Roger A Aliaga-Diaz

The Vanguard Group, Inc.

100 Vanguard Blvd

Malvern, PA 19355

United States

  • The Vanguard Group, Inc.

SCHOLARLY PAPERS

7

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Scholarly Papers (7)

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1.

The Best of Both Worlds: Forecasting US Equity Market Returns using a Hybrid Machine Learning – Time Series Approach

Number of pages: 28 Posted: 11 Dec 2019 Last Revised: 28 Sep 2021
Haifeng Wang, Harshdeep Ahluwalia, Roger A Aliaga-Diaz and Joseph H. Davis
The Vanguard Group, Inc., The Vanguard Group, Inc., The Vanguard Group, Inc. and The Vanguard Group
Downloads 1,290 (22,187)
Citation 1

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machine learning, stock return forecasting, return predictability, CAPE ratio

2.

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 1,215 (24,286)

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

3.

Common Ownership and Industry Profitability: A Crossindustry View

Number of pages: 73 Posted: 17 Aug 2019
Haifeng Wang, Jan-Carl Plagge, James Rowley and Roger A Aliaga-Diaz
The Vanguard Group, Inc., The Vanguard Group, Inc., The Vanguard Group, Inc. and The Vanguard Group, Inc.
Downloads 389 (107,486)

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Common ownership, MHHI, competition, industry profitability

4.

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 330 (128,945)
Citation 1

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

5.

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: 09 Apr 2022
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 46 (542,325)

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6.

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, Andrew Powell and Andrew Powell
The Vanguard Group, Inc., Drexel University and Inter-American Development Bank (IDB)Universidad Torcuato Di Tella - School of Business
Downloads 0 (906,128)

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7.

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