Can financial uncertainty forecast aggregate stock market returns?
Ólan Henry, Semih Kerestecioglu, Sam Pybis
| Year of publication: |
2024
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|---|---|
| Authors: | Henry, Ólan Thomas John ; Kerestecioglu, Semih ; Pybis, Sam |
| Published in: |
Financial markets, institutions & instruments. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-0416, ZDB-ID 2036643-7. - Vol. 33.2024, 2, p. 91-111
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| Subject: | equity risk premium | financial uncertainty | predictive regression | return predictability | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Risiko | Risk | Aktienmarkt | Stock market | Prognose | Forecast | Finanzmarkt | Financial market | Börsenkurs | Share price | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fmii.12187 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532257