The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Year of publication: |
2013
|
---|---|
Authors: | Vivian, Andrew ; Wohar, Mark E. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 26.2013, p. 40-50
|
Subject: | Return predictability | Output gap | Out-of-sample forecasts | Size | Value | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Produktionspotenzial | Potential output | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Börsenkurs | Share price |
-
Biolsi, Christopher, (2023)
-
Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine, (2020)
-
Monitoring the economy in real time : trends and gaps in real activity and prices
Hasenzagl, Thomas, (2022)
- More ...
-
What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors?
Ma, Jun, (2019)
-
Global factors and equity market valuations : Do country characteristics matter?
Ma, Jun, (2018)
-
Location, location, location : currency effects and return predictability?
Jordan, Steven J., (2015)
- More ...