The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Rangan Gupta, Anandamayee Majumdar, Mark E. Wohar
| Year of publication: |
February 2017
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|---|---|
| Authors: | Gupta, Rangan ; Majumdar, Anandamayee ; Wohar, Mark E. |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 28.2017, 1, p. 47-59
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| Subject: | Stock markets | Current account | Predictability | Quantile regression | Leistungsbilanz | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Aktienmarkt | Stock market | Schätzung | Estimation | Risikoprämie | Risk premium | USA | United States | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Prognose | Forecast | Außenwirtschaftliches Gleichgewicht | External balance | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11079-016-9408-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011804281