Roger A Aliaga-Diaz

The Vanguard Group, Inc.

100 Vanguard Blvd

Malvern, PA 19355

United States

SCHOLARLY PAPERS

5

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CITATIONS

1

Scholarly Papers (5)

1.

Oil, the Economy, and the Stock Market

Number of pages: 20 Posted: 25 May 2008
Joseph H. Davis and Roger A Aliaga-Diaz
The Vanguard Group and The Vanguard Group, Inc.
Downloads 1,035 (15,632)

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Oil, macroeconomy, stock market, inflation expectations, Federal Reserve

2.

Real-Time Forecasting of U.S. Bond Yields and Their Excess Returns

Number of pages: 24 Posted: 28 May 2008
Joseph H. Davis and Roger A Aliaga-Diaz
The Vanguard Group and The Vanguard Group, Inc.
Downloads 252 (97,549)
Citation 1

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bond risk premia, real-time predictability, term structure, forward rates

3.

Is Sugar Sweeter at the Pump? The Macroeconomic Impact of Brazil's Alternative Energy Program

NBER Working Paper No. w14362
Number of pages: 36 Posted: 02 Oct 2008 Last Revised: 22 Mar 2015
Marc Weidenmier, Joseph H. Davis and Roger A Aliaga-Diaz
Claremont McKenna College - Robert Day School of Economics and Finance, The Vanguard Group and The Vanguard Group, Inc.
Downloads 36 (393,267)

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4.

Monetary Policy and Anti‐Cyclical Bank Capital Regulation

Economic Inquiry, Vol. 56, Issue 2, pp. 837-858, 2018
Number of pages: 22 Posted: 22 Feb 2018
Roger A Aliaga-Diaz, Maria P Olivero and Andrew Powell
The Vanguard Group, Inc., Drexel University and Universidad Torcuato Di Tella - School of Business
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5.

Improving U.S. Stock Return Forecasts: A 'Fair-Value' Cape Approach

Posted: 10 Jun 2017 Last Revised: 13 Sep 2017
Joseph H. Davis, Roger A Aliaga-Diaz, Harshdeep Ahluwalia and Ravi Tolani
The Vanguard Group, The Vanguard Group, Inc., The Vanguard Group, Inc. and The Vanguard Group, Inc.

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Stock returns, return predictability, CAPE ratio