Equity premium prediction and the state of the economy
Ilias Tsiakas, Jiahan Li, Haibin Zhang
| Year of publication: |
2020
|
|---|---|
| Authors: | Tsiakas, Ilias ; Li, Jiahan ; Zhang, Haibin |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 58.2020, p. 75-95
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| Subject: | Business cycle | Diversification | Economic fundamentals | Equity premium | Financial cycle | Out-of-sample prediction | Risikoprämie | Risk premium | Konjunktur | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430664