Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
David G. McMillan
| Year of publication: |
2023
|
|---|---|
| Authors: | McMillan, David G. |
| Published in: |
The Manchester School. - Oxford [u.a.] : Blackwell, ISSN 1467-9957, ZDB-ID 1473781-4. - Vol. 91.2023, 5, p. 439-466
|
| Subject: | default yield | economic growth | prediction | variance risk premium | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Wirtschaftswachstum | Economic growth | USA | United States | Finanzmarkt | Financial market | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/manc.12451 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014326656