Equity premium prediction : are economic and technical indicators unstable?
Fabian Baetje, Lukas Menkhoff
| Year of publication: |
October-December 2016
|
|---|---|
| Authors: | Baetje, Fabian ; Menkhoff, Lukas |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 4, p. 1193-1207
|
| Subject: | Equity premium predictability | Economic indicators | Technical indicators | Break tests | Risikoprämie | Risk premium | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011622126