Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns : Evidence and Theory. Online Appendix

This paper provides robustness checks and analytical derivations to supplement the material presented in the paper Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory.The paper to which these Appendices apply is available at the following URL: "http://ssrn.com/abstract=2185659" http://ssrn.com/abstract=2185659

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Year of publication:	2015
Authors:	Colacito, Ric
Other Persons:	Ghysels, Eric (contributor) ; Meng, Jinghan (contributor) ; Siwasarit, Wasin (contributor)
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Kapitalmarktrendite \| Capital market returns \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Wirtschaftswachstum \| Economic growth

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Extent:	1 Online-Ressource (61 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 22, 2015 erstellt
Other identifiers:	10.2139/ssrn.2587412 [DOI]
Classification:	C22 - Time-Series Models ; c58 ; G12 - Asset Pricing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013025168