understanding Asset Correlations
resolves10.3386/w15688
The Cross-Section and Time-Series of Stock and Bond Returns
resolves10.1016/0022-0531(79)90063-2
Temporal von neumann-morgenstern and induced preferences
resolves10.3386/w17742
An Equilibrium Asset Pricing Model with Labor Market Search
resolves10.1016/j.jfineco.2004.05.008
Expected returns and expected dividend growth
resolves10.3386/w11144
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
resolves10.1016/j.jfineco.2003.12.001
Corporate earnings and the equity premium
resolves10.1093/rof/rfv019
Corporate Fraction and the Equilibrium Term Structure of Equity Risk
resolves10.1111/jofi.12508
Income Insurance and the Equilibrium Term Structure of Equity
resolves10.3386/w12609
Equilibrium Yield Curves
resolves10.1016/j.jmoneco.2010.10.005
Redistributive shocks and productivity shocks
resolves10.1093/rfs/hhj006
Labor Income and Predictable Stock Returns
resolves10.1016/s0304-3932(01)00111-8
Prices and unit labor costs: a new test of price stickiness
resolves10.2139/ssrn.2431252
Bond Market Exposures to Macroeconomic and Monetary Policy Risks
resolves10.1257/aer.102.4.1596
On the Timing and Pricing of Dividends
resolves10.1016/j.jfineco.2013.08.017
Equity yields
resolves10.3386/w21234
The Term Structure of Returns: Facts and Theory
resolves10.1016/j.jfineco.2005.02.004
A consumption-based model of the term structure of interest rates☆
resolves10.1016/0304-3932(89)90028-7
The equity premium puzzle and the risk-free rate puzzle
The 4 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedRisk sharing in the business cycle
no DOI — not checkedStock returns, real activity, inflation, and money
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.

checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

view as graph · paper page

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.2788181"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2788181/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2788181/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2788181)