Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Rangan Gupta; Shawkat Hammoudeh; Mampho P. Modise; Duc Khuong Nguyen
| Year of publication: |
2014
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|---|---|
| Authors: | Gupta, Rangan ; Hammoudeh, Shawkat ; Modise, Mampho P. ; Nguyen, Duc Khuong |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 33.2014, p. 367-378
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| Subject: | Equity premium forecasting | Asset pricing model | Economic uncertainty | Business cycle | CAPM | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | USA | United States | Risiko | Risk | Börsenkurs | Share price | Theorie | Theory | Konjunktur | Kapitaleinkommen | Capital income | Equity-Premium-Puzzle | Equity premium puzzle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011299816