Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K.
Year of publication: |
2013
|
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Authors: | Sousa, João ; Sousa, Ricardo M. |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Bayesian model averaging | Model uncertainty | Stock returns |
Series: | ECB Working Paper ; 1575 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 770676251 [GVK] hdl:10419/154008 [Handle] RePEc:ecb:ecbwps:20131575 [RePEc] |
Classification: | E21 - Consumption; Saving ; G11 - Portfolio Choice ; E44 - Financial Markets and the Macroeconomy |
Source: |
-
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Asset returns under model uncertainty evidence from the euro area, the U.S. and the U.K.
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