News related to future GDP growth as a risk factor in equity returns
Year of publication: |
2003
|
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Authors: | Vassalou, Maria |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 68.2003, 1, p. 47-73
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Subject: | mimicking portfolios | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Wirtschaftswachstum | Economic growth | Theorie | Theory | Schätzung | Estimation | USA | United States | 1957-1998 |
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