Consumer confidence or the business cycle: What matters more for European expected returns?
| Year of publication: |
2014
|
|---|---|
| Authors: | Møller, Stig V. ; Nørholm, Henrik ; Rangvid, Jesper |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 28.2014, C, p. 230-248
|
| Publisher: |
Elsevier |
| Subject: | Time-varying expected returns | Business cycle risk | Output gap | Consumer confidence | Bootstrap | GMM |
| Type of publication: | Article |
|---|---|
| Classification: | E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
| Source: |
Persistent link: https://www.econbiz.de/10011042119