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Roger A Aliaga-Diaz

The Vanguard Group, Inc.

100 Vanguard Blvd

Malvern, PA 19355

United States

  • The Vanguard Group, Inc.

SCHOLARLY PAPERS

4

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Rank 26,198

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Top 26,198

in Total Papers Downloads

1,447

CITATIONS

1

Scholarly Papers (4)

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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 (14,448)

Abstract:

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 (94,408)
Citation 1

Abstract:

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 (368,230)

Abstract:

4.

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.

Abstract:

Stock returns, return predictability, CAPE ratio

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