Predictive power of dividend yields and interest rates for stock returns in South Asia : evidence from a bias-corrected estimator
Year of publication: |
2019
|
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Authors: | Rahman, Md Lutfur ; Shamsuddin, Abul ; Lee, Doowon |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 62.2019, p. 267-286
|
Subject: | Dividend yield | Excess returns | Interest rate | Return predictability | South Asia | Time-variation | Dividende | Dividend | Kapitaleinkommen | Capital income | Südasien | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zins | Prognose | Forecast | Zinsstruktur | Yield curve |
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