Global economic growth and expected returns around the world : the end-of-the-year effect
Year of publication: |
February 2018
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Authors: | Møller, Stig Vinther ; Rangvid, Jesper |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 2, p. 573-591
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Subject: | end-of-the-year global economic growth | expected returns | international business cycle | in-sample and out-of-sample international return forecasts | Schätzung | Estimation | Welt | World | Wirtschaftswachstum | Economic growth | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Konjunkturzusammenhang | Business cycle synchronization | Börsenkurs | Share price |
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