Generalized financial ratios to predict the equity premium
Andres Algaba, Kris Boudt
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Algaba, Andres ; Boudt, Kris |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 66.2017, p. 244-257
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| Subject: | Equity premium | ERP | Forecast combination | Price-dividend ratio | Financial ratios | Time-varying parameters | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Betriebliche Kennzahl | Financial ratio | CAPM | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.07.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813731