The Declining Asset Return Predictability and Macroeconomic Volatility
Year of publication: |
2017
|
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Authors: | Hsu, Alex |
Other Persons: | Palomino, Francisco (contributor) ; Qian, Charles (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
Extent: | 1 Online-Ressource (74 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 24, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2833075 [DOI] |
Classification: | E50 - Monetary Policy, Central Banking and the Supply of Money and Credit. General ; G12 - Asset Pricing ; G18 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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