International Stock Return Predictability Under Model Uncertainty
Year of publication: |
2008
|
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Authors: | Schrimpf, Andreas |
Publisher: |
Mannheim : Zentrum für Europäische Wirtschaftsforschung (ZEW) |
Subject: | Börsenkurs | Kapitalertrag | Wertpapieranalyse | Prognoseverfahren | Bayes-Statistik | Regression | Aktienmarkt | Internationaler Finanzmarkt | Zinsdifferenz | Schätzung | Frankreich | Deutschland | Japan | Großbritannien | USA | Stock Return Predictability | Bayesian Model Averaging | Model Uncertainty | International Stock Markets |
Series: | ZEW Discussion Papers ; 08-048 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 571861024 [GVK] hdl:10419/24744 [Handle] RePEc:zbw:zewdip:7358 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G12 - Asset Pricing ; E44 - Financial Markets and the Macroeconomy |
Source: |
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International Stock Return Predictability Under Model Uncertainty
Schrimpf, Andreas, (2008)
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International stock return predictability under model uncertainty
Schrimpf, Andreas, (2008)
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Grammig, Joachim G., (2006)
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Evaluating conditional asset pricing models for the German stock market
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