Equity Return Predictability, Time Varying Volatility and Learning About the Permanence of Shocks
Year of publication: |
2014-05
|
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Authors: | Tortorice, Daniel L. |
Institutions: | Department of Economics, International Business School, Brandeis University |
Subject: | Consumption | Savings | Asset Pricing | Learning | Expectations |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 70 41 pages |
Classification: | D83 - Search, Learning, Information and Knowledge ; D84 - Expectations; Speculations ; E21 - Consumption; Saving ; G12 - Asset Pricing |
Source: |
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