Structural Breaks and Predictive Regressions Models of South African Equity Premium
Year of publication: |
2012-03
|
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Authors: | Aye, Goodness C. ; Gupta, Rangan ; Modise, Mampho P. |
Institutions: | Department of Economics, Faculty of Economic and Management Sciences |
Subject: | Predictive regression model | equity premium | structural breaks | South Africa |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 201209 26 pages |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; G12 - Asset Pricing |
Source: |
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